CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0046 |
1.0060 |
0.0014 |
0.1% |
1.0051 |
| High |
1.0071 |
1.0087 |
0.0016 |
0.2% |
1.0070 |
| Low |
1.0037 |
1.0052 |
0.0015 |
0.1% |
1.0016 |
| Close |
1.0066 |
1.0061 |
-0.0005 |
0.0% |
1.0046 |
| Range |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0054 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
5,982 |
3,472 |
-2,510 |
-42.0% |
8,746 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0151 |
1.0080 |
|
| R3 |
1.0137 |
1.0116 |
1.0071 |
|
| R2 |
1.0102 |
1.0102 |
1.0067 |
|
| R1 |
1.0081 |
1.0081 |
1.0064 |
1.0092 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0072 |
| S1 |
1.0046 |
1.0046 |
1.0058 |
1.0057 |
| S2 |
1.0032 |
1.0032 |
1.0055 |
|
| S3 |
0.9997 |
1.0011 |
1.0051 |
|
| S4 |
0.9962 |
0.9976 |
1.0042 |
|
|
| 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 |
1.0087 |
1.0024 |
0.0063 |
0.6% |
0.0035 |
0.3% |
59% |
True |
False |
3,514 |
| 10 |
1.0087 |
1.0000 |
0.0087 |
0.9% |
0.0038 |
0.4% |
70% |
True |
False |
2,088 |
| 20 |
1.0087 |
0.9919 |
0.0168 |
1.7% |
0.0037 |
0.4% |
85% |
True |
False |
1,299 |
| 40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0047 |
0.5% |
49% |
False |
False |
841 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0048 |
0.5% |
35% |
False |
False |
610 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
35% |
False |
False |
469 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
56% |
False |
False |
383 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
64% |
False |
False |
323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0179 |
|
1.618 |
1.0144 |
|
1.000 |
1.0122 |
|
0.618 |
1.0109 |
|
HIGH |
1.0087 |
|
0.618 |
1.0074 |
|
0.500 |
1.0070 |
|
0.382 |
1.0065 |
|
LOW |
1.0052 |
|
0.618 |
1.0030 |
|
1.000 |
1.0017 |
|
1.618 |
0.9995 |
|
2.618 |
0.9960 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0059 |
| PP |
1.0067 |
1.0057 |
| S1 |
1.0064 |
1.0056 |
|