CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9987 |
-0.0002 |
0.0% |
1.0036 |
| High |
1.0010 |
1.0008 |
-0.0002 |
0.0% |
1.0118 |
| Low |
0.9959 |
0.9986 |
0.0027 |
0.3% |
0.9959 |
| Close |
0.9989 |
0.9996 |
0.0007 |
0.1% |
0.9989 |
| Range |
0.0051 |
0.0022 |
-0.0029 |
-56.9% |
0.0159 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
92,021 |
39,759 |
-52,262 |
-56.8% |
385,379 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0051 |
1.0008 |
|
| R3 |
1.0041 |
1.0029 |
1.0002 |
|
| R2 |
1.0019 |
1.0019 |
1.0000 |
|
| R1 |
1.0007 |
1.0007 |
0.9998 |
1.0013 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0000 |
| S1 |
0.9985 |
0.9985 |
0.9994 |
0.9991 |
| S2 |
0.9975 |
0.9975 |
0.9992 |
|
| S3 |
0.9953 |
0.9963 |
0.9990 |
|
| S4 |
0.9931 |
0.9941 |
0.9984 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0403 |
1.0076 |
|
| R3 |
1.0340 |
1.0244 |
1.0033 |
|
| R2 |
1.0181 |
1.0181 |
1.0018 |
|
| R1 |
1.0085 |
1.0085 |
1.0004 |
1.0054 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0006 |
| S1 |
0.9926 |
0.9926 |
0.9974 |
0.9895 |
| S2 |
0.9863 |
0.9863 |
0.9960 |
|
| S3 |
0.9704 |
0.9767 |
0.9945 |
|
| S4 |
0.9545 |
0.9608 |
0.9902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0118 |
0.9959 |
0.0159 |
1.6% |
0.0060 |
0.6% |
23% |
False |
False |
75,032 |
| 10 |
1.0118 |
0.9959 |
0.0159 |
1.6% |
0.0055 |
0.6% |
23% |
False |
False |
68,698 |
| 20 |
1.0231 |
0.9959 |
0.0272 |
2.7% |
0.0065 |
0.7% |
14% |
False |
False |
74,062 |
| 40 |
1.0262 |
0.9959 |
0.0303 |
3.0% |
0.0062 |
0.6% |
12% |
False |
False |
73,876 |
| 60 |
1.0359 |
0.9959 |
0.0400 |
4.0% |
0.0061 |
0.6% |
9% |
False |
False |
57,927 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0059 |
0.6% |
41% |
False |
False |
43,569 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
51% |
False |
False |
34,931 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
55% |
False |
False |
29,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0102 |
|
2.618 |
1.0066 |
|
1.618 |
1.0044 |
|
1.000 |
1.0030 |
|
0.618 |
1.0022 |
|
HIGH |
1.0008 |
|
0.618 |
1.0000 |
|
0.500 |
0.9997 |
|
0.382 |
0.9994 |
|
LOW |
0.9986 |
|
0.618 |
0.9972 |
|
1.000 |
0.9964 |
|
1.618 |
0.9950 |
|
2.618 |
0.9928 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
1.0002 |
| PP |
0.9997 |
1.0000 |
| S1 |
0.9996 |
0.9998 |
|