CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0139 |
0.0003 |
0.0% |
1.0061 |
| High |
1.0142 |
1.0175 |
0.0033 |
0.3% |
1.0124 |
| Low |
1.0119 |
1.0134 |
0.0015 |
0.1% |
1.0043 |
| Close |
1.0136 |
1.0162 |
0.0026 |
0.3% |
1.0101 |
| Range |
0.0023 |
0.0041 |
0.0018 |
78.3% |
0.0081 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
87,014 |
86,338 |
-676 |
-0.8% |
412,138 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0262 |
1.0185 |
|
| R3 |
1.0239 |
1.0221 |
1.0173 |
|
| R2 |
1.0198 |
1.0198 |
1.0170 |
|
| R1 |
1.0180 |
1.0180 |
1.0166 |
1.0189 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0162 |
| S1 |
1.0139 |
1.0139 |
1.0158 |
1.0148 |
| S2 |
1.0116 |
1.0116 |
1.0154 |
|
| S3 |
1.0075 |
1.0098 |
1.0151 |
|
| S4 |
1.0034 |
1.0057 |
1.0139 |
|
|
| 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 |
1.0175 |
1.0064 |
0.0111 |
1.1% |
0.0039 |
0.4% |
88% |
True |
False |
86,000 |
| 10 |
1.0175 |
1.0043 |
0.0132 |
1.3% |
0.0037 |
0.4% |
90% |
True |
False |
80,382 |
| 20 |
1.0175 |
0.9936 |
0.0239 |
2.4% |
0.0042 |
0.4% |
95% |
True |
False |
73,396 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0052 |
0.5% |
77% |
False |
False |
72,606 |
| 60 |
1.0262 |
0.9936 |
0.0326 |
3.2% |
0.0055 |
0.5% |
69% |
False |
False |
73,697 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
53% |
False |
False |
62,595 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0055 |
0.5% |
68% |
False |
False |
50,179 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0055 |
0.5% |
73% |
False |
False |
41,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0282 |
|
1.618 |
1.0241 |
|
1.000 |
1.0216 |
|
0.618 |
1.0200 |
|
HIGH |
1.0175 |
|
0.618 |
1.0159 |
|
0.500 |
1.0155 |
|
0.382 |
1.0150 |
|
LOW |
1.0134 |
|
0.618 |
1.0109 |
|
1.000 |
1.0093 |
|
1.618 |
1.0068 |
|
2.618 |
1.0027 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0154 |
| PP |
1.0157 |
1.0146 |
| S1 |
1.0155 |
1.0138 |
|