CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0117 |
0.0006 |
0.1% |
1.0040 |
| High |
1.0117 |
1.0122 |
0.0005 |
0.0% |
1.0102 |
| Low |
1.0092 |
1.0100 |
0.0008 |
0.1% |
1.0024 |
| Close |
1.0108 |
1.0116 |
0.0008 |
0.1% |
1.0081 |
| Range |
0.0025 |
0.0022 |
-0.0003 |
-12.0% |
0.0078 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
22,145 |
33,145 |
11,000 |
49.7% |
16,064 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0169 |
1.0128 |
|
| R3 |
1.0157 |
1.0147 |
1.0122 |
|
| R2 |
1.0135 |
1.0135 |
1.0120 |
|
| R1 |
1.0125 |
1.0125 |
1.0118 |
1.0119 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0110 |
| S1 |
1.0103 |
1.0103 |
1.0114 |
1.0097 |
| S2 |
1.0091 |
1.0091 |
1.0112 |
|
| S3 |
1.0069 |
1.0081 |
1.0110 |
|
| S4 |
1.0047 |
1.0059 |
1.0104 |
|
|
| 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 |
1.0122 |
1.0037 |
0.0085 |
0.8% |
0.0034 |
0.3% |
93% |
True |
False |
13,769 |
| 10 |
1.0122 |
1.0016 |
0.0106 |
1.0% |
0.0034 |
0.3% |
94% |
True |
False |
7,888 |
| 20 |
1.0122 |
0.9919 |
0.0203 |
2.0% |
0.0037 |
0.4% |
97% |
True |
False |
4,177 |
| 40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0046 |
0.5% |
68% |
False |
False |
2,291 |
| 60 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
63% |
False |
False |
1,582 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
49% |
False |
False |
1,209 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
65% |
False |
False |
976 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0037 |
0.4% |
71% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
1.0180 |
|
1.618 |
1.0158 |
|
1.000 |
1.0144 |
|
0.618 |
1.0136 |
|
HIGH |
1.0122 |
|
0.618 |
1.0114 |
|
0.500 |
1.0111 |
|
0.382 |
1.0108 |
|
LOW |
1.0100 |
|
0.618 |
1.0086 |
|
1.000 |
1.0078 |
|
1.618 |
1.0064 |
|
2.618 |
1.0042 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0105 |
| PP |
1.0113 |
1.0095 |
| S1 |
1.0111 |
1.0084 |
|