CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0046 |
0.0018 |
0.2% |
1.0051 |
| High |
1.0063 |
1.0071 |
0.0008 |
0.1% |
1.0070 |
| Low |
1.0024 |
1.0037 |
0.0013 |
0.1% |
1.0016 |
| Close |
1.0050 |
1.0066 |
0.0016 |
0.2% |
1.0046 |
| Range |
0.0039 |
0.0034 |
-0.0005 |
-12.8% |
0.0054 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,843 |
5,982 |
4,139 |
224.6% |
8,746 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0147 |
1.0085 |
|
| R3 |
1.0126 |
1.0113 |
1.0075 |
|
| R2 |
1.0092 |
1.0092 |
1.0072 |
|
| R1 |
1.0079 |
1.0079 |
1.0069 |
1.0086 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0061 |
| S1 |
1.0045 |
1.0045 |
1.0063 |
1.0052 |
| S2 |
1.0024 |
1.0024 |
1.0060 |
|
| S3 |
0.9990 |
1.0011 |
1.0057 |
|
| S4 |
0.9956 |
0.9977 |
1.0047 |
|
|
| 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 |
1.0071 |
1.0024 |
0.0047 |
0.5% |
0.0032 |
0.3% |
89% |
True |
False |
3,019 |
| 10 |
1.0071 |
0.9992 |
0.0079 |
0.8% |
0.0037 |
0.4% |
94% |
True |
False |
1,769 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.7% |
0.0041 |
0.4% |
84% |
False |
False |
1,133 |
| 40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0047 |
0.5% |
51% |
False |
False |
758 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0048 |
0.5% |
37% |
False |
False |
553 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
37% |
False |
False |
426 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0037 |
0.4% |
57% |
False |
False |
348 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
64% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
1.0160 |
|
1.618 |
1.0126 |
|
1.000 |
1.0105 |
|
0.618 |
1.0092 |
|
HIGH |
1.0071 |
|
0.618 |
1.0058 |
|
0.500 |
1.0054 |
|
0.382 |
1.0050 |
|
LOW |
1.0037 |
|
0.618 |
1.0016 |
|
1.000 |
1.0003 |
|
1.618 |
0.9982 |
|
2.618 |
0.9948 |
|
4.250 |
0.9893 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0060 |
| PP |
1.0058 |
1.0054 |
| S1 |
1.0054 |
1.0048 |
|