CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0223 |
1.0202 |
-0.0021 |
-0.2% |
1.0281 |
| High |
1.0223 |
1.0231 |
0.0008 |
0.1% |
1.0294 |
| Low |
1.0166 |
1.0174 |
0.0008 |
0.1% |
1.0167 |
| Close |
1.0201 |
1.0187 |
-0.0014 |
-0.1% |
1.0216 |
| Range |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0127 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
52,111 |
74,846 |
22,735 |
43.6% |
363,222 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0335 |
1.0218 |
|
| R3 |
1.0311 |
1.0278 |
1.0203 |
|
| R2 |
1.0254 |
1.0254 |
1.0197 |
|
| R1 |
1.0221 |
1.0221 |
1.0192 |
1.0209 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0192 |
| S1 |
1.0164 |
1.0164 |
1.0182 |
1.0152 |
| S2 |
1.0140 |
1.0140 |
1.0177 |
|
| S3 |
1.0083 |
1.0107 |
1.0171 |
|
| S4 |
1.0026 |
1.0050 |
1.0156 |
|
|
| 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 |
1.0262 |
1.0166 |
0.0096 |
0.9% |
0.0056 |
0.6% |
22% |
False |
False |
68,300 |
| 10 |
1.0359 |
1.0166 |
0.0193 |
1.9% |
0.0066 |
0.6% |
11% |
False |
False |
77,972 |
| 20 |
1.0359 |
1.0046 |
0.0313 |
3.1% |
0.0063 |
0.6% |
45% |
False |
False |
46,185 |
| 40 |
1.0359 |
0.9890 |
0.0469 |
4.6% |
0.0054 |
0.5% |
63% |
False |
False |
23,370 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.2% |
0.0054 |
0.5% |
73% |
False |
False |
15,735 |
| 80 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
79% |
False |
False |
11,860 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
79% |
False |
False |
9,526 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0053 |
0.5% |
79% |
False |
False |
7,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0473 |
|
2.618 |
1.0380 |
|
1.618 |
1.0323 |
|
1.000 |
1.0288 |
|
0.618 |
1.0266 |
|
HIGH |
1.0231 |
|
0.618 |
1.0209 |
|
0.500 |
1.0203 |
|
0.382 |
1.0196 |
|
LOW |
1.0174 |
|
0.618 |
1.0139 |
|
1.000 |
1.0117 |
|
1.618 |
1.0082 |
|
2.618 |
1.0025 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0212 |
| PP |
1.0197 |
1.0203 |
| S1 |
1.0192 |
1.0195 |
|