CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0084 |
1.0131 |
0.0047 |
0.5% |
1.0061 |
| High |
1.0124 |
1.0138 |
0.0014 |
0.1% |
1.0124 |
| Low |
1.0064 |
1.0101 |
0.0037 |
0.4% |
1.0043 |
| Close |
1.0101 |
1.0128 |
0.0027 |
0.3% |
1.0101 |
| Range |
0.0060 |
0.0037 |
-0.0023 |
-38.3% |
0.0081 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
94,406 |
81,033 |
-13,373 |
-14.2% |
412,138 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0233 |
1.0218 |
1.0148 |
|
| R3 |
1.0196 |
1.0181 |
1.0138 |
|
| R2 |
1.0159 |
1.0159 |
1.0135 |
|
| R1 |
1.0144 |
1.0144 |
1.0131 |
1.0133 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0117 |
| S1 |
1.0107 |
1.0107 |
1.0125 |
1.0096 |
| S2 |
1.0085 |
1.0085 |
1.0121 |
|
| S3 |
1.0048 |
1.0070 |
1.0118 |
|
| S4 |
1.0011 |
1.0033 |
1.0108 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0298 |
1.0146 |
|
| R3 |
1.0251 |
1.0217 |
1.0123 |
|
| R2 |
1.0170 |
1.0170 |
1.0116 |
|
| R1 |
1.0136 |
1.0136 |
1.0108 |
1.0153 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0098 |
| S1 |
1.0055 |
1.0055 |
1.0094 |
1.0072 |
| S2 |
1.0008 |
1.0008 |
1.0086 |
|
| S3 |
0.9927 |
0.9974 |
1.0079 |
|
| S4 |
0.9846 |
0.9893 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0138 |
1.0043 |
0.0095 |
0.9% |
0.0041 |
0.4% |
89% |
True |
False |
82,283 |
| 10 |
1.0138 |
1.0035 |
0.0103 |
1.0% |
0.0039 |
0.4% |
90% |
True |
False |
77,677 |
| 20 |
1.0138 |
0.9936 |
0.0202 |
2.0% |
0.0043 |
0.4% |
95% |
True |
False |
69,962 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0054 |
0.5% |
65% |
False |
False |
72,914 |
| 60 |
1.0294 |
0.9936 |
0.0358 |
3.5% |
0.0056 |
0.6% |
54% |
False |
False |
73,285 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
45% |
False |
False |
60,445 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.6% |
62% |
False |
False |
48,457 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
69% |
False |
False |
40,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0295 |
|
2.618 |
1.0235 |
|
1.618 |
1.0198 |
|
1.000 |
1.0175 |
|
0.618 |
1.0161 |
|
HIGH |
1.0138 |
|
0.618 |
1.0124 |
|
0.500 |
1.0120 |
|
0.382 |
1.0115 |
|
LOW |
1.0101 |
|
0.618 |
1.0078 |
|
1.000 |
1.0064 |
|
1.618 |
1.0041 |
|
2.618 |
1.0004 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0119 |
| PP |
1.0122 |
1.0110 |
| S1 |
1.0120 |
1.0101 |
|