CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0043 |
-0.0007 |
-0.1% |
1.0032 |
| High |
1.0053 |
1.0080 |
0.0027 |
0.3% |
1.0080 |
| Low |
1.0040 |
1.0029 |
-0.0011 |
-0.1% |
1.0008 |
| Close |
1.0040 |
1.0060 |
0.0020 |
0.2% |
1.0060 |
| Range |
0.0013 |
0.0051 |
0.0038 |
292.3% |
0.0072 |
| ATR |
0.0029 |
0.0031 |
0.0002 |
5.3% |
0.0000 |
| Volume |
23 |
29 |
6 |
26.1% |
85 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0186 |
1.0088 |
|
| R3 |
1.0158 |
1.0135 |
1.0074 |
|
| R2 |
1.0107 |
1.0107 |
1.0069 |
|
| R1 |
1.0084 |
1.0084 |
1.0065 |
1.0096 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0062 |
| S1 |
1.0033 |
1.0033 |
1.0055 |
1.0045 |
| S2 |
1.0005 |
1.0005 |
1.0051 |
|
| S3 |
0.9954 |
0.9982 |
1.0046 |
|
| S4 |
0.9903 |
0.9931 |
1.0032 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0235 |
1.0100 |
|
| R3 |
1.0193 |
1.0163 |
1.0080 |
|
| R2 |
1.0121 |
1.0121 |
1.0073 |
|
| R1 |
1.0091 |
1.0091 |
1.0067 |
1.0106 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0057 |
| S1 |
1.0019 |
1.0019 |
1.0053 |
1.0034 |
| S2 |
0.9977 |
0.9977 |
1.0047 |
|
| S3 |
0.9905 |
0.9947 |
1.0040 |
|
| S4 |
0.9833 |
0.9875 |
1.0020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0080 |
1.0008 |
0.0072 |
0.7% |
0.0024 |
0.2% |
72% |
True |
False |
17 |
| 10 |
1.0080 |
0.9997 |
0.0083 |
0.8% |
0.0022 |
0.2% |
76% |
True |
False |
29 |
| 20 |
1.0080 |
0.9900 |
0.0180 |
1.8% |
0.0021 |
0.2% |
89% |
True |
False |
53 |
| 40 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0024 |
0.2% |
59% |
False |
False |
43 |
| 60 |
1.0232 |
0.9900 |
0.0332 |
3.3% |
0.0022 |
0.2% |
48% |
False |
False |
36 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
45% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0297 |
|
2.618 |
1.0214 |
|
1.618 |
1.0163 |
|
1.000 |
1.0131 |
|
0.618 |
1.0112 |
|
HIGH |
1.0080 |
|
0.618 |
1.0061 |
|
0.500 |
1.0055 |
|
0.382 |
1.0048 |
|
LOW |
1.0029 |
|
0.618 |
0.9997 |
|
1.000 |
0.9978 |
|
1.618 |
0.9946 |
|
2.618 |
0.9895 |
|
4.250 |
0.9812 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0057 |
| PP |
1.0056 |
1.0053 |
| S1 |
1.0055 |
1.0050 |
|