CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9991 |
0.0031 |
0.3% |
0.9987 |
| High |
0.9988 |
0.9997 |
0.0009 |
0.1% |
1.0008 |
| Low |
0.9952 |
0.9936 |
-0.0016 |
-0.2% |
0.9936 |
| Close |
0.9976 |
0.9976 |
0.0000 |
0.0% |
0.9976 |
| Range |
0.0036 |
0.0061 |
0.0025 |
69.4% |
0.0072 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.6% |
0.0000 |
| Volume |
66,814 |
80,802 |
13,988 |
20.9% |
311,027 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0125 |
1.0010 |
|
| R3 |
1.0092 |
1.0064 |
0.9993 |
|
| R2 |
1.0031 |
1.0031 |
0.9987 |
|
| R1 |
1.0003 |
1.0003 |
0.9982 |
0.9987 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9961 |
| S1 |
0.9942 |
0.9942 |
0.9970 |
0.9926 |
| S2 |
0.9909 |
0.9909 |
0.9965 |
|
| S3 |
0.9848 |
0.9881 |
0.9959 |
|
| S4 |
0.9787 |
0.9820 |
0.9942 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0155 |
1.0016 |
|
| R3 |
1.0117 |
1.0083 |
0.9996 |
|
| R2 |
1.0045 |
1.0045 |
0.9989 |
|
| R1 |
1.0011 |
1.0011 |
0.9983 |
0.9992 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9964 |
| S1 |
0.9939 |
0.9939 |
0.9969 |
0.9920 |
| S2 |
0.9901 |
0.9901 |
0.9963 |
|
| S3 |
0.9829 |
0.9867 |
0.9956 |
|
| S4 |
0.9757 |
0.9795 |
0.9936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0008 |
0.9936 |
0.0072 |
0.7% |
0.0042 |
0.4% |
56% |
False |
True |
62,205 |
| 10 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0052 |
0.5% |
22% |
False |
True |
69,640 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0054 |
0.5% |
22% |
False |
True |
68,504 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0061 |
0.6% |
13% |
False |
True |
73,642 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
9% |
False |
True |
62,407 |
| 80 |
1.0359 |
0.9865 |
0.0494 |
5.0% |
0.0057 |
0.6% |
22% |
False |
False |
46,936 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
48% |
False |
False |
37,635 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.2% |
0.0058 |
0.6% |
53% |
False |
False |
31,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0256 |
|
2.618 |
1.0157 |
|
1.618 |
1.0096 |
|
1.000 |
1.0058 |
|
0.618 |
1.0035 |
|
HIGH |
0.9997 |
|
0.618 |
0.9974 |
|
0.500 |
0.9967 |
|
0.382 |
0.9959 |
|
LOW |
0.9936 |
|
0.618 |
0.9898 |
|
1.000 |
0.9875 |
|
1.618 |
0.9837 |
|
2.618 |
0.9776 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9973 |
| PP |
0.9970 |
0.9970 |
| S1 |
0.9967 |
0.9967 |
|