CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0111 |
0.0048 |
0.5% |
1.0040 |
| High |
1.0102 |
1.0117 |
0.0015 |
0.1% |
1.0102 |
| Low |
1.0046 |
1.0092 |
0.0046 |
0.5% |
1.0024 |
| Close |
1.0081 |
1.0108 |
0.0027 |
0.3% |
1.0081 |
| Range |
0.0056 |
0.0025 |
-0.0031 |
-55.4% |
0.0078 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
4,102 |
22,145 |
18,043 |
439.9% |
16,064 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0169 |
1.0122 |
|
| R3 |
1.0156 |
1.0144 |
1.0115 |
|
| R2 |
1.0131 |
1.0131 |
1.0113 |
|
| R1 |
1.0119 |
1.0119 |
1.0110 |
1.0113 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0102 |
| S1 |
1.0094 |
1.0094 |
1.0106 |
1.0088 |
| S2 |
1.0081 |
1.0081 |
1.0103 |
|
| S3 |
1.0056 |
1.0069 |
1.0101 |
|
| S4 |
1.0031 |
1.0044 |
1.0094 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0303 |
1.0270 |
1.0124 |
|
| R3 |
1.0225 |
1.0192 |
1.0102 |
|
| R2 |
1.0147 |
1.0147 |
1.0095 |
|
| R1 |
1.0114 |
1.0114 |
1.0088 |
1.0131 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0077 |
| S1 |
1.0036 |
1.0036 |
1.0074 |
1.0053 |
| S2 |
0.9991 |
0.9991 |
1.0067 |
|
| S3 |
0.9913 |
0.9958 |
1.0060 |
|
| S4 |
0.9835 |
0.9880 |
1.0038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0117 |
1.0024 |
0.0093 |
0.9% |
0.0038 |
0.4% |
90% |
True |
False |
7,508 |
| 10 |
1.0117 |
1.0016 |
0.0101 |
1.0% |
0.0036 |
0.4% |
91% |
True |
False |
4,637 |
| 20 |
1.0117 |
0.9919 |
0.0198 |
2.0% |
0.0037 |
0.4% |
95% |
True |
False |
2,564 |
| 40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0047 |
0.5% |
65% |
False |
False |
1,464 |
| 60 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
60% |
False |
False |
1,032 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
47% |
False |
False |
795 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
64% |
False |
False |
644 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0038 |
0.4% |
70% |
False |
False |
541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0182 |
|
1.618 |
1.0157 |
|
1.000 |
1.0142 |
|
0.618 |
1.0132 |
|
HIGH |
1.0117 |
|
0.618 |
1.0107 |
|
0.500 |
1.0105 |
|
0.382 |
1.0102 |
|
LOW |
1.0092 |
|
0.618 |
1.0077 |
|
1.000 |
1.0067 |
|
1.618 |
1.0052 |
|
2.618 |
1.0027 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0099 |
| PP |
1.0106 |
1.0090 |
| S1 |
1.0105 |
1.0082 |
|