CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0136 |
0.0005 |
0.0% |
1.0061 |
| High |
1.0138 |
1.0142 |
0.0004 |
0.0% |
1.0124 |
| Low |
1.0101 |
1.0119 |
0.0018 |
0.2% |
1.0043 |
| Close |
1.0128 |
1.0136 |
0.0008 |
0.1% |
1.0101 |
| Range |
0.0037 |
0.0023 |
-0.0014 |
-37.8% |
0.0081 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
81,033 |
87,014 |
5,981 |
7.4% |
412,138 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0192 |
1.0149 |
|
| R3 |
1.0178 |
1.0169 |
1.0142 |
|
| R2 |
1.0155 |
1.0155 |
1.0140 |
|
| R1 |
1.0146 |
1.0146 |
1.0138 |
1.0148 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0133 |
| S1 |
1.0123 |
1.0123 |
1.0134 |
1.0125 |
| S2 |
1.0109 |
1.0109 |
1.0132 |
|
| S3 |
1.0086 |
1.0100 |
1.0130 |
|
| S4 |
1.0063 |
1.0077 |
1.0123 |
|
|
| 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 |
1.0142 |
1.0056 |
0.0086 |
0.8% |
0.0038 |
0.4% |
93% |
True |
False |
83,855 |
| 10 |
1.0142 |
1.0035 |
0.0107 |
1.1% |
0.0037 |
0.4% |
94% |
True |
False |
79,439 |
| 20 |
1.0142 |
0.9936 |
0.0206 |
2.0% |
0.0043 |
0.4% |
97% |
True |
False |
72,325 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0054 |
0.5% |
68% |
False |
False |
73,194 |
| 60 |
1.0262 |
0.9936 |
0.0326 |
3.2% |
0.0055 |
0.5% |
61% |
False |
False |
73,359 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
47% |
False |
False |
61,526 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.5% |
64% |
False |
False |
49,320 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0055 |
0.5% |
70% |
False |
False |
41,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0240 |
|
2.618 |
1.0202 |
|
1.618 |
1.0179 |
|
1.000 |
1.0165 |
|
0.618 |
1.0156 |
|
HIGH |
1.0142 |
|
0.618 |
1.0133 |
|
0.500 |
1.0131 |
|
0.382 |
1.0128 |
|
LOW |
1.0119 |
|
0.618 |
1.0105 |
|
1.000 |
1.0096 |
|
1.618 |
1.0082 |
|
2.618 |
1.0059 |
|
4.250 |
1.0021 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0125 |
| PP |
1.0132 |
1.0114 |
| S1 |
1.0131 |
1.0103 |
|