CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9971 |
0.9958 |
-0.0013 |
-0.1% |
1.0014 |
| High |
0.9971 |
0.9975 |
0.0004 |
0.0% |
1.0095 |
| Low |
0.9940 |
0.9935 |
-0.0005 |
-0.1% |
0.9940 |
| Close |
0.9959 |
0.9942 |
-0.0017 |
-0.2% |
0.9969 |
| Range |
0.0031 |
0.0040 |
0.0009 |
29.0% |
0.0155 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
97 |
720 |
623 |
642.3% |
1,577 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0071 |
1.0046 |
0.9964 |
|
| R3 |
1.0031 |
1.0006 |
0.9953 |
|
| R2 |
0.9991 |
0.9991 |
0.9949 |
|
| R1 |
0.9966 |
0.9966 |
0.9946 |
0.9959 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9947 |
| S1 |
0.9926 |
0.9926 |
0.9938 |
0.9919 |
| S2 |
0.9911 |
0.9911 |
0.9935 |
|
| S3 |
0.9871 |
0.9886 |
0.9931 |
|
| S4 |
0.9831 |
0.9846 |
0.9920 |
|
|
| 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 |
1.0022 |
0.9935 |
0.0087 |
0.9% |
0.0035 |
0.3% |
8% |
False |
True |
526 |
| 10 |
1.0095 |
0.9935 |
0.0160 |
1.6% |
0.0042 |
0.4% |
4% |
False |
True |
368 |
| 20 |
1.0210 |
0.9935 |
0.0275 |
2.8% |
0.0050 |
0.5% |
3% |
False |
True |
424 |
| 40 |
1.0232 |
0.9935 |
0.0297 |
3.0% |
0.0051 |
0.5% |
2% |
False |
True |
301 |
| 60 |
1.0320 |
0.9935 |
0.0385 |
3.9% |
0.0045 |
0.5% |
2% |
False |
True |
233 |
| 80 |
1.0320 |
0.9762 |
0.0558 |
5.6% |
0.0039 |
0.4% |
32% |
False |
False |
185 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
47% |
False |
False |
152 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0036 |
0.4% |
52% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0080 |
|
1.618 |
1.0040 |
|
1.000 |
1.0015 |
|
0.618 |
1.0000 |
|
HIGH |
0.9975 |
|
0.618 |
0.9960 |
|
0.500 |
0.9955 |
|
0.382 |
0.9950 |
|
LOW |
0.9935 |
|
0.618 |
0.9910 |
|
1.000 |
0.9895 |
|
1.618 |
0.9870 |
|
2.618 |
0.9830 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9955 |
0.9959 |
| PP |
0.9951 |
0.9953 |
| S1 |
0.9946 |
0.9948 |
|