CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0055 |
0.0025 |
0.2% |
0.9959 |
| High |
1.0059 |
1.0064 |
0.0005 |
0.0% |
1.0061 |
| Low |
1.0016 |
1.0040 |
0.0024 |
0.2% |
0.9959 |
| Close |
1.0051 |
1.0054 |
0.0003 |
0.0% |
1.0059 |
| Range |
0.0043 |
0.0024 |
-0.0019 |
-44.2% |
0.0102 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
919 |
998 |
79 |
8.6% |
1,163 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0125 |
1.0113 |
1.0067 |
|
| R3 |
1.0101 |
1.0089 |
1.0061 |
|
| R2 |
1.0077 |
1.0077 |
1.0058 |
|
| R1 |
1.0065 |
1.0065 |
1.0056 |
1.0059 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0050 |
| S1 |
1.0041 |
1.0041 |
1.0052 |
1.0035 |
| S2 |
1.0029 |
1.0029 |
1.0050 |
|
| S3 |
1.0005 |
1.0017 |
1.0047 |
|
| S4 |
0.9981 |
0.9993 |
1.0041 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0298 |
1.0115 |
|
| R3 |
1.0230 |
1.0196 |
1.0087 |
|
| R2 |
1.0128 |
1.0128 |
1.0078 |
|
| R1 |
1.0094 |
1.0094 |
1.0068 |
1.0111 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0035 |
| S1 |
0.9992 |
0.9992 |
1.0050 |
1.0009 |
| S2 |
0.9924 |
0.9924 |
1.0040 |
|
| S3 |
0.9822 |
0.9890 |
1.0031 |
|
| S4 |
0.9720 |
0.9788 |
1.0003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0070 |
1.0000 |
0.0070 |
0.7% |
0.0042 |
0.4% |
77% |
False |
False |
662 |
| 10 |
1.0070 |
0.9919 |
0.0151 |
1.5% |
0.0040 |
0.4% |
89% |
False |
False |
577 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0041 |
0.4% |
77% |
False |
False |
473 |
| 40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0050 |
0.5% |
43% |
False |
False |
427 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0048 |
0.5% |
34% |
False |
False |
323 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0041 |
0.4% |
34% |
False |
False |
255 |
| 100 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
56% |
False |
False |
208 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
63% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0166 |
|
2.618 |
1.0127 |
|
1.618 |
1.0103 |
|
1.000 |
1.0088 |
|
0.618 |
1.0079 |
|
HIGH |
1.0064 |
|
0.618 |
1.0055 |
|
0.500 |
1.0052 |
|
0.382 |
1.0049 |
|
LOW |
1.0040 |
|
0.618 |
1.0025 |
|
1.000 |
1.0016 |
|
1.618 |
1.0001 |
|
2.618 |
0.9977 |
|
4.250 |
0.9938 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0050 |
| PP |
1.0053 |
1.0047 |
| S1 |
1.0052 |
1.0043 |
|