CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0043 |
-0.0012 |
-0.1% |
1.0123 |
| High |
1.0073 |
1.0075 |
0.0002 |
0.0% |
1.0151 |
| Low |
1.0032 |
1.0022 |
-0.0010 |
-0.1% |
1.0028 |
| Close |
1.0039 |
1.0033 |
-0.0006 |
-0.1% |
1.0039 |
| Range |
0.0041 |
0.0053 |
0.0012 |
29.3% |
0.0123 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.9% |
0.0000 |
| Volume |
17,063 |
37,532 |
20,469 |
120.0% |
315,837 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0171 |
1.0062 |
|
| R3 |
1.0149 |
1.0118 |
1.0048 |
|
| R2 |
1.0096 |
1.0096 |
1.0043 |
|
| R1 |
1.0065 |
1.0065 |
1.0038 |
1.0054 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0038 |
| S1 |
1.0012 |
1.0012 |
1.0028 |
1.0001 |
| S2 |
0.9990 |
0.9990 |
1.0023 |
|
| S3 |
0.9937 |
0.9959 |
1.0018 |
|
| S4 |
0.9884 |
0.9906 |
1.0004 |
|
|
| 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 |
1.0113 |
1.0022 |
0.0091 |
0.9% |
0.0049 |
0.5% |
12% |
False |
True |
42,887 |
| 10 |
1.0158 |
1.0022 |
0.0136 |
1.4% |
0.0043 |
0.4% |
8% |
False |
True |
52,948 |
| 20 |
1.0158 |
1.0022 |
0.0136 |
1.4% |
0.0039 |
0.4% |
8% |
False |
True |
32,377 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
48% |
False |
False |
16,406 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0047 |
0.5% |
37% |
False |
False |
11,061 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
28% |
False |
False |
8,324 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0041 |
0.4% |
28% |
False |
False |
6,670 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
53% |
False |
False |
5,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0214 |
|
1.618 |
1.0161 |
|
1.000 |
1.0128 |
|
0.618 |
1.0108 |
|
HIGH |
1.0075 |
|
0.618 |
1.0055 |
|
0.500 |
1.0049 |
|
0.382 |
1.0042 |
|
LOW |
1.0022 |
|
0.618 |
0.9989 |
|
1.000 |
0.9969 |
|
1.618 |
0.9936 |
|
2.618 |
0.9883 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0049 |
1.0050 |
| PP |
1.0043 |
1.0044 |
| S1 |
1.0038 |
1.0039 |
|