CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0136 |
-0.0046 |
-0.5% |
1.0281 |
| High |
1.0187 |
1.0194 |
0.0007 |
0.1% |
1.0294 |
| Low |
1.0123 |
1.0130 |
0.0007 |
0.1% |
1.0167 |
| Close |
1.0137 |
1.0178 |
0.0041 |
0.4% |
1.0216 |
| Range |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0127 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
84,272 |
81,208 |
-3,064 |
-3.6% |
363,222 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0359 |
1.0333 |
1.0213 |
|
| R3 |
1.0295 |
1.0269 |
1.0196 |
|
| R2 |
1.0231 |
1.0231 |
1.0190 |
|
| R1 |
1.0205 |
1.0205 |
1.0184 |
1.0218 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0174 |
| S1 |
1.0141 |
1.0141 |
1.0172 |
1.0154 |
| S2 |
1.0103 |
1.0103 |
1.0166 |
|
| S3 |
1.0039 |
1.0077 |
1.0160 |
|
| S4 |
0.9975 |
1.0013 |
1.0143 |
|
|
| 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% |
0.0059 |
0.6% |
41% |
False |
False |
71,795 |
| 10 |
1.0359 |
1.0123 |
0.0236 |
2.3% |
0.0062 |
0.6% |
23% |
False |
False |
77,750 |
| 20 |
1.0359 |
1.0046 |
0.0313 |
3.1% |
0.0064 |
0.6% |
42% |
False |
False |
54,346 |
| 40 |
1.0359 |
0.9890 |
0.0469 |
4.6% |
0.0055 |
0.5% |
61% |
False |
False |
27,480 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.2% |
0.0054 |
0.5% |
72% |
False |
False |
18,475 |
| 80 |
1.0359 |
0.9618 |
0.0741 |
7.3% |
0.0057 |
0.6% |
76% |
False |
False |
13,922 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
78% |
False |
False |
11,176 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0054 |
0.5% |
78% |
False |
False |
9,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0466 |
|
2.618 |
1.0362 |
|
1.618 |
1.0298 |
|
1.000 |
1.0258 |
|
0.618 |
1.0234 |
|
HIGH |
1.0194 |
|
0.618 |
1.0170 |
|
0.500 |
1.0162 |
|
0.382 |
1.0154 |
|
LOW |
1.0130 |
|
0.618 |
1.0090 |
|
1.000 |
1.0066 |
|
1.618 |
1.0026 |
|
2.618 |
0.9962 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0173 |
1.0178 |
| PP |
1.0167 |
1.0177 |
| S1 |
1.0162 |
1.0177 |
|