CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
1.0025 |
0.0041 |
0.4% |
0.9987 |
| High |
1.0040 |
1.0039 |
-0.0001 |
0.0% |
1.0008 |
| Low |
0.9976 |
1.0003 |
0.0027 |
0.3% |
0.9936 |
| Close |
1.0030 |
1.0013 |
-0.0017 |
-0.2% |
0.9976 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-43.8% |
0.0072 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
64,958 |
59,488 |
-5,470 |
-8.4% |
311,027 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0106 |
1.0033 |
|
| R3 |
1.0090 |
1.0070 |
1.0023 |
|
| R2 |
1.0054 |
1.0054 |
1.0020 |
|
| R1 |
1.0034 |
1.0034 |
1.0016 |
1.0026 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0015 |
| S1 |
0.9998 |
0.9998 |
1.0010 |
0.9990 |
| S2 |
0.9982 |
0.9982 |
1.0006 |
|
| S3 |
0.9946 |
0.9962 |
1.0003 |
|
| S4 |
0.9910 |
0.9926 |
0.9993 |
|
|
| 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% |
0.0048 |
0.5% |
74% |
False |
False |
66,161 |
| 10 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0053 |
0.5% |
42% |
False |
False |
71,101 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0053 |
0.5% |
42% |
False |
False |
66,603 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0061 |
0.6% |
24% |
False |
False |
73,579 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
18% |
False |
False |
64,448 |
| 80 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0058 |
0.6% |
26% |
False |
False |
48,475 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.4% |
0.0057 |
0.6% |
46% |
False |
False |
38,873 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
57% |
False |
False |
32,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0192 |
|
2.618 |
1.0133 |
|
1.618 |
1.0097 |
|
1.000 |
1.0075 |
|
0.618 |
1.0061 |
|
HIGH |
1.0039 |
|
0.618 |
1.0025 |
|
0.500 |
1.0021 |
|
0.382 |
1.0017 |
|
LOW |
1.0003 |
|
0.618 |
0.9981 |
|
1.000 |
0.9967 |
|
1.618 |
0.9945 |
|
2.618 |
0.9909 |
|
4.250 |
0.9850 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0005 |
| PP |
1.0018 |
0.9996 |
| S1 |
1.0016 |
0.9988 |
|