CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0020 |
1.0032 |
0.0012 |
0.1% |
1.0025 |
High |
1.0025 |
1.0032 |
0.0007 |
0.1% |
1.0042 |
Low |
1.0020 |
1.0008 |
-0.0012 |
-0.1% |
0.9997 |
Close |
1.0025 |
1.0008 |
-0.0017 |
-0.2% |
1.0025 |
Range |
0.0005 |
0.0024 |
0.0019 |
380.0% |
0.0045 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
28 |
3 |
-25 |
-89.3% |
210 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0088 |
1.0072 |
1.0021 |
|
R3 |
1.0064 |
1.0048 |
1.0015 |
|
R2 |
1.0040 |
1.0040 |
1.0012 |
|
R1 |
1.0024 |
1.0024 |
1.0010 |
1.0020 |
PP |
1.0016 |
1.0016 |
1.0016 |
1.0014 |
S1 |
1.0000 |
1.0000 |
1.0006 |
0.9996 |
S2 |
0.9992 |
0.9992 |
1.0004 |
|
S3 |
0.9968 |
0.9976 |
1.0001 |
|
S4 |
0.9944 |
0.9952 |
0.9995 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0156 |
1.0136 |
1.0050 |
|
R3 |
1.0111 |
1.0091 |
1.0037 |
|
R2 |
1.0066 |
1.0066 |
1.0033 |
|
R1 |
1.0046 |
1.0046 |
1.0029 |
1.0048 |
PP |
1.0021 |
1.0021 |
1.0021 |
1.0022 |
S1 |
1.0001 |
1.0001 |
1.0021 |
1.0003 |
S2 |
0.9976 |
0.9976 |
1.0017 |
|
S3 |
0.9931 |
0.9956 |
1.0013 |
|
S4 |
0.9886 |
0.9911 |
1.0000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0042 |
1.0008 |
0.0034 |
0.3% |
0.0019 |
0.2% |
0% |
False |
True |
36 |
10 |
1.0042 |
0.9972 |
0.0070 |
0.7% |
0.0021 |
0.2% |
51% |
False |
False |
47 |
20 |
1.0055 |
0.9900 |
0.0155 |
1.5% |
0.0024 |
0.2% |
70% |
False |
False |
51 |
40 |
1.0186 |
0.9900 |
0.0286 |
2.9% |
0.0023 |
0.2% |
38% |
False |
False |
42 |
60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
31% |
False |
False |
36 |
80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
31% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0134 |
2.618 |
1.0095 |
1.618 |
1.0071 |
1.000 |
1.0056 |
0.618 |
1.0047 |
HIGH |
1.0032 |
0.618 |
1.0023 |
0.500 |
1.0020 |
0.382 |
1.0017 |
LOW |
1.0008 |
0.618 |
0.9993 |
1.000 |
0.9984 |
1.618 |
0.9969 |
2.618 |
0.9945 |
4.250 |
0.9906 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0020 |
1.0022 |
PP |
1.0016 |
1.0017 |
S1 |
1.0012 |
1.0013 |
|