CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0100 |
0.0002 |
0.0% |
1.0032 |
| High |
1.0098 |
1.0130 |
0.0032 |
0.3% |
1.0080 |
| Low |
1.0090 |
1.0100 |
0.0010 |
0.1% |
1.0008 |
| Close |
1.0094 |
1.0120 |
0.0026 |
0.3% |
1.0060 |
| Range |
0.0008 |
0.0030 |
0.0022 |
275.0% |
0.0072 |
| ATR |
0.0029 |
0.0030 |
0.0000 |
1.6% |
0.0000 |
| Volume |
53 |
90 |
37 |
69.8% |
85 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0207 |
1.0193 |
1.0137 |
|
| R3 |
1.0177 |
1.0163 |
1.0128 |
|
| R2 |
1.0147 |
1.0147 |
1.0126 |
|
| R1 |
1.0133 |
1.0133 |
1.0123 |
1.0140 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0120 |
| S1 |
1.0103 |
1.0103 |
1.0117 |
1.0110 |
| S2 |
1.0087 |
1.0087 |
1.0115 |
|
| S3 |
1.0057 |
1.0073 |
1.0112 |
|
| S4 |
1.0027 |
1.0043 |
1.0104 |
|
|
| 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 |
1.0130 |
1.0029 |
0.0101 |
1.0% |
0.0024 |
0.2% |
90% |
True |
False |
99 |
| 10 |
1.0130 |
1.0008 |
0.0122 |
1.2% |
0.0019 |
0.2% |
92% |
True |
False |
60 |
| 20 |
1.0130 |
0.9900 |
0.0230 |
2.3% |
0.0021 |
0.2% |
96% |
True |
False |
54 |
| 40 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0025 |
0.2% |
82% |
False |
False |
49 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0022 |
0.2% |
73% |
False |
False |
41 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
62% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0258 |
|
2.618 |
1.0209 |
|
1.618 |
1.0179 |
|
1.000 |
1.0160 |
|
0.618 |
1.0149 |
|
HIGH |
1.0130 |
|
0.618 |
1.0119 |
|
0.500 |
1.0115 |
|
0.382 |
1.0111 |
|
LOW |
1.0100 |
|
0.618 |
1.0081 |
|
1.000 |
1.0070 |
|
1.618 |
1.0051 |
|
2.618 |
1.0021 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0114 |
| PP |
1.0117 |
1.0108 |
| S1 |
1.0115 |
1.0103 |
|