CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0092 |
-0.0031 |
-0.3% |
1.0111 |
| High |
1.0133 |
1.0113 |
-0.0020 |
-0.2% |
1.0158 |
| Low |
1.0093 |
1.0085 |
-0.0008 |
-0.1% |
1.0092 |
| Close |
1.0106 |
1.0110 |
0.0004 |
0.0% |
1.0117 |
| Range |
0.0040 |
0.0028 |
-0.0012 |
-30.0% |
0.0066 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
59,720 |
63,500 |
3,780 |
6.3% |
232,462 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0176 |
1.0125 |
|
| R3 |
1.0159 |
1.0148 |
1.0118 |
|
| R2 |
1.0131 |
1.0131 |
1.0115 |
|
| R1 |
1.0120 |
1.0120 |
1.0113 |
1.0126 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0105 |
| S1 |
1.0092 |
1.0092 |
1.0107 |
1.0098 |
| S2 |
1.0075 |
1.0075 |
1.0105 |
|
| S3 |
1.0047 |
1.0064 |
1.0102 |
|
| S4 |
1.0019 |
1.0036 |
1.0095 |
|
|
| 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 |
1.0151 |
1.0085 |
0.0066 |
0.7% |
0.0036 |
0.4% |
38% |
False |
True |
63,632 |
| 10 |
1.0158 |
1.0046 |
0.0112 |
1.1% |
0.0036 |
0.4% |
57% |
False |
False |
47,805 |
| 20 |
1.0158 |
1.0000 |
0.0158 |
1.6% |
0.0037 |
0.4% |
70% |
False |
False |
24,946 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0039 |
0.4% |
80% |
False |
False |
12,694 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
61% |
False |
False |
8,552 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0044 |
0.4% |
48% |
False |
False |
6,440 |
| 100 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0039 |
0.4% |
53% |
False |
False |
5,161 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0036 |
0.4% |
65% |
False |
False |
4,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0232 |
|
2.618 |
1.0186 |
|
1.618 |
1.0158 |
|
1.000 |
1.0141 |
|
0.618 |
1.0130 |
|
HIGH |
1.0113 |
|
0.618 |
1.0102 |
|
0.500 |
1.0099 |
|
0.382 |
1.0096 |
|
LOW |
1.0085 |
|
0.618 |
1.0068 |
|
1.000 |
1.0057 |
|
1.618 |
1.0040 |
|
2.618 |
1.0012 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0106 |
1.0118 |
| PP |
1.0103 |
1.0115 |
| S1 |
1.0099 |
1.0113 |
|