CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0055 |
0.0003 |
0.0% |
1.0123 |
| High |
1.0078 |
1.0073 |
-0.0005 |
0.0% |
1.0151 |
| Low |
1.0037 |
1.0032 |
-0.0005 |
0.0% |
1.0028 |
| Close |
1.0073 |
1.0039 |
-0.0034 |
-0.3% |
1.0039 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0123 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
21,991 |
17,063 |
-4,928 |
-22.4% |
315,837 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0146 |
1.0062 |
|
| R3 |
1.0130 |
1.0105 |
1.0050 |
|
| R2 |
1.0089 |
1.0089 |
1.0047 |
|
| R1 |
1.0064 |
1.0064 |
1.0043 |
1.0056 |
| PP |
1.0048 |
1.0048 |
1.0048 |
1.0044 |
| S1 |
1.0023 |
1.0023 |
1.0035 |
1.0015 |
| S2 |
1.0007 |
1.0007 |
1.0031 |
|
| S3 |
0.9966 |
0.9982 |
1.0028 |
|
| S4 |
0.9925 |
0.9941 |
1.0016 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0363 |
1.0107 |
|
| R3 |
1.0319 |
1.0240 |
1.0073 |
|
| R2 |
1.0196 |
1.0196 |
1.0062 |
|
| R1 |
1.0117 |
1.0117 |
1.0050 |
1.0095 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0062 |
| S1 |
0.9994 |
0.9994 |
1.0028 |
0.9972 |
| S2 |
0.9950 |
0.9950 |
1.0016 |
|
| S3 |
0.9827 |
0.9871 |
1.0005 |
|
| S4 |
0.9704 |
0.9748 |
0.9971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
1.0028 |
0.0105 |
1.0% |
0.0046 |
0.5% |
10% |
False |
False |
47,324 |
| 10 |
1.0158 |
1.0028 |
0.0130 |
1.3% |
0.0042 |
0.4% |
8% |
False |
False |
53,206 |
| 20 |
1.0158 |
1.0016 |
0.0142 |
1.4% |
0.0038 |
0.4% |
16% |
False |
False |
30,547 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
50% |
False |
False |
15,480 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
39% |
False |
False |
10,436 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0045 |
0.5% |
30% |
False |
False |
7,856 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0040 |
0.4% |
30% |
False |
False |
6,294 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
54% |
False |
False |
5,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0247 |
|
2.618 |
1.0180 |
|
1.618 |
1.0139 |
|
1.000 |
1.0114 |
|
0.618 |
1.0098 |
|
HIGH |
1.0073 |
|
0.618 |
1.0057 |
|
0.500 |
1.0053 |
|
0.382 |
1.0048 |
|
LOW |
1.0032 |
|
0.618 |
1.0007 |
|
1.000 |
0.9991 |
|
1.618 |
0.9966 |
|
2.618 |
0.9925 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0068 |
| PP |
1.0048 |
1.0058 |
| S1 |
1.0044 |
1.0049 |
|