CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0227 |
0.0056 |
0.6% |
1.0132 |
| High |
1.0239 |
1.0250 |
0.0011 |
0.1% |
1.0239 |
| Low |
1.0166 |
1.0213 |
0.0047 |
0.5% |
1.0079 |
| Close |
1.0221 |
1.0229 |
0.0008 |
0.1% |
1.0221 |
| Range |
0.0073 |
0.0037 |
-0.0036 |
-49.3% |
0.0160 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
124,245 |
96,803 |
-27,442 |
-22.1% |
459,539 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0322 |
1.0249 |
|
| R3 |
1.0305 |
1.0285 |
1.0239 |
|
| R2 |
1.0268 |
1.0268 |
1.0236 |
|
| R1 |
1.0248 |
1.0248 |
1.0232 |
1.0258 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0236 |
| S1 |
1.0211 |
1.0211 |
1.0226 |
1.0221 |
| S2 |
1.0194 |
1.0194 |
1.0222 |
|
| S3 |
1.0157 |
1.0174 |
1.0219 |
|
| S4 |
1.0120 |
1.0137 |
1.0209 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0600 |
1.0309 |
|
| R3 |
1.0500 |
1.0440 |
1.0265 |
|
| R2 |
1.0340 |
1.0340 |
1.0250 |
|
| R1 |
1.0280 |
1.0280 |
1.0236 |
1.0310 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0195 |
| S1 |
1.0120 |
1.0120 |
1.0206 |
1.0150 |
| S2 |
1.0020 |
1.0020 |
1.0192 |
|
| S3 |
0.9860 |
0.9960 |
1.0177 |
|
| S4 |
0.9700 |
0.9800 |
1.0133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0250 |
1.0079 |
0.0171 |
1.7% |
0.0065 |
0.6% |
88% |
True |
False |
111,268 |
| 10 |
1.0250 |
1.0064 |
0.0186 |
1.8% |
0.0060 |
0.6% |
89% |
True |
False |
91,928 |
| 20 |
1.0250 |
1.0046 |
0.0204 |
2.0% |
0.0053 |
0.5% |
90% |
True |
False |
83,180 |
| 40 |
1.0250 |
0.9761 |
0.0489 |
4.8% |
0.0057 |
0.6% |
96% |
True |
False |
88,329 |
| 60 |
1.0250 |
0.9632 |
0.0618 |
6.0% |
0.0062 |
0.6% |
97% |
True |
False |
86,848 |
| 80 |
1.0250 |
0.9554 |
0.0696 |
6.8% |
0.0066 |
0.6% |
97% |
True |
False |
67,022 |
| 100 |
1.0250 |
0.9554 |
0.0696 |
6.8% |
0.0066 |
0.6% |
97% |
True |
False |
53,680 |
| 120 |
1.0250 |
0.9554 |
0.0696 |
6.8% |
0.0065 |
0.6% |
97% |
True |
False |
44,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0347 |
|
1.618 |
1.0310 |
|
1.000 |
1.0287 |
|
0.618 |
1.0273 |
|
HIGH |
1.0250 |
|
0.618 |
1.0236 |
|
0.500 |
1.0232 |
|
0.382 |
1.0227 |
|
LOW |
1.0213 |
|
0.618 |
1.0190 |
|
1.000 |
1.0176 |
|
1.618 |
1.0153 |
|
2.618 |
1.0116 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0208 |
| PP |
1.0231 |
1.0187 |
| S1 |
1.0230 |
1.0167 |
|