CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0241 |
0.0003 |
0.0% |
1.0210 |
| High |
1.0256 |
1.0262 |
0.0006 |
0.1% |
1.0359 |
| Low |
1.0218 |
1.0222 |
0.0004 |
0.0% |
1.0196 |
| Close |
1.0234 |
1.0243 |
0.0009 |
0.1% |
1.0285 |
| Range |
0.0038 |
0.0040 |
0.0002 |
5.3% |
0.0163 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
66,070 |
68,611 |
2,541 |
3.8% |
388,006 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0343 |
1.0265 |
|
| R3 |
1.0322 |
1.0303 |
1.0254 |
|
| R2 |
1.0282 |
1.0282 |
1.0250 |
|
| R1 |
1.0263 |
1.0263 |
1.0247 |
1.0273 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0247 |
| S1 |
1.0223 |
1.0223 |
1.0239 |
1.0233 |
| S2 |
1.0202 |
1.0202 |
1.0236 |
|
| S3 |
1.0162 |
1.0183 |
1.0232 |
|
| S4 |
1.0122 |
1.0143 |
1.0221 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0690 |
1.0375 |
|
| R3 |
1.0606 |
1.0527 |
1.0330 |
|
| R2 |
1.0443 |
1.0443 |
1.0315 |
|
| R1 |
1.0364 |
1.0364 |
1.0300 |
1.0404 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0300 |
| S1 |
1.0201 |
1.0201 |
1.0270 |
1.0241 |
| S2 |
1.0117 |
1.0117 |
1.0255 |
|
| S3 |
0.9954 |
1.0038 |
1.0240 |
|
| S4 |
0.9791 |
0.9875 |
1.0195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0359 |
1.0209 |
0.0150 |
1.5% |
0.0073 |
0.7% |
23% |
False |
False |
86,960 |
| 10 |
1.0359 |
1.0066 |
0.0293 |
2.9% |
0.0069 |
0.7% |
60% |
False |
False |
62,825 |
| 20 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0060 |
0.6% |
65% |
False |
False |
32,706 |
| 40 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0055 |
0.5% |
81% |
False |
False |
16,604 |
| 60 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0055 |
0.5% |
84% |
False |
False |
11,204 |
| 80 |
1.0359 |
0.9545 |
0.0814 |
7.9% |
0.0056 |
0.5% |
86% |
False |
False |
8,467 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
7.9% |
0.0056 |
0.5% |
86% |
False |
False |
6,799 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
7.9% |
0.0052 |
0.5% |
86% |
False |
False |
5,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0367 |
|
1.618 |
1.0327 |
|
1.000 |
1.0302 |
|
0.618 |
1.0287 |
|
HIGH |
1.0262 |
|
0.618 |
1.0247 |
|
0.500 |
1.0242 |
|
0.382 |
1.0237 |
|
LOW |
1.0222 |
|
0.618 |
1.0197 |
|
1.000 |
1.0182 |
|
1.618 |
1.0157 |
|
2.618 |
1.0117 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0256 |
| PP |
1.0242 |
1.0252 |
| S1 |
1.0242 |
1.0247 |
|