CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0009 |
1.0027 |
0.0018 |
0.2% |
0.9988 |
| High |
1.0035 |
1.0036 |
0.0001 |
0.0% |
1.0038 |
| Low |
1.0009 |
1.0027 |
0.0018 |
0.2% |
0.9972 |
| Close |
1.0030 |
1.0033 |
0.0003 |
0.0% |
1.0038 |
| Range |
0.0026 |
0.0009 |
-0.0017 |
-65.4% |
0.0066 |
| ATR |
0.0035 |
0.0033 |
-0.0002 |
-5.3% |
0.0000 |
| Volume |
94 |
43 |
-51 |
-54.3% |
261 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0055 |
1.0038 |
|
| R3 |
1.0050 |
1.0046 |
1.0035 |
|
| R2 |
1.0041 |
1.0041 |
1.0035 |
|
| R1 |
1.0037 |
1.0037 |
1.0034 |
1.0039 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0033 |
| S1 |
1.0028 |
1.0028 |
1.0032 |
1.0030 |
| S2 |
1.0023 |
1.0023 |
1.0031 |
|
| S3 |
1.0014 |
1.0019 |
1.0031 |
|
| S4 |
1.0005 |
1.0010 |
1.0028 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0192 |
1.0074 |
|
| R3 |
1.0148 |
1.0126 |
1.0056 |
|
| R2 |
1.0082 |
1.0082 |
1.0050 |
|
| R1 |
1.0060 |
1.0060 |
1.0044 |
1.0071 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0022 |
| S1 |
0.9994 |
0.9994 |
1.0032 |
1.0005 |
| S2 |
0.9950 |
0.9950 |
1.0026 |
|
| S3 |
0.9884 |
0.9928 |
1.0020 |
|
| S4 |
0.9818 |
0.9862 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9980 |
0.0062 |
0.6% |
0.0031 |
0.3% |
85% |
False |
False |
42 |
| 10 |
1.0042 |
0.9900 |
0.0142 |
1.4% |
0.0022 |
0.2% |
94% |
False |
False |
49 |
| 20 |
1.0055 |
0.9900 |
0.0155 |
1.5% |
0.0024 |
0.2% |
86% |
False |
False |
54 |
| 40 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0026 |
0.3% |
44% |
False |
False |
42 |
| 60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
38% |
False |
False |
36 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
38% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
1.0060 |
|
1.618 |
1.0051 |
|
1.000 |
1.0045 |
|
0.618 |
1.0042 |
|
HIGH |
1.0036 |
|
0.618 |
1.0033 |
|
0.500 |
1.0032 |
|
0.382 |
1.0030 |
|
LOW |
1.0027 |
|
0.618 |
1.0021 |
|
1.000 |
1.0018 |
|
1.618 |
1.0012 |
|
2.618 |
1.0003 |
|
4.250 |
0.9989 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0033 |
1.0031 |
| PP |
1.0032 |
1.0028 |
| S1 |
1.0032 |
1.0026 |
|