CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0152 |
0.0013 |
0.1% |
1.0061 |
| High |
1.0175 |
1.0177 |
0.0002 |
0.0% |
1.0124 |
| Low |
1.0134 |
1.0145 |
0.0011 |
0.1% |
1.0043 |
| Close |
1.0162 |
1.0150 |
-0.0012 |
-0.1% |
1.0101 |
| Range |
0.0041 |
0.0032 |
-0.0009 |
-22.0% |
0.0081 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
86,338 |
90,585 |
4,247 |
4.9% |
412,138 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0234 |
1.0168 |
|
| R3 |
1.0221 |
1.0202 |
1.0159 |
|
| R2 |
1.0189 |
1.0189 |
1.0156 |
|
| R1 |
1.0170 |
1.0170 |
1.0153 |
1.0164 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0154 |
| S1 |
1.0138 |
1.0138 |
1.0147 |
1.0132 |
| S2 |
1.0125 |
1.0125 |
1.0144 |
|
| S3 |
1.0093 |
1.0106 |
1.0141 |
|
| S4 |
1.0061 |
1.0074 |
1.0132 |
|
|
| 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 |
1.0177 |
1.0064 |
0.0113 |
1.1% |
0.0039 |
0.4% |
76% |
True |
False |
87,875 |
| 10 |
1.0177 |
1.0043 |
0.0134 |
1.3% |
0.0037 |
0.4% |
80% |
True |
False |
81,895 |
| 20 |
1.0177 |
0.9936 |
0.0241 |
2.4% |
0.0042 |
0.4% |
89% |
True |
False |
74,988 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0051 |
0.5% |
73% |
False |
False |
72,514 |
| 60 |
1.0257 |
0.9936 |
0.0321 |
3.2% |
0.0055 |
0.5% |
67% |
False |
False |
74,063 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0056 |
0.6% |
51% |
False |
False |
63,723 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0055 |
0.5% |
66% |
False |
False |
51,079 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0055 |
0.5% |
72% |
False |
False |
42,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0261 |
|
1.618 |
1.0229 |
|
1.000 |
1.0209 |
|
0.618 |
1.0197 |
|
HIGH |
1.0177 |
|
0.618 |
1.0165 |
|
0.500 |
1.0161 |
|
0.382 |
1.0157 |
|
LOW |
1.0145 |
|
0.618 |
1.0125 |
|
1.000 |
1.0113 |
|
1.618 |
1.0093 |
|
2.618 |
1.0061 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0149 |
| PP |
1.0157 |
1.0149 |
| S1 |
1.0154 |
1.0148 |
|