CME Canadian Dollar Future December 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 |
1.0152 |
1.0210 |
0.0058 |
0.6% |
1.0110 |
| High |
1.0216 |
1.0228 |
0.0012 |
0.1% |
1.0216 |
| Low |
1.0147 |
1.0196 |
0.0049 |
0.5% |
1.0059 |
| Close |
1.0200 |
1.0208 |
0.0008 |
0.1% |
1.0200 |
| Range |
0.0069 |
0.0032 |
-0.0037 |
-53.6% |
0.0157 |
| ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
11,682 |
44,626 |
32,944 |
282.0% |
41,784 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0289 |
1.0226 |
|
| R3 |
1.0275 |
1.0257 |
1.0217 |
|
| R2 |
1.0243 |
1.0243 |
1.0214 |
|
| R1 |
1.0225 |
1.0225 |
1.0211 |
1.0218 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0207 |
| S1 |
1.0193 |
1.0193 |
1.0205 |
1.0186 |
| S2 |
1.0179 |
1.0179 |
1.0202 |
|
| S3 |
1.0147 |
1.0161 |
1.0199 |
|
| S4 |
1.0115 |
1.0129 |
1.0190 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0572 |
1.0286 |
|
| R3 |
1.0472 |
1.0415 |
1.0243 |
|
| R2 |
1.0315 |
1.0315 |
1.0229 |
|
| R1 |
1.0258 |
1.0258 |
1.0214 |
1.0287 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0173 |
| S1 |
1.0101 |
1.0101 |
1.0186 |
1.0130 |
| S2 |
1.0001 |
1.0001 |
1.0171 |
|
| S3 |
0.9844 |
0.9944 |
1.0157 |
|
| S4 |
0.9687 |
0.9787 |
1.0114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0228 |
1.0059 |
0.0169 |
1.7% |
0.0061 |
0.6% |
88% |
True |
False |
17,282 |
| 10 |
1.0228 |
1.0046 |
0.0182 |
1.8% |
0.0056 |
0.5% |
89% |
True |
False |
9,104 |
| 20 |
1.0228 |
1.0026 |
0.0202 |
2.0% |
0.0049 |
0.5% |
90% |
True |
False |
4,872 |
| 40 |
1.0228 |
0.9745 |
0.0483 |
4.7% |
0.0051 |
0.5% |
96% |
True |
False |
2,668 |
| 60 |
1.0228 |
0.9620 |
0.0608 |
6.0% |
0.0054 |
0.5% |
97% |
True |
False |
1,883 |
| 80 |
1.0228 |
0.9545 |
0.0683 |
6.7% |
0.0055 |
0.5% |
97% |
True |
False |
1,475 |
| 100 |
1.0228 |
0.9545 |
0.0683 |
6.7% |
0.0053 |
0.5% |
97% |
True |
False |
1,194 |
| 120 |
1.0228 |
0.9545 |
0.0683 |
6.7% |
0.0050 |
0.5% |
97% |
True |
False |
1,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0364 |
|
2.618 |
1.0312 |
|
1.618 |
1.0280 |
|
1.000 |
1.0260 |
|
0.618 |
1.0248 |
|
HIGH |
1.0228 |
|
0.618 |
1.0216 |
|
0.500 |
1.0212 |
|
0.382 |
1.0208 |
|
LOW |
1.0196 |
|
0.618 |
1.0176 |
|
1.000 |
1.0164 |
|
1.618 |
1.0144 |
|
2.618 |
1.0112 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0188 |
| PP |
1.0211 |
1.0167 |
| S1 |
1.0209 |
1.0147 |
|