CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0026 |
-0.0010 |
-0.1% |
1.0052 |
| High |
1.0045 |
1.0083 |
0.0038 |
0.4% |
1.0078 |
| Low |
1.0011 |
1.0012 |
0.0001 |
0.0% |
1.0011 |
| Close |
1.0020 |
1.0037 |
0.0017 |
0.2% |
1.0020 |
| Range |
0.0034 |
0.0071 |
0.0037 |
108.8% |
0.0067 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.9% |
0.0000 |
| Volume |
35,941 |
39,827 |
3,886 |
10.8% |
112,527 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0257 |
1.0218 |
1.0076 |
|
| R3 |
1.0186 |
1.0147 |
1.0057 |
|
| R2 |
1.0115 |
1.0115 |
1.0050 |
|
| R1 |
1.0076 |
1.0076 |
1.0044 |
1.0096 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0054 |
| S1 |
1.0005 |
1.0005 |
1.0030 |
1.0025 |
| S2 |
0.9973 |
0.9973 |
1.0024 |
|
| S3 |
0.9902 |
0.9934 |
1.0017 |
|
| S4 |
0.9831 |
0.9863 |
0.9998 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0196 |
1.0057 |
|
| R3 |
1.0170 |
1.0129 |
1.0038 |
|
| R2 |
1.0103 |
1.0103 |
1.0032 |
|
| R1 |
1.0062 |
1.0062 |
1.0026 |
1.0049 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0030 |
| S1 |
0.9995 |
0.9995 |
1.0014 |
0.9982 |
| S2 |
0.9969 |
0.9969 |
1.0008 |
|
| S3 |
0.9902 |
0.9928 |
1.0002 |
|
| S4 |
0.9835 |
0.9861 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0083 |
1.0011 |
0.0072 |
0.7% |
0.0048 |
0.5% |
36% |
True |
False |
30,470 |
| 10 |
1.0151 |
1.0011 |
0.0140 |
1.4% |
0.0047 |
0.5% |
19% |
False |
False |
46,819 |
| 20 |
1.0158 |
1.0011 |
0.0147 |
1.5% |
0.0041 |
0.4% |
18% |
False |
False |
35,835 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0041 |
0.4% |
49% |
False |
False |
18,287 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
38% |
False |
False |
12,320 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
29% |
False |
False |
9,271 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0041 |
0.4% |
29% |
False |
False |
7,424 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0038 |
0.4% |
53% |
False |
False |
6,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0269 |
|
1.618 |
1.0198 |
|
1.000 |
1.0154 |
|
0.618 |
1.0127 |
|
HIGH |
1.0083 |
|
0.618 |
1.0056 |
|
0.500 |
1.0048 |
|
0.382 |
1.0039 |
|
LOW |
1.0012 |
|
0.618 |
0.9968 |
|
1.000 |
0.9941 |
|
1.618 |
0.9897 |
|
2.618 |
0.9826 |
|
4.250 |
0.9710 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0047 |
| PP |
1.0044 |
1.0044 |
| S1 |
1.0041 |
1.0040 |
|