CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
1.0005 |
0.0035 |
0.4% |
0.9984 |
| High |
1.0008 |
1.0045 |
0.0037 |
0.4% |
1.0045 |
| Low |
0.9960 |
1.0005 |
0.0045 |
0.5% |
0.9948 |
| Close |
1.0005 |
1.0012 |
0.0007 |
0.1% |
1.0012 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0097 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
300 |
117 |
-183 |
-61.0% |
2,000 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0141 |
1.0116 |
1.0034 |
|
| R3 |
1.0101 |
1.0076 |
1.0023 |
|
| R2 |
1.0061 |
1.0061 |
1.0019 |
|
| R1 |
1.0036 |
1.0036 |
1.0016 |
1.0049 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0027 |
| S1 |
0.9996 |
0.9996 |
1.0008 |
1.0009 |
| S2 |
0.9981 |
0.9981 |
1.0005 |
|
| S3 |
0.9941 |
0.9956 |
1.0001 |
|
| S4 |
0.9901 |
0.9916 |
0.9990 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0249 |
1.0065 |
|
| R3 |
1.0196 |
1.0152 |
1.0039 |
|
| R2 |
1.0099 |
1.0099 |
1.0030 |
|
| R1 |
1.0055 |
1.0055 |
1.0021 |
1.0077 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0013 |
| S1 |
0.9958 |
0.9958 |
1.0003 |
0.9980 |
| S2 |
0.9905 |
0.9905 |
0.9994 |
|
| S3 |
0.9808 |
0.9861 |
0.9985 |
|
| S4 |
0.9711 |
0.9764 |
0.9959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0045 |
0.9948 |
0.0097 |
1.0% |
0.0039 |
0.4% |
66% |
True |
False |
400 |
| 10 |
1.0078 |
0.9948 |
0.0130 |
1.3% |
0.0046 |
0.5% |
49% |
False |
False |
481 |
| 20 |
1.0220 |
0.9948 |
0.0272 |
2.7% |
0.0056 |
0.6% |
24% |
False |
False |
385 |
| 40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0050 |
0.5% |
17% |
False |
False |
255 |
| 60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0042 |
0.4% |
17% |
False |
False |
183 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.9% |
0.0036 |
0.4% |
47% |
False |
False |
147 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
57% |
False |
False |
124 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0035 |
0.3% |
61% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
1.0150 |
|
1.618 |
1.0110 |
|
1.000 |
1.0085 |
|
0.618 |
1.0070 |
|
HIGH |
1.0045 |
|
0.618 |
1.0030 |
|
0.500 |
1.0025 |
|
0.382 |
1.0020 |
|
LOW |
1.0005 |
|
0.618 |
0.9980 |
|
1.000 |
0.9965 |
|
1.618 |
0.9940 |
|
2.618 |
0.9900 |
|
4.250 |
0.9835 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0025 |
1.0009 |
| PP |
1.0021 |
1.0005 |
| S1 |
1.0016 |
1.0002 |
|