CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0049 |
-0.0019 |
-0.2% |
0.9984 |
| High |
1.0091 |
1.0079 |
-0.0012 |
-0.1% |
1.0082 |
| Low |
1.0047 |
1.0035 |
-0.0012 |
-0.1% |
0.9976 |
| Close |
1.0053 |
1.0071 |
0.0018 |
0.2% |
1.0079 |
| Range |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0106 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
69,393 |
76,908 |
7,515 |
10.8% |
243,672 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0176 |
1.0095 |
|
| R3 |
1.0150 |
1.0132 |
1.0083 |
|
| R2 |
1.0106 |
1.0106 |
1.0079 |
|
| R1 |
1.0088 |
1.0088 |
1.0075 |
1.0097 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0066 |
| S1 |
1.0044 |
1.0044 |
1.0067 |
1.0053 |
| S2 |
1.0018 |
1.0018 |
1.0063 |
|
| S3 |
0.9974 |
1.0000 |
1.0059 |
|
| S4 |
0.9930 |
0.9956 |
1.0047 |
|
|
| 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 |
1.0091 |
1.0001 |
0.0090 |
0.9% |
0.0048 |
0.5% |
78% |
False |
False |
66,660 |
| 10 |
1.0091 |
0.9936 |
0.0155 |
1.5% |
0.0048 |
0.5% |
87% |
False |
False |
66,410 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0052 |
0.5% |
74% |
False |
False |
69,333 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0059 |
0.6% |
42% |
False |
False |
71,720 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
32% |
False |
False |
69,818 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
32% |
False |
False |
52,612 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0056 |
0.6% |
55% |
False |
False |
42,182 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0057 |
0.6% |
61% |
False |
False |
35,200 |
|
|
|
| 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 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0068 |
| PP |
1.0062 |
1.0066 |
| S1 |
1.0057 |
1.0063 |
|