CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9995 |
0.9971 |
-0.0024 |
-0.2% |
1.0036 |
| High |
1.0002 |
0.9995 |
-0.0007 |
-0.1% |
1.0118 |
| Low |
0.9957 |
0.9951 |
-0.0006 |
-0.1% |
0.9959 |
| Close |
0.9979 |
0.9962 |
-0.0017 |
-0.2% |
0.9989 |
| Range |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0159 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
64,906 |
58,746 |
-6,160 |
-9.5% |
385,379 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0076 |
0.9986 |
|
| R3 |
1.0057 |
1.0032 |
0.9974 |
|
| R2 |
1.0013 |
1.0013 |
0.9970 |
|
| R1 |
0.9988 |
0.9988 |
0.9966 |
0.9979 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9965 |
| S1 |
0.9944 |
0.9944 |
0.9958 |
0.9935 |
| S2 |
0.9925 |
0.9925 |
0.9954 |
|
| S3 |
0.9881 |
0.9900 |
0.9950 |
|
| S4 |
0.9837 |
0.9856 |
0.9938 |
|
|
| 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 |
1.0044 |
0.9951 |
0.0093 |
0.9% |
0.0044 |
0.4% |
12% |
False |
True |
66,592 |
| 10 |
1.0118 |
0.9951 |
0.0167 |
1.7% |
0.0055 |
0.6% |
7% |
False |
True |
70,814 |
| 20 |
1.0231 |
0.9951 |
0.0280 |
2.8% |
0.0060 |
0.6% |
4% |
False |
True |
70,040 |
| 40 |
1.0257 |
0.9951 |
0.0306 |
3.1% |
0.0062 |
0.6% |
4% |
False |
True |
73,600 |
| 60 |
1.0359 |
0.9951 |
0.0408 |
4.1% |
0.0061 |
0.6% |
3% |
False |
True |
59,969 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.2% |
0.0058 |
0.6% |
35% |
False |
False |
45,102 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
46% |
False |
False |
36,162 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.2% |
0.0058 |
0.6% |
51% |
False |
False |
30,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
1.0110 |
|
1.618 |
1.0066 |
|
1.000 |
1.0039 |
|
0.618 |
1.0022 |
|
HIGH |
0.9995 |
|
0.618 |
0.9978 |
|
0.500 |
0.9973 |
|
0.382 |
0.9968 |
|
LOW |
0.9951 |
|
0.618 |
0.9924 |
|
1.000 |
0.9907 |
|
1.618 |
0.9880 |
|
2.618 |
0.9836 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9980 |
| PP |
0.9969 |
0.9974 |
| S1 |
0.9966 |
0.9968 |
|