CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0061 |
1.0047 |
-0.0014 |
-0.1% |
1.0072 |
| High |
1.0083 |
1.0083 |
0.0000 |
0.0% |
1.0091 |
| Low |
1.0044 |
1.0043 |
-0.0001 |
0.0% |
1.0035 |
| Close |
1.0049 |
1.0069 |
0.0020 |
0.2% |
1.0066 |
| Range |
0.0039 |
0.0040 |
0.0001 |
2.6% |
0.0056 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
81,752 |
79,156 |
-2,596 |
-3.2% |
351,380 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0167 |
1.0091 |
|
| R3 |
1.0145 |
1.0127 |
1.0080 |
|
| R2 |
1.0105 |
1.0105 |
1.0076 |
|
| R1 |
1.0087 |
1.0087 |
1.0073 |
1.0096 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0070 |
| S1 |
1.0047 |
1.0047 |
1.0065 |
1.0056 |
| S2 |
1.0025 |
1.0025 |
1.0062 |
|
| S3 |
0.9985 |
1.0007 |
1.0058 |
|
| S4 |
0.9945 |
0.9967 |
1.0047 |
|
|
| 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 |
1.0085 |
1.0035 |
0.0050 |
0.5% |
0.0036 |
0.4% |
68% |
False |
False |
75,024 |
| 10 |
1.0091 |
1.0001 |
0.0090 |
0.9% |
0.0041 |
0.4% |
76% |
False |
False |
69,100 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0048 |
0.5% |
73% |
False |
False |
70,119 |
| 40 |
1.0246 |
0.9936 |
0.0310 |
3.1% |
0.0056 |
0.6% |
43% |
False |
False |
71,376 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0059 |
0.6% |
31% |
False |
False |
73,471 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0056 |
0.6% |
31% |
False |
False |
56,321 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.6% |
53% |
False |
False |
45,149 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
61% |
False |
False |
37,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0188 |
|
1.618 |
1.0148 |
|
1.000 |
1.0123 |
|
0.618 |
1.0108 |
|
HIGH |
1.0083 |
|
0.618 |
1.0068 |
|
0.500 |
1.0063 |
|
0.382 |
1.0058 |
|
LOW |
1.0043 |
|
0.618 |
1.0018 |
|
1.000 |
1.0003 |
|
1.618 |
0.9978 |
|
2.618 |
0.9938 |
|
4.250 |
0.9873 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0067 |
| PP |
1.0065 |
1.0065 |
| S1 |
1.0063 |
1.0063 |
|