CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0115 |
1.0120 |
0.0005 |
0.0% |
1.0085 |
High |
1.0120 |
1.0120 |
0.0000 |
0.0% |
1.0131 |
Low |
1.0109 |
1.0105 |
-0.0004 |
0.0% |
1.0075 |
Close |
1.0117 |
1.0106 |
-0.0011 |
-0.1% |
1.0095 |
Range |
0.0011 |
0.0015 |
0.0004 |
36.4% |
0.0056 |
ATR |
0.0028 |
0.0027 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
21 |
64 |
43 |
204.8% |
516 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0155 |
1.0146 |
1.0114 |
|
R3 |
1.0140 |
1.0131 |
1.0110 |
|
R2 |
1.0125 |
1.0125 |
1.0109 |
|
R1 |
1.0116 |
1.0116 |
1.0107 |
1.0113 |
PP |
1.0110 |
1.0110 |
1.0110 |
1.0109 |
S1 |
1.0101 |
1.0101 |
1.0105 |
1.0098 |
S2 |
1.0095 |
1.0095 |
1.0103 |
|
S3 |
1.0080 |
1.0086 |
1.0102 |
|
S4 |
1.0065 |
1.0071 |
1.0098 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0268 |
1.0238 |
1.0126 |
|
R3 |
1.0212 |
1.0182 |
1.0110 |
|
R2 |
1.0156 |
1.0156 |
1.0105 |
|
R1 |
1.0126 |
1.0126 |
1.0100 |
1.0141 |
PP |
1.0100 |
1.0100 |
1.0100 |
1.0108 |
S1 |
1.0070 |
1.0070 |
1.0090 |
1.0085 |
S2 |
1.0044 |
1.0044 |
1.0085 |
|
S3 |
0.9988 |
1.0014 |
1.0080 |
|
S4 |
0.9932 |
0.9958 |
1.0064 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0131 |
1.0095 |
0.0036 |
0.4% |
0.0017 |
0.2% |
31% |
False |
False |
49 |
10 |
1.0131 |
1.0019 |
0.0112 |
1.1% |
0.0020 |
0.2% |
78% |
False |
False |
68 |
20 |
1.0131 |
0.9972 |
0.0159 |
1.6% |
0.0020 |
0.2% |
84% |
False |
False |
47 |
40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0022 |
0.2% |
89% |
False |
False |
50 |
60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0022 |
0.2% |
69% |
False |
False |
42 |
80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
58% |
False |
False |
39 |
100 |
1.0254 |
0.9845 |
0.0409 |
4.0% |
0.0020 |
0.2% |
64% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0184 |
2.618 |
1.0159 |
1.618 |
1.0144 |
1.000 |
1.0135 |
0.618 |
1.0129 |
HIGH |
1.0120 |
0.618 |
1.0114 |
0.500 |
1.0113 |
0.382 |
1.0111 |
LOW |
1.0105 |
0.618 |
1.0096 |
1.000 |
1.0090 |
1.618 |
1.0081 |
2.618 |
1.0066 |
4.250 |
1.0041 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0113 |
1.0108 |
PP |
1.0110 |
1.0107 |
S1 |
1.0108 |
1.0107 |
|