CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0040 |
-0.0005 |
0.0% |
1.0051 |
| High |
1.0055 |
1.0062 |
0.0007 |
0.1% |
1.0070 |
| Low |
1.0027 |
1.0025 |
-0.0002 |
0.0% |
1.0016 |
| Close |
1.0046 |
1.0029 |
-0.0017 |
-0.2% |
1.0046 |
| Range |
0.0028 |
0.0037 |
0.0009 |
32.1% |
0.0054 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
5,610 |
665 |
-4,945 |
-88.1% |
8,746 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0126 |
1.0049 |
|
| R3 |
1.0113 |
1.0089 |
1.0039 |
|
| R2 |
1.0076 |
1.0076 |
1.0036 |
|
| R1 |
1.0052 |
1.0052 |
1.0032 |
1.0046 |
| PP |
1.0039 |
1.0039 |
1.0039 |
1.0035 |
| S1 |
1.0015 |
1.0015 |
1.0026 |
1.0009 |
| S2 |
1.0002 |
1.0002 |
1.0022 |
|
| S3 |
0.9965 |
0.9978 |
1.0019 |
|
| S4 |
0.9928 |
0.9941 |
1.0009 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0180 |
1.0076 |
|
| R3 |
1.0152 |
1.0126 |
1.0061 |
|
| R2 |
1.0098 |
1.0098 |
1.0056 |
|
| R1 |
1.0072 |
1.0072 |
1.0051 |
1.0058 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0037 |
| S1 |
1.0018 |
1.0018 |
1.0041 |
1.0004 |
| S2 |
0.9990 |
0.9990 |
1.0036 |
|
| S3 |
0.9936 |
0.9964 |
1.0031 |
|
| S4 |
0.9882 |
0.9910 |
1.0016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0070 |
1.0016 |
0.0054 |
0.5% |
0.0035 |
0.3% |
24% |
False |
False |
1,765 |
| 10 |
1.0070 |
0.9959 |
0.0111 |
1.1% |
0.0038 |
0.4% |
63% |
False |
False |
1,057 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0040 |
0.4% |
63% |
False |
False |
766 |
| 40 |
1.0220 |
0.9919 |
0.0301 |
3.0% |
0.0048 |
0.5% |
37% |
False |
False |
576 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0047 |
0.5% |
27% |
False |
False |
425 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
27% |
False |
False |
329 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0037 |
0.4% |
50% |
False |
False |
271 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
59% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0159 |
|
1.618 |
1.0122 |
|
1.000 |
1.0099 |
|
0.618 |
1.0085 |
|
HIGH |
1.0062 |
|
0.618 |
1.0048 |
|
0.500 |
1.0044 |
|
0.382 |
1.0039 |
|
LOW |
1.0025 |
|
0.618 |
1.0002 |
|
1.000 |
0.9988 |
|
1.618 |
0.9965 |
|
2.618 |
0.9928 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0045 |
| PP |
1.0039 |
1.0039 |
| S1 |
1.0034 |
1.0034 |
|