CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0033 |
1.0029 |
-0.0004 |
0.0% |
1.0025 |
| High |
1.0033 |
1.0046 |
0.0013 |
0.1% |
1.0042 |
| Low |
1.0026 |
1.0019 |
-0.0007 |
-0.1% |
0.9997 |
| Close |
1.0029 |
1.0046 |
0.0017 |
0.2% |
1.0025 |
| Range |
0.0007 |
0.0027 |
0.0020 |
285.7% |
0.0045 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
2 |
28 |
26 |
1,300.0% |
210 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0118 |
1.0109 |
1.0061 |
|
| R3 |
1.0091 |
1.0082 |
1.0053 |
|
| R2 |
1.0064 |
1.0064 |
1.0051 |
|
| R1 |
1.0055 |
1.0055 |
1.0048 |
1.0060 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0039 |
| S1 |
1.0028 |
1.0028 |
1.0044 |
1.0033 |
| S2 |
1.0010 |
1.0010 |
1.0041 |
|
| S3 |
0.9983 |
1.0001 |
1.0039 |
|
| S4 |
0.9956 |
0.9974 |
1.0031 |
|
|
| 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 |
1.0046 |
1.0008 |
0.0038 |
0.4% |
0.0014 |
0.1% |
100% |
True |
False |
20 |
| 10 |
1.0046 |
0.9974 |
0.0072 |
0.7% |
0.0023 |
0.2% |
100% |
True |
False |
28 |
| 20 |
1.0055 |
0.9900 |
0.0155 |
1.5% |
0.0024 |
0.2% |
94% |
False |
False |
51 |
| 40 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0024 |
0.2% |
54% |
False |
False |
41 |
| 60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
41% |
False |
False |
36 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
41% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0161 |
|
2.618 |
1.0117 |
|
1.618 |
1.0090 |
|
1.000 |
1.0073 |
|
0.618 |
1.0063 |
|
HIGH |
1.0046 |
|
0.618 |
1.0036 |
|
0.500 |
1.0033 |
|
0.382 |
1.0029 |
|
LOW |
1.0019 |
|
0.618 |
1.0002 |
|
1.000 |
0.9992 |
|
1.618 |
0.9975 |
|
2.618 |
0.9948 |
|
4.250 |
0.9904 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0040 |
| PP |
1.0037 |
1.0033 |
| S1 |
1.0033 |
1.0027 |
|