CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0134 |
-0.0004 |
0.0% |
1.0111 |
| High |
1.0158 |
1.0150 |
-0.0008 |
-0.1% |
1.0158 |
| Low |
1.0125 |
1.0115 |
-0.0010 |
-0.1% |
1.0092 |
| Close |
1.0130 |
1.0117 |
-0.0013 |
-0.1% |
1.0117 |
| Range |
0.0033 |
0.0035 |
0.0002 |
6.1% |
0.0066 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
60,387 |
76,674 |
16,287 |
27.0% |
232,462 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0210 |
1.0136 |
|
| R3 |
1.0197 |
1.0175 |
1.0127 |
|
| R2 |
1.0162 |
1.0162 |
1.0123 |
|
| R1 |
1.0140 |
1.0140 |
1.0120 |
1.0134 |
| PP |
1.0127 |
1.0127 |
1.0127 |
1.0124 |
| S1 |
1.0105 |
1.0105 |
1.0114 |
1.0099 |
| S2 |
1.0092 |
1.0092 |
1.0111 |
|
| S3 |
1.0057 |
1.0070 |
1.0107 |
|
| S4 |
1.0022 |
1.0035 |
1.0098 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0285 |
1.0153 |
|
| R3 |
1.0254 |
1.0219 |
1.0135 |
|
| R2 |
1.0188 |
1.0188 |
1.0129 |
|
| R1 |
1.0153 |
1.0153 |
1.0123 |
1.0171 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0131 |
| S1 |
1.0087 |
1.0087 |
1.0111 |
1.0105 |
| S2 |
1.0056 |
1.0056 |
1.0105 |
|
| S3 |
0.9990 |
1.0021 |
1.0099 |
|
| S4 |
0.9924 |
0.9955 |
1.0081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0158 |
1.0092 |
0.0066 |
0.7% |
0.0031 |
0.3% |
38% |
False |
False |
46,492 |
| 10 |
1.0158 |
1.0024 |
0.0134 |
1.3% |
0.0036 |
0.4% |
69% |
False |
False |
24,852 |
| 20 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0038 |
0.4% |
83% |
False |
False |
12,953 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0042 |
0.4% |
83% |
False |
False |
6,704 |
| 60 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
63% |
False |
False |
4,531 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
49% |
False |
False |
3,423 |
| 100 |
1.0320 |
0.9845 |
0.0475 |
4.7% |
0.0038 |
0.4% |
57% |
False |
False |
2,747 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0037 |
0.4% |
71% |
False |
False |
2,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0299 |
|
2.618 |
1.0242 |
|
1.618 |
1.0207 |
|
1.000 |
1.0185 |
|
0.618 |
1.0172 |
|
HIGH |
1.0150 |
|
0.618 |
1.0137 |
|
0.500 |
1.0133 |
|
0.382 |
1.0128 |
|
LOW |
1.0115 |
|
0.618 |
1.0093 |
|
1.000 |
1.0080 |
|
1.618 |
1.0058 |
|
2.618 |
1.0023 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0137 |
| PP |
1.0127 |
1.0130 |
| S1 |
1.0122 |
1.0124 |
|