CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9941 |
0.9984 |
0.0043 |
0.4% |
1.0008 |
| High |
0.9947 |
0.9984 |
0.0037 |
0.4% |
1.0050 |
| Low |
0.9941 |
0.9984 |
0.0043 |
0.4% |
0.9956 |
| Close |
0.9947 |
0.9984 |
0.0037 |
0.4% |
0.9956 |
| Range |
0.0006 |
0.0000 |
-0.0006 |
-100.0% |
0.0094 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
11 |
101 |
90 |
818.2% |
262 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9984 |
0.9984 |
|
| R3 |
0.9984 |
0.9984 |
0.9984 |
|
| R2 |
0.9984 |
0.9984 |
0.9984 |
|
| R1 |
0.9984 |
0.9984 |
0.9984 |
0.9984 |
| PP |
0.9984 |
0.9984 |
0.9984 |
0.9984 |
| S1 |
0.9984 |
0.9984 |
0.9984 |
0.9984 |
| S2 |
0.9984 |
0.9984 |
0.9984 |
|
| S3 |
0.9984 |
0.9984 |
0.9984 |
|
| S4 |
0.9984 |
0.9984 |
0.9984 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0207 |
1.0008 |
|
| R3 |
1.0175 |
1.0113 |
0.9982 |
|
| R2 |
1.0081 |
1.0081 |
0.9973 |
|
| R1 |
1.0019 |
1.0019 |
0.9965 |
1.0003 |
| PP |
0.9987 |
0.9987 |
0.9987 |
0.9980 |
| S1 |
0.9925 |
0.9925 |
0.9947 |
0.9909 |
| S2 |
0.9893 |
0.9893 |
0.9939 |
|
| S3 |
0.9799 |
0.9831 |
0.9930 |
|
| S4 |
0.9705 |
0.9737 |
0.9904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9990 |
0.9938 |
0.0052 |
0.5% |
0.0009 |
0.1% |
88% |
False |
False |
24 |
| 10 |
1.0090 |
0.9938 |
0.0152 |
1.5% |
0.0025 |
0.3% |
30% |
False |
False |
39 |
| 20 |
1.0200 |
0.9938 |
0.0262 |
2.6% |
0.0025 |
0.2% |
18% |
False |
False |
34 |
| 40 |
1.0254 |
0.9938 |
0.0316 |
3.2% |
0.0022 |
0.2% |
15% |
False |
False |
29 |
| 60 |
1.0254 |
0.9938 |
0.0316 |
3.2% |
0.0020 |
0.2% |
15% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9984 |
|
2.618 |
0.9984 |
|
1.618 |
0.9984 |
|
1.000 |
0.9984 |
|
0.618 |
0.9984 |
|
HIGH |
0.9984 |
|
0.618 |
0.9984 |
|
0.500 |
0.9984 |
|
0.382 |
0.9984 |
|
LOW |
0.9984 |
|
0.618 |
0.9984 |
|
1.000 |
0.9984 |
|
1.618 |
0.9984 |
|
2.618 |
0.9984 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9984 |
0.9977 |
| PP |
0.9984 |
0.9970 |
| S1 |
0.9984 |
0.9963 |
|