CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9991 |
0.9984 |
-0.0007 |
-0.1% |
0.9987 |
| High |
0.9997 |
1.0040 |
0.0043 |
0.4% |
1.0008 |
| Low |
0.9936 |
0.9976 |
0.0040 |
0.4% |
0.9936 |
| Close |
0.9976 |
1.0030 |
0.0054 |
0.5% |
0.9976 |
| Range |
0.0061 |
0.0064 |
0.0003 |
4.9% |
0.0072 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
0.9% |
0.0000 |
| Volume |
80,802 |
64,958 |
-15,844 |
-19.6% |
311,027 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0207 |
1.0183 |
1.0065 |
|
| R3 |
1.0143 |
1.0119 |
1.0048 |
|
| R2 |
1.0079 |
1.0079 |
1.0042 |
|
| R1 |
1.0055 |
1.0055 |
1.0036 |
1.0067 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0022 |
| S1 |
0.9991 |
0.9991 |
1.0024 |
1.0003 |
| S2 |
0.9951 |
0.9951 |
1.0018 |
|
| S3 |
0.9887 |
0.9927 |
1.0012 |
|
| S4 |
0.9823 |
0.9863 |
0.9995 |
|
|
| 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 |
1.0040 |
0.9936 |
0.0104 |
1.0% |
0.0050 |
0.5% |
90% |
True |
False |
67,245 |
| 10 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0055 |
0.5% |
52% |
False |
False |
71,138 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0055 |
0.5% |
52% |
False |
False |
68,430 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0061 |
0.6% |
29% |
False |
False |
73,963 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
22% |
False |
False |
63,471 |
| 80 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0057 |
0.6% |
30% |
False |
False |
47,742 |
| 100 |
1.0359 |
0.9671 |
0.0688 |
6.9% |
0.0058 |
0.6% |
52% |
False |
False |
38,281 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
60% |
False |
False |
31,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0312 |
|
2.618 |
1.0208 |
|
1.618 |
1.0144 |
|
1.000 |
1.0104 |
|
0.618 |
1.0080 |
|
HIGH |
1.0040 |
|
0.618 |
1.0016 |
|
0.500 |
1.0008 |
|
0.382 |
1.0000 |
|
LOW |
0.9976 |
|
0.618 |
0.9936 |
|
1.000 |
0.9912 |
|
1.618 |
0.9872 |
|
2.618 |
0.9808 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0016 |
| PP |
1.0015 |
1.0002 |
| S1 |
1.0008 |
0.9988 |
|