CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
1.0072 |
0.0039 |
0.4% |
0.9984 |
| High |
1.0082 |
1.0079 |
-0.0003 |
0.0% |
1.0082 |
| Low |
1.0012 |
1.0035 |
0.0023 |
0.2% |
0.9976 |
| Close |
1.0079 |
1.0059 |
-0.0020 |
-0.2% |
1.0079 |
| Range |
0.0070 |
0.0044 |
-0.0026 |
-37.1% |
0.0106 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
68,552 |
67,774 |
-778 |
-1.1% |
243,672 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0168 |
1.0083 |
|
| R3 |
1.0146 |
1.0124 |
1.0071 |
|
| R2 |
1.0102 |
1.0102 |
1.0067 |
|
| R1 |
1.0080 |
1.0080 |
1.0063 |
1.0069 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0052 |
| S1 |
1.0036 |
1.0036 |
1.0055 |
1.0025 |
| S2 |
1.0014 |
1.0014 |
1.0051 |
|
| S3 |
0.9970 |
0.9992 |
1.0047 |
|
| S4 |
0.9926 |
0.9948 |
1.0035 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0327 |
1.0137 |
|
| R3 |
1.0258 |
1.0221 |
1.0108 |
|
| R2 |
1.0152 |
1.0152 |
1.0098 |
|
| R1 |
1.0115 |
1.0115 |
1.0089 |
1.0134 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0055 |
| S1 |
1.0009 |
1.0009 |
1.0069 |
1.0028 |
| S2 |
0.9940 |
0.9940 |
1.0060 |
|
| S3 |
0.9834 |
0.9903 |
1.0050 |
|
| S4 |
0.9728 |
0.9797 |
1.0021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0082 |
0.9976 |
0.0106 |
1.1% |
0.0050 |
0.5% |
78% |
False |
False |
62,289 |
| 10 |
1.0082 |
0.9936 |
0.0146 |
1.5% |
0.0046 |
0.5% |
84% |
False |
False |
62,247 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0051 |
0.5% |
68% |
False |
False |
65,464 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0059 |
0.6% |
38% |
False |
False |
71,784 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
29% |
False |
False |
67,522 |
| 80 |
1.0359 |
0.9895 |
0.0464 |
4.6% |
0.0057 |
0.6% |
35% |
False |
False |
50,797 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0057 |
0.6% |
53% |
False |
False |
40,729 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0058 |
0.6% |
59% |
False |
False |
33,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0194 |
|
1.618 |
1.0150 |
|
1.000 |
1.0123 |
|
0.618 |
1.0106 |
|
HIGH |
1.0079 |
|
0.618 |
1.0062 |
|
0.500 |
1.0057 |
|
0.382 |
1.0052 |
|
LOW |
1.0035 |
|
0.618 |
1.0008 |
|
1.000 |
0.9991 |
|
1.618 |
0.9964 |
|
2.618 |
0.9920 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0053 |
| PP |
1.0058 |
1.0047 |
| S1 |
1.0057 |
1.0042 |
|