CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0028 |
-0.0008 |
-0.1% |
1.0008 |
| High |
1.0050 |
1.0082 |
0.0032 |
0.3% |
1.0069 |
| Low |
1.0013 |
1.0022 |
0.0009 |
0.1% |
0.9970 |
| Close |
1.0022 |
1.0074 |
0.0052 |
0.5% |
1.0033 |
| Range |
0.0037 |
0.0060 |
0.0023 |
62.2% |
0.0099 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
49,977 |
59,859 |
9,882 |
19.8% |
301,436 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0217 |
1.0107 |
|
| R3 |
1.0179 |
1.0157 |
1.0091 |
|
| R2 |
1.0119 |
1.0119 |
1.0085 |
|
| R1 |
1.0097 |
1.0097 |
1.0080 |
1.0108 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0065 |
| S1 |
1.0037 |
1.0037 |
1.0069 |
1.0048 |
| S2 |
0.9999 |
0.9999 |
1.0063 |
|
| S3 |
0.9939 |
0.9977 |
1.0058 |
|
| S4 |
0.9879 |
0.9917 |
1.0041 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0276 |
1.0087 |
|
| R3 |
1.0222 |
1.0177 |
1.0060 |
|
| R2 |
1.0123 |
1.0123 |
1.0051 |
|
| R1 |
1.0078 |
1.0078 |
1.0042 |
1.0101 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0035 |
| S1 |
0.9979 |
0.9979 |
1.0024 |
1.0002 |
| S2 |
0.9925 |
0.9925 |
1.0015 |
|
| S3 |
0.9826 |
0.9880 |
1.0006 |
|
| S4 |
0.9727 |
0.9781 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0082 |
0.9976 |
0.0106 |
1.1% |
0.0055 |
0.5% |
92% |
True |
False |
68,472 |
| 10 |
1.0100 |
0.9970 |
0.0130 |
1.3% |
0.0053 |
0.5% |
80% |
False |
False |
62,105 |
| 20 |
1.0231 |
0.9970 |
0.0261 |
2.6% |
0.0064 |
0.6% |
40% |
False |
False |
71,890 |
| 40 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0064 |
0.6% |
27% |
False |
False |
75,297 |
| 60 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0060 |
0.6% |
27% |
False |
False |
52,704 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0058 |
0.6% |
54% |
False |
False |
39,647 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0058 |
0.6% |
61% |
False |
False |
31,786 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
65% |
False |
False |
26,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0337 |
|
2.618 |
1.0239 |
|
1.618 |
1.0179 |
|
1.000 |
1.0142 |
|
0.618 |
1.0119 |
|
HIGH |
1.0082 |
|
0.618 |
1.0059 |
|
0.500 |
1.0052 |
|
0.382 |
1.0045 |
|
LOW |
1.0022 |
|
0.618 |
0.9985 |
|
1.000 |
0.9962 |
|
1.618 |
0.9925 |
|
2.618 |
0.9865 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0063 |
| PP |
1.0059 |
1.0051 |
| S1 |
1.0052 |
1.0040 |
|