CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0208 |
-0.0002 |
0.0% |
1.0110 |
| High |
1.0228 |
1.0273 |
0.0045 |
0.4% |
1.0216 |
| Low |
1.0196 |
1.0207 |
0.0011 |
0.1% |
1.0059 |
| Close |
1.0208 |
1.0251 |
0.0043 |
0.4% |
1.0200 |
| Range |
0.0032 |
0.0066 |
0.0034 |
106.3% |
0.0157 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.6% |
0.0000 |
| Volume |
44,626 |
53,835 |
9,209 |
20.6% |
41,784 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0412 |
1.0287 |
|
| R3 |
1.0376 |
1.0346 |
1.0269 |
|
| R2 |
1.0310 |
1.0310 |
1.0263 |
|
| R1 |
1.0280 |
1.0280 |
1.0257 |
1.0295 |
| PP |
1.0244 |
1.0244 |
1.0244 |
1.0251 |
| S1 |
1.0214 |
1.0214 |
1.0245 |
1.0229 |
| S2 |
1.0178 |
1.0178 |
1.0239 |
|
| S3 |
1.0112 |
1.0148 |
1.0233 |
|
| S4 |
1.0046 |
1.0082 |
1.0215 |
|
|
| 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 |
1.0273 |
1.0059 |
0.0214 |
2.1% |
0.0067 |
0.7% |
90% |
True |
False |
26,576 |
| 10 |
1.0273 |
1.0046 |
0.0227 |
2.2% |
0.0060 |
0.6% |
90% |
True |
False |
14,399 |
| 20 |
1.0273 |
1.0026 |
0.0247 |
2.4% |
0.0051 |
0.5% |
91% |
True |
False |
7,519 |
| 40 |
1.0273 |
0.9745 |
0.0528 |
5.2% |
0.0052 |
0.5% |
96% |
True |
False |
3,998 |
| 60 |
1.0273 |
0.9620 |
0.0653 |
6.4% |
0.0055 |
0.5% |
97% |
True |
False |
2,778 |
| 80 |
1.0273 |
0.9545 |
0.0728 |
7.1% |
0.0055 |
0.5% |
97% |
True |
False |
2,147 |
| 100 |
1.0273 |
0.9545 |
0.0728 |
7.1% |
0.0053 |
0.5% |
97% |
True |
False |
1,732 |
| 120 |
1.0273 |
0.9545 |
0.0728 |
7.1% |
0.0050 |
0.5% |
97% |
True |
False |
1,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0554 |
|
2.618 |
1.0446 |
|
1.618 |
1.0380 |
|
1.000 |
1.0339 |
|
0.618 |
1.0314 |
|
HIGH |
1.0273 |
|
0.618 |
1.0248 |
|
0.500 |
1.0240 |
|
0.382 |
1.0232 |
|
LOW |
1.0207 |
|
0.618 |
1.0166 |
|
1.000 |
1.0141 |
|
1.618 |
1.0100 |
|
2.618 |
1.0034 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0247 |
1.0237 |
| PP |
1.0244 |
1.0224 |
| S1 |
1.0240 |
1.0210 |
|