CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0202 |
1.0182 |
-0.0020 |
-0.2% |
1.0281 |
| High |
1.0231 |
1.0187 |
-0.0044 |
-0.4% |
1.0294 |
| Low |
1.0174 |
1.0123 |
-0.0051 |
-0.5% |
1.0167 |
| Close |
1.0187 |
1.0137 |
-0.0050 |
-0.5% |
1.0216 |
| Range |
0.0057 |
0.0064 |
0.0007 |
12.3% |
0.0127 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
74,846 |
84,272 |
9,426 |
12.6% |
363,222 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0303 |
1.0172 |
|
| R3 |
1.0277 |
1.0239 |
1.0155 |
|
| R2 |
1.0213 |
1.0213 |
1.0149 |
|
| R1 |
1.0175 |
1.0175 |
1.0143 |
1.0162 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0143 |
| S1 |
1.0111 |
1.0111 |
1.0131 |
1.0098 |
| S2 |
1.0085 |
1.0085 |
1.0125 |
|
| S3 |
1.0021 |
1.0047 |
1.0119 |
|
| S4 |
0.9957 |
0.9983 |
1.0102 |
|
|
| 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 |
1.0257 |
1.0123 |
0.0134 |
1.3% |
0.0061 |
0.6% |
10% |
False |
True |
71,432 |
| 10 |
1.0359 |
1.0123 |
0.0236 |
2.3% |
0.0067 |
0.7% |
6% |
False |
True |
79,196 |
| 20 |
1.0359 |
1.0046 |
0.0313 |
3.1% |
0.0062 |
0.6% |
29% |
False |
False |
50,383 |
| 40 |
1.0359 |
0.9890 |
0.0469 |
4.6% |
0.0055 |
0.5% |
53% |
False |
False |
25,459 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0054 |
0.5% |
65% |
False |
False |
17,123 |
| 80 |
1.0359 |
0.9579 |
0.0780 |
7.7% |
0.0056 |
0.6% |
72% |
False |
False |
12,911 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
73% |
False |
False |
10,368 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0053 |
0.5% |
73% |
False |
False |
8,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0355 |
|
1.618 |
1.0291 |
|
1.000 |
1.0251 |
|
0.618 |
1.0227 |
|
HIGH |
1.0187 |
|
0.618 |
1.0163 |
|
0.500 |
1.0155 |
|
0.382 |
1.0147 |
|
LOW |
1.0123 |
|
0.618 |
1.0083 |
|
1.000 |
1.0059 |
|
1.618 |
1.0019 |
|
2.618 |
0.9955 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0155 |
1.0177 |
| PP |
1.0149 |
1.0164 |
| S1 |
1.0143 |
1.0150 |
|