CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0241 |
1.0238 |
-0.0003 |
0.0% |
1.0210 |
| High |
1.0262 |
1.0243 |
-0.0019 |
-0.2% |
1.0359 |
| Low |
1.0222 |
1.0167 |
-0.0055 |
-0.5% |
1.0196 |
| Close |
1.0243 |
1.0220 |
-0.0023 |
-0.2% |
1.0285 |
| Range |
0.0040 |
0.0076 |
0.0036 |
90.0% |
0.0163 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.0% |
0.0000 |
| Volume |
68,611 |
79,391 |
10,780 |
15.7% |
388,006 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0405 |
1.0262 |
|
| R3 |
1.0362 |
1.0329 |
1.0241 |
|
| R2 |
1.0286 |
1.0286 |
1.0234 |
|
| R1 |
1.0253 |
1.0253 |
1.0227 |
1.0232 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0199 |
| S1 |
1.0177 |
1.0177 |
1.0213 |
1.0156 |
| S2 |
1.0134 |
1.0134 |
1.0206 |
|
| S3 |
1.0058 |
1.0101 |
1.0199 |
|
| S4 |
0.9982 |
1.0025 |
1.0178 |
|
|
| 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 |
1.0167 |
0.0192 |
1.9% |
0.0065 |
0.6% |
28% |
False |
True |
83,705 |
| 10 |
1.0359 |
1.0147 |
0.0212 |
2.1% |
0.0066 |
0.6% |
34% |
False |
False |
69,636 |
| 20 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0061 |
0.6% |
58% |
False |
False |
36,647 |
| 40 |
1.0359 |
0.9814 |
0.0545 |
5.3% |
0.0055 |
0.5% |
74% |
False |
False |
18,574 |
| 60 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0055 |
0.5% |
81% |
False |
False |
12,523 |
| 80 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
83% |
False |
False |
9,455 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.5% |
83% |
False |
False |
7,593 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0052 |
0.5% |
83% |
False |
False |
6,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0566 |
|
2.618 |
1.0442 |
|
1.618 |
1.0366 |
|
1.000 |
1.0319 |
|
0.618 |
1.0290 |
|
HIGH |
1.0243 |
|
0.618 |
1.0214 |
|
0.500 |
1.0205 |
|
0.382 |
1.0196 |
|
LOW |
1.0167 |
|
0.618 |
1.0120 |
|
1.000 |
1.0091 |
|
1.618 |
1.0044 |
|
2.618 |
0.9968 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0218 |
| PP |
1.0210 |
1.0216 |
| S1 |
1.0205 |
1.0215 |
|