CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0068 |
-0.0008 |
-0.1% |
1.0072 |
| High |
1.0085 |
1.0076 |
-0.0009 |
-0.1% |
1.0091 |
| Low |
1.0058 |
1.0044 |
-0.0014 |
-0.1% |
1.0035 |
| Close |
1.0074 |
1.0066 |
-0.0008 |
-0.1% |
1.0066 |
| Range |
0.0027 |
0.0032 |
0.0005 |
18.5% |
0.0056 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
75,459 |
61,846 |
-13,613 |
-18.0% |
351,380 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0144 |
1.0084 |
|
| R3 |
1.0126 |
1.0112 |
1.0075 |
|
| R2 |
1.0094 |
1.0094 |
1.0072 |
|
| R1 |
1.0080 |
1.0080 |
1.0069 |
1.0071 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0058 |
| S1 |
1.0048 |
1.0048 |
1.0063 |
1.0039 |
| S2 |
1.0030 |
1.0030 |
1.0060 |
|
| S3 |
0.9998 |
1.0016 |
1.0057 |
|
| S4 |
0.9966 |
0.9984 |
1.0048 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0205 |
1.0097 |
|
| R3 |
1.0176 |
1.0149 |
1.0081 |
|
| R2 |
1.0120 |
1.0120 |
1.0076 |
|
| R1 |
1.0093 |
1.0093 |
1.0071 |
1.0079 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0057 |
| S1 |
1.0037 |
1.0037 |
1.0061 |
1.0023 |
| S2 |
1.0008 |
1.0008 |
1.0056 |
|
| S3 |
0.9952 |
0.9981 |
1.0051 |
|
| S4 |
0.9896 |
0.9925 |
1.0035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0091 |
1.0035 |
0.0056 |
0.6% |
0.0038 |
0.4% |
55% |
False |
False |
70,276 |
| 10 |
1.0091 |
0.9936 |
0.0155 |
1.5% |
0.0046 |
0.5% |
84% |
False |
False |
67,585 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0050 |
0.5% |
71% |
False |
False |
69,548 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0057 |
0.6% |
41% |
False |
False |
70,774 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0059 |
0.6% |
31% |
False |
False |
71,727 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
31% |
False |
False |
54,319 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0056 |
0.6% |
54% |
False |
False |
43,549 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
60% |
False |
False |
36,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0212 |
|
2.618 |
1.0160 |
|
1.618 |
1.0128 |
|
1.000 |
1.0108 |
|
0.618 |
1.0096 |
|
HIGH |
1.0076 |
|
0.618 |
1.0064 |
|
0.500 |
1.0060 |
|
0.382 |
1.0056 |
|
LOW |
1.0044 |
|
0.618 |
1.0024 |
|
1.000 |
1.0012 |
|
1.618 |
0.9992 |
|
2.618 |
0.9960 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0064 |
1.0064 |
| PP |
1.0062 |
1.0062 |
| S1 |
1.0060 |
1.0060 |
|