CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
0.9965 |
-0.0039 |
-0.4% |
1.0014 |
| High |
1.0022 |
0.9977 |
-0.0045 |
-0.4% |
1.0095 |
| Low |
0.9969 |
0.9940 |
-0.0029 |
-0.3% |
0.9940 |
| Close |
0.9975 |
0.9969 |
-0.0006 |
-0.1% |
0.9969 |
| Range |
0.0053 |
0.0037 |
-0.0016 |
-30.2% |
0.0155 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
552 |
387 |
-165 |
-29.9% |
1,577 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0073 |
1.0058 |
0.9989 |
|
| R3 |
1.0036 |
1.0021 |
0.9979 |
|
| R2 |
0.9999 |
0.9999 |
0.9976 |
|
| R1 |
0.9984 |
0.9984 |
0.9972 |
0.9992 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9966 |
| S1 |
0.9947 |
0.9947 |
0.9966 |
0.9955 |
| S2 |
0.9925 |
0.9925 |
0.9962 |
|
| S3 |
0.9888 |
0.9910 |
0.9959 |
|
| S4 |
0.9851 |
0.9873 |
0.9949 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0373 |
1.0054 |
|
| R3 |
1.0311 |
1.0218 |
1.0012 |
|
| R2 |
1.0156 |
1.0156 |
0.9997 |
|
| R1 |
1.0063 |
1.0063 |
0.9983 |
1.0032 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9986 |
| S1 |
0.9908 |
0.9908 |
0.9955 |
0.9877 |
| S2 |
0.9846 |
0.9846 |
0.9941 |
|
| S3 |
0.9691 |
0.9753 |
0.9926 |
|
| S4 |
0.9536 |
0.9598 |
0.9884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0095 |
0.9940 |
0.0155 |
1.6% |
0.0050 |
0.5% |
19% |
False |
True |
315 |
| 10 |
1.0095 |
0.9940 |
0.0155 |
1.6% |
0.0045 |
0.4% |
19% |
False |
True |
357 |
| 20 |
1.0210 |
0.9940 |
0.0270 |
2.7% |
0.0057 |
0.6% |
11% |
False |
True |
364 |
| 40 |
1.0232 |
0.9940 |
0.0292 |
2.9% |
0.0050 |
0.5% |
10% |
False |
True |
266 |
| 60 |
1.0320 |
0.9940 |
0.0380 |
3.8% |
0.0044 |
0.4% |
8% |
False |
True |
206 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.9% |
0.0038 |
0.4% |
40% |
False |
False |
165 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0038 |
0.4% |
51% |
False |
False |
136 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0036 |
0.4% |
55% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0134 |
|
2.618 |
1.0074 |
|
1.618 |
1.0037 |
|
1.000 |
1.0014 |
|
0.618 |
1.0000 |
|
HIGH |
0.9977 |
|
0.618 |
0.9963 |
|
0.500 |
0.9959 |
|
0.382 |
0.9954 |
|
LOW |
0.9940 |
|
0.618 |
0.9917 |
|
1.000 |
0.9903 |
|
1.618 |
0.9880 |
|
2.618 |
0.9843 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9966 |
1.0018 |
| PP |
0.9962 |
1.0001 |
| S1 |
0.9959 |
0.9985 |
|