CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0070 |
-0.0030 |
-0.3% |
1.0085 |
| High |
1.0100 |
1.0088 |
-0.0012 |
-0.1% |
1.0131 |
| Low |
1.0075 |
1.0069 |
-0.0006 |
-0.1% |
1.0075 |
| Close |
1.0084 |
1.0088 |
0.0004 |
0.0% |
1.0095 |
| Range |
0.0025 |
0.0019 |
-0.0006 |
-24.0% |
0.0056 |
| ATR |
0.0027 |
0.0027 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
9 |
195 |
186 |
2,066.7% |
516 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0132 |
1.0098 |
|
| R3 |
1.0120 |
1.0113 |
1.0093 |
|
| R2 |
1.0101 |
1.0101 |
1.0091 |
|
| R1 |
1.0094 |
1.0094 |
1.0090 |
1.0098 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0083 |
| S1 |
1.0075 |
1.0075 |
1.0086 |
1.0079 |
| S2 |
1.0063 |
1.0063 |
1.0085 |
|
| S3 |
1.0044 |
1.0056 |
1.0083 |
|
| S4 |
1.0025 |
1.0037 |
1.0078 |
|
|
| 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 |
1.0120 |
1.0069 |
0.0051 |
0.5% |
0.0015 |
0.1% |
37% |
False |
True |
61 |
| 10 |
1.0131 |
1.0029 |
0.0102 |
1.0% |
0.0020 |
0.2% |
58% |
False |
False |
83 |
| 20 |
1.0131 |
0.9980 |
0.0151 |
1.5% |
0.0022 |
0.2% |
72% |
False |
False |
56 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0020 |
0.2% |
81% |
False |
False |
51 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0023 |
0.2% |
63% |
False |
False |
44 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
53% |
False |
False |
41 |
| 100 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0020 |
0.2% |
59% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0169 |
|
2.618 |
1.0138 |
|
1.618 |
1.0119 |
|
1.000 |
1.0107 |
|
0.618 |
1.0100 |
|
HIGH |
1.0088 |
|
0.618 |
1.0081 |
|
0.500 |
1.0079 |
|
0.382 |
1.0076 |
|
LOW |
1.0069 |
|
0.618 |
1.0057 |
|
1.000 |
1.0050 |
|
1.618 |
1.0038 |
|
2.618 |
1.0019 |
|
4.250 |
0.9988 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0095 |
| PP |
1.0082 |
1.0092 |
| S1 |
1.0079 |
1.0090 |
|