CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9971 |
0.9960 |
-0.0011 |
-0.1% |
1.0036 |
| High |
0.9995 |
0.9988 |
-0.0007 |
-0.1% |
1.0118 |
| Low |
0.9951 |
0.9952 |
0.0001 |
0.0% |
0.9959 |
| Close |
0.9962 |
0.9976 |
0.0014 |
0.1% |
0.9989 |
| Range |
0.0044 |
0.0036 |
-0.0008 |
-18.2% |
0.0159 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
58,746 |
66,814 |
8,068 |
13.7% |
385,379 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
1.0064 |
0.9996 |
|
| R3 |
1.0044 |
1.0028 |
0.9986 |
|
| R2 |
1.0008 |
1.0008 |
0.9983 |
|
| R1 |
0.9992 |
0.9992 |
0.9979 |
1.0000 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9976 |
| S1 |
0.9956 |
0.9956 |
0.9973 |
0.9964 |
| S2 |
0.9936 |
0.9936 |
0.9969 |
|
| S3 |
0.9900 |
0.9920 |
0.9966 |
|
| S4 |
0.9864 |
0.9884 |
0.9956 |
|
|
| 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 |
1.0010 |
0.9951 |
0.0059 |
0.6% |
0.0040 |
0.4% |
42% |
False |
False |
64,449 |
| 10 |
1.0118 |
0.9951 |
0.0167 |
1.7% |
0.0053 |
0.5% |
15% |
False |
False |
71,511 |
| 20 |
1.0144 |
0.9951 |
0.0193 |
1.9% |
0.0056 |
0.6% |
13% |
False |
False |
68,976 |
| 40 |
1.0257 |
0.9951 |
0.0306 |
3.1% |
0.0061 |
0.6% |
8% |
False |
False |
73,286 |
| 60 |
1.0359 |
0.9951 |
0.0408 |
4.1% |
0.0061 |
0.6% |
6% |
False |
False |
61,073 |
| 80 |
1.0359 |
0.9814 |
0.0545 |
5.5% |
0.0058 |
0.6% |
30% |
False |
False |
45,930 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
48% |
False |
False |
36,828 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.2% |
0.0058 |
0.6% |
53% |
False |
False |
30,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0141 |
|
2.618 |
1.0082 |
|
1.618 |
1.0046 |
|
1.000 |
1.0024 |
|
0.618 |
1.0010 |
|
HIGH |
0.9988 |
|
0.618 |
0.9974 |
|
0.500 |
0.9970 |
|
0.382 |
0.9966 |
|
LOW |
0.9952 |
|
0.618 |
0.9930 |
|
1.000 |
0.9916 |
|
1.618 |
0.9894 |
|
2.618 |
0.9858 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
0.9977 |
| PP |
0.9972 |
0.9976 |
| S1 |
0.9970 |
0.9976 |
|