CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0220 |
-0.0018 |
-0.2% |
1.0281 |
| High |
1.0243 |
1.0257 |
0.0014 |
0.1% |
1.0294 |
| Low |
1.0167 |
1.0205 |
0.0038 |
0.4% |
1.0167 |
| Close |
1.0220 |
1.0216 |
-0.0004 |
0.0% |
1.0216 |
| Range |
0.0076 |
0.0052 |
-0.0024 |
-31.6% |
0.0127 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
79,391 |
66,541 |
-12,850 |
-16.2% |
363,222 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0351 |
1.0245 |
|
| R3 |
1.0330 |
1.0299 |
1.0230 |
|
| R2 |
1.0278 |
1.0278 |
1.0226 |
|
| R1 |
1.0247 |
1.0247 |
1.0221 |
1.0237 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0221 |
| S1 |
1.0195 |
1.0195 |
1.0211 |
1.0185 |
| S2 |
1.0174 |
1.0174 |
1.0206 |
|
| S3 |
1.0122 |
1.0143 |
1.0202 |
|
| S4 |
1.0070 |
1.0091 |
1.0187 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0607 |
1.0538 |
1.0286 |
|
| R3 |
1.0480 |
1.0411 |
1.0251 |
|
| R2 |
1.0353 |
1.0353 |
1.0239 |
|
| R1 |
1.0284 |
1.0284 |
1.0228 |
1.0255 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0211 |
| S1 |
1.0157 |
1.0157 |
1.0204 |
1.0128 |
| S2 |
1.0099 |
1.0099 |
1.0193 |
|
| S3 |
0.9972 |
1.0030 |
1.0181 |
|
| S4 |
0.9845 |
0.9903 |
1.0146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0294 |
1.0167 |
0.0127 |
1.2% |
0.0055 |
0.5% |
39% |
False |
False |
72,644 |
| 10 |
1.0359 |
1.0167 |
0.0192 |
1.9% |
0.0064 |
0.6% |
26% |
False |
False |
75,122 |
| 20 |
1.0359 |
1.0028 |
0.0331 |
3.2% |
0.0061 |
0.6% |
57% |
False |
False |
39,936 |
| 40 |
1.0359 |
0.9865 |
0.0494 |
4.8% |
0.0054 |
0.5% |
71% |
False |
False |
20,230 |
| 60 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0056 |
0.5% |
81% |
False |
False |
13,630 |
| 80 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
82% |
False |
False |
10,280 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.5% |
82% |
False |
False |
8,257 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0052 |
0.5% |
82% |
False |
False |
6,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0393 |
|
1.618 |
1.0341 |
|
1.000 |
1.0309 |
|
0.618 |
1.0289 |
|
HIGH |
1.0257 |
|
0.618 |
1.0237 |
|
0.500 |
1.0231 |
|
0.382 |
1.0225 |
|
LOW |
1.0205 |
|
0.618 |
1.0173 |
|
1.000 |
1.0153 |
|
1.618 |
1.0121 |
|
2.618 |
1.0069 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0216 |
| PP |
1.0226 |
1.0215 |
| S1 |
1.0221 |
1.0215 |
|