CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0182 |
0.0046 |
0.5% |
1.0223 |
| High |
1.0194 |
1.0205 |
0.0011 |
0.1% |
1.0231 |
| Low |
1.0130 |
1.0132 |
0.0002 |
0.0% |
1.0123 |
| Close |
1.0178 |
1.0149 |
-0.0029 |
-0.3% |
1.0149 |
| Range |
0.0064 |
0.0073 |
0.0009 |
14.1% |
0.0108 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
81,208 |
93,319 |
12,111 |
14.9% |
385,756 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0338 |
1.0189 |
|
| R3 |
1.0308 |
1.0265 |
1.0169 |
|
| R2 |
1.0235 |
1.0235 |
1.0162 |
|
| R1 |
1.0192 |
1.0192 |
1.0156 |
1.0177 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0155 |
| S1 |
1.0119 |
1.0119 |
1.0142 |
1.0104 |
| S2 |
1.0089 |
1.0089 |
1.0136 |
|
| S3 |
1.0016 |
1.0046 |
1.0129 |
|
| S4 |
0.9943 |
0.9973 |
1.0109 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0428 |
1.0208 |
|
| R3 |
1.0384 |
1.0320 |
1.0179 |
|
| R2 |
1.0276 |
1.0276 |
1.0169 |
|
| R1 |
1.0212 |
1.0212 |
1.0159 |
1.0190 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0157 |
| S1 |
1.0104 |
1.0104 |
1.0139 |
1.0082 |
| S2 |
1.0060 |
1.0060 |
1.0129 |
|
| S3 |
0.9952 |
0.9996 |
1.0119 |
|
| S4 |
0.9844 |
0.9888 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0231 |
1.0123 |
0.0108 |
1.1% |
0.0063 |
0.6% |
24% |
False |
False |
77,151 |
| 10 |
1.0294 |
1.0123 |
0.0171 |
1.7% |
0.0059 |
0.6% |
15% |
False |
False |
74,897 |
| 20 |
1.0359 |
1.0050 |
0.0309 |
3.0% |
0.0065 |
0.6% |
32% |
False |
False |
58,998 |
| 40 |
1.0359 |
0.9895 |
0.0464 |
4.6% |
0.0055 |
0.5% |
55% |
False |
False |
29,809 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0055 |
0.5% |
67% |
False |
False |
20,025 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0057 |
0.6% |
72% |
False |
False |
15,087 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
74% |
False |
False |
12,108 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0054 |
0.5% |
74% |
False |
False |
10,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0515 |
|
2.618 |
1.0396 |
|
1.618 |
1.0323 |
|
1.000 |
1.0278 |
|
0.618 |
1.0250 |
|
HIGH |
1.0205 |
|
0.618 |
1.0177 |
|
0.500 |
1.0169 |
|
0.382 |
1.0160 |
|
LOW |
1.0132 |
|
0.618 |
1.0087 |
|
1.000 |
1.0059 |
|
1.618 |
1.0014 |
|
2.618 |
0.9941 |
|
4.250 |
0.9822 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0164 |
| PP |
1.0162 |
1.0159 |
| S1 |
1.0156 |
1.0154 |
|