CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0322 |
1.0305 |
-0.0017 |
-0.2% |
1.0227 |
| High |
1.0380 |
1.0314 |
-0.0066 |
-0.6% |
1.0380 |
| Low |
1.0280 |
1.0246 |
-0.0034 |
-0.3% |
1.0213 |
| Close |
1.0307 |
1.0249 |
-0.0058 |
-0.6% |
1.0307 |
| Range |
0.0100 |
0.0068 |
-0.0032 |
-32.0% |
0.0167 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
| Volume |
54,301 |
20,166 |
-34,135 |
-62.9% |
551,099 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0429 |
1.0286 |
|
| R3 |
1.0406 |
1.0361 |
1.0268 |
|
| R2 |
1.0338 |
1.0338 |
1.0261 |
|
| R1 |
1.0293 |
1.0293 |
1.0255 |
1.0282 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0264 |
| S1 |
1.0225 |
1.0225 |
1.0243 |
1.0214 |
| S2 |
1.0202 |
1.0202 |
1.0237 |
|
| S3 |
1.0134 |
1.0157 |
1.0230 |
|
| S4 |
1.0066 |
1.0089 |
1.0212 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0721 |
1.0399 |
|
| R3 |
1.0634 |
1.0554 |
1.0353 |
|
| R2 |
1.0467 |
1.0467 |
1.0338 |
|
| R1 |
1.0387 |
1.0387 |
1.0322 |
1.0427 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0320 |
| S1 |
1.0220 |
1.0220 |
1.0292 |
1.0260 |
| S2 |
1.0133 |
1.0133 |
1.0276 |
|
| S3 |
0.9966 |
1.0053 |
1.0261 |
|
| S4 |
0.9799 |
0.9886 |
1.0215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0380 |
1.0226 |
0.0154 |
1.5% |
0.0082 |
0.8% |
15% |
False |
False |
94,892 |
| 10 |
1.0380 |
1.0079 |
0.0301 |
2.9% |
0.0073 |
0.7% |
56% |
False |
False |
103,080 |
| 20 |
1.0380 |
1.0046 |
0.0334 |
3.3% |
0.0063 |
0.6% |
61% |
False |
False |
89,117 |
| 40 |
1.0380 |
0.9761 |
0.0619 |
6.0% |
0.0061 |
0.6% |
79% |
False |
False |
89,754 |
| 60 |
1.0380 |
0.9632 |
0.0748 |
7.3% |
0.0062 |
0.6% |
82% |
False |
False |
86,574 |
| 80 |
1.0380 |
0.9554 |
0.0826 |
8.1% |
0.0066 |
0.6% |
84% |
False |
False |
72,912 |
| 100 |
1.0380 |
0.9554 |
0.0826 |
8.1% |
0.0067 |
0.7% |
84% |
False |
False |
58,408 |
| 120 |
1.0380 |
0.9554 |
0.0826 |
8.1% |
0.0066 |
0.6% |
84% |
False |
False |
48,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0492 |
|
1.618 |
1.0424 |
|
1.000 |
1.0382 |
|
0.618 |
1.0356 |
|
HIGH |
1.0314 |
|
0.618 |
1.0288 |
|
0.500 |
1.0280 |
|
0.382 |
1.0272 |
|
LOW |
1.0246 |
|
0.618 |
1.0204 |
|
1.000 |
1.0178 |
|
1.618 |
1.0136 |
|
2.618 |
1.0068 |
|
4.250 |
0.9957 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0280 |
1.0305 |
| PP |
1.0270 |
1.0286 |
| S1 |
1.0259 |
1.0268 |
|