CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0085 |
0.0042 |
0.4% |
1.0032 |
| High |
1.0080 |
1.0091 |
0.0011 |
0.1% |
1.0080 |
| Low |
1.0029 |
1.0075 |
0.0046 |
0.5% |
1.0008 |
| Close |
1.0060 |
1.0087 |
0.0027 |
0.3% |
1.0060 |
| Range |
0.0051 |
0.0016 |
-0.0035 |
-68.6% |
0.0072 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
0.0% |
0.0000 |
| Volume |
29 |
302 |
273 |
941.4% |
85 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0132 |
1.0126 |
1.0096 |
|
| R3 |
1.0116 |
1.0110 |
1.0091 |
|
| R2 |
1.0100 |
1.0100 |
1.0090 |
|
| R1 |
1.0094 |
1.0094 |
1.0088 |
1.0097 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0086 |
| S1 |
1.0078 |
1.0078 |
1.0086 |
1.0081 |
| S2 |
1.0068 |
1.0068 |
1.0084 |
|
| S3 |
1.0052 |
1.0062 |
1.0083 |
|
| S4 |
1.0036 |
1.0046 |
1.0078 |
|
|
| 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 |
1.0091 |
1.0019 |
0.0072 |
0.7% |
0.0023 |
0.2% |
94% |
True |
False |
76 |
| 10 |
1.0091 |
1.0008 |
0.0083 |
0.8% |
0.0021 |
0.2% |
95% |
True |
False |
56 |
| 20 |
1.0091 |
0.9900 |
0.0191 |
1.9% |
0.0020 |
0.2% |
98% |
True |
False |
56 |
| 40 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0025 |
0.2% |
70% |
False |
False |
47 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0022 |
0.2% |
62% |
False |
False |
40 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
53% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
1.0133 |
|
1.618 |
1.0117 |
|
1.000 |
1.0107 |
|
0.618 |
1.0101 |
|
HIGH |
1.0091 |
|
0.618 |
1.0085 |
|
0.500 |
1.0083 |
|
0.382 |
1.0081 |
|
LOW |
1.0075 |
|
0.618 |
1.0065 |
|
1.000 |
1.0059 |
|
1.618 |
1.0049 |
|
2.618 |
1.0033 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0086 |
1.0078 |
| PP |
1.0084 |
1.0069 |
| S1 |
1.0083 |
1.0060 |
|