CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0208 |
1.0249 |
0.0041 |
0.4% |
1.0110 |
| High |
1.0273 |
1.0270 |
-0.0003 |
0.0% |
1.0216 |
| Low |
1.0207 |
1.0215 |
0.0008 |
0.1% |
1.0059 |
| Close |
1.0251 |
1.0219 |
-0.0032 |
-0.3% |
1.0200 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.7% |
0.0157 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
53,835 |
72,031 |
18,196 |
33.8% |
41,784 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0364 |
1.0249 |
|
| R3 |
1.0345 |
1.0309 |
1.0234 |
|
| R2 |
1.0290 |
1.0290 |
1.0229 |
|
| R1 |
1.0254 |
1.0254 |
1.0224 |
1.0245 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0230 |
| S1 |
1.0199 |
1.0199 |
1.0214 |
1.0190 |
| S2 |
1.0180 |
1.0180 |
1.0209 |
|
| S3 |
1.0125 |
1.0144 |
1.0204 |
|
| S4 |
1.0070 |
1.0089 |
1.0189 |
|
|
| 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 |
1.0066 |
0.0207 |
2.0% |
0.0065 |
0.6% |
74% |
False |
False |
38,689 |
| 10 |
1.0273 |
1.0046 |
0.0227 |
2.2% |
0.0057 |
0.6% |
76% |
False |
False |
21,569 |
| 20 |
1.0273 |
1.0026 |
0.0247 |
2.4% |
0.0052 |
0.5% |
78% |
False |
False |
11,085 |
| 40 |
1.0273 |
0.9745 |
0.0528 |
5.2% |
0.0052 |
0.5% |
90% |
False |
False |
5,794 |
| 60 |
1.0273 |
0.9620 |
0.0653 |
6.4% |
0.0054 |
0.5% |
92% |
False |
False |
3,978 |
| 80 |
1.0273 |
0.9545 |
0.0728 |
7.1% |
0.0055 |
0.5% |
93% |
False |
False |
3,046 |
| 100 |
1.0273 |
0.9545 |
0.0728 |
7.1% |
0.0053 |
0.5% |
93% |
False |
False |
2,452 |
| 120 |
1.0273 |
0.9545 |
0.0728 |
7.1% |
0.0050 |
0.5% |
93% |
False |
False |
2,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0504 |
|
2.618 |
1.0414 |
|
1.618 |
1.0359 |
|
1.000 |
1.0325 |
|
0.618 |
1.0304 |
|
HIGH |
1.0270 |
|
0.618 |
1.0249 |
|
0.500 |
1.0243 |
|
0.382 |
1.0236 |
|
LOW |
1.0215 |
|
0.618 |
1.0181 |
|
1.000 |
1.0160 |
|
1.618 |
1.0126 |
|
2.618 |
1.0071 |
|
4.250 |
0.9981 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0235 |
| PP |
1.0235 |
1.0229 |
| S1 |
1.0227 |
1.0224 |
|