CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0145 |
1.0123 |
-0.0022 |
-0.2% |
1.0111 |
| High |
1.0150 |
1.0133 |
-0.0017 |
-0.2% |
1.0158 |
| Low |
1.0123 |
1.0093 |
-0.0030 |
-0.3% |
1.0092 |
| Close |
1.0129 |
1.0106 |
-0.0023 |
-0.2% |
1.0117 |
| Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0066 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.1% |
0.0000 |
| Volume |
52,305 |
59,720 |
7,415 |
14.2% |
232,462 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0208 |
1.0128 |
|
| R3 |
1.0191 |
1.0168 |
1.0117 |
|
| R2 |
1.0151 |
1.0151 |
1.0113 |
|
| R1 |
1.0128 |
1.0128 |
1.0110 |
1.0120 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0106 |
| S1 |
1.0088 |
1.0088 |
1.0102 |
1.0080 |
| S2 |
1.0071 |
1.0071 |
1.0099 |
|
| S3 |
1.0031 |
1.0048 |
1.0095 |
|
| S4 |
0.9991 |
1.0008 |
1.0084 |
|
|
| 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 |
1.0093 |
0.0065 |
0.6% |
0.0037 |
0.4% |
20% |
False |
True |
63,009 |
| 10 |
1.0158 |
1.0046 |
0.0112 |
1.1% |
0.0037 |
0.4% |
54% |
False |
False |
41,802 |
| 20 |
1.0158 |
0.9992 |
0.0166 |
1.6% |
0.0037 |
0.4% |
69% |
False |
False |
21,785 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
78% |
False |
False |
11,123 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
60% |
False |
False |
7,495 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0044 |
0.4% |
47% |
False |
False |
5,647 |
| 100 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0039 |
0.4% |
53% |
False |
False |
4,526 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0036 |
0.4% |
65% |
False |
False |
3,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0238 |
|
1.618 |
1.0198 |
|
1.000 |
1.0173 |
|
0.618 |
1.0158 |
|
HIGH |
1.0133 |
|
0.618 |
1.0118 |
|
0.500 |
1.0113 |
|
0.382 |
1.0108 |
|
LOW |
1.0093 |
|
0.618 |
1.0068 |
|
1.000 |
1.0053 |
|
1.618 |
1.0028 |
|
2.618 |
0.9988 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0113 |
1.0122 |
| PP |
1.0111 |
1.0117 |
| S1 |
1.0108 |
1.0111 |
|