CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0145 |
0.0022 |
0.2% |
1.0111 |
| High |
1.0151 |
1.0150 |
-0.0001 |
0.0% |
1.0158 |
| Low |
1.0099 |
1.0123 |
0.0024 |
0.2% |
1.0092 |
| Close |
1.0139 |
1.0129 |
-0.0010 |
-0.1% |
1.0117 |
| Range |
0.0052 |
0.0027 |
-0.0025 |
-48.1% |
0.0066 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
65,963 |
52,305 |
-13,658 |
-20.7% |
232,462 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0199 |
1.0144 |
|
| R3 |
1.0188 |
1.0172 |
1.0136 |
|
| R2 |
1.0161 |
1.0161 |
1.0134 |
|
| R1 |
1.0145 |
1.0145 |
1.0131 |
1.0140 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0131 |
| S1 |
1.0118 |
1.0118 |
1.0127 |
1.0113 |
| S2 |
1.0107 |
1.0107 |
1.0124 |
|
| S3 |
1.0080 |
1.0091 |
1.0122 |
|
| S4 |
1.0053 |
1.0064 |
1.0114 |
|
|
| 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 |
1.0099 |
0.0059 |
0.6% |
0.0038 |
0.4% |
51% |
False |
False |
59,088 |
| 10 |
1.0158 |
1.0037 |
0.0121 |
1.2% |
0.0036 |
0.4% |
76% |
False |
False |
36,428 |
| 20 |
1.0158 |
0.9986 |
0.0172 |
1.7% |
0.0036 |
0.4% |
83% |
False |
False |
18,818 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0041 |
0.4% |
88% |
False |
False |
9,637 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
68% |
False |
False |
6,500 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0044 |
0.4% |
52% |
False |
False |
4,901 |
| 100 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0039 |
0.4% |
58% |
False |
False |
3,929 |
| 120 |
1.0320 |
0.9630 |
0.0690 |
6.8% |
0.0037 |
0.4% |
72% |
False |
False |
3,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0265 |
|
2.618 |
1.0221 |
|
1.618 |
1.0194 |
|
1.000 |
1.0177 |
|
0.618 |
1.0167 |
|
HIGH |
1.0150 |
|
0.618 |
1.0140 |
|
0.500 |
1.0137 |
|
0.382 |
1.0133 |
|
LOW |
1.0123 |
|
0.618 |
1.0106 |
|
1.000 |
1.0096 |
|
1.618 |
1.0079 |
|
2.618 |
1.0052 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0128 |
| PP |
1.0134 |
1.0126 |
| S1 |
1.0132 |
1.0125 |
|