CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0143 |
-0.0021 |
-0.2% |
1.0223 |
| High |
1.0173 |
1.0147 |
-0.0026 |
-0.3% |
1.0231 |
| Low |
1.0139 |
1.0099 |
-0.0040 |
-0.4% |
1.0123 |
| Close |
1.0143 |
1.0103 |
-0.0040 |
-0.4% |
1.0149 |
| Range |
0.0034 |
0.0048 |
0.0014 |
41.2% |
0.0108 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
70,209 |
87,059 |
16,850 |
24.0% |
385,756 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0230 |
1.0129 |
|
| R3 |
1.0212 |
1.0182 |
1.0116 |
|
| R2 |
1.0164 |
1.0164 |
1.0112 |
|
| R1 |
1.0134 |
1.0134 |
1.0107 |
1.0125 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0112 |
| S1 |
1.0086 |
1.0086 |
1.0099 |
1.0077 |
| S2 |
1.0068 |
1.0068 |
1.0094 |
|
| S3 |
1.0020 |
1.0038 |
1.0090 |
|
| S4 |
0.9972 |
0.9990 |
1.0077 |
|
|
| 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 |
1.0205 |
1.0099 |
0.0106 |
1.0% |
0.0056 |
0.6% |
4% |
False |
True |
82,092 |
| 10 |
1.0257 |
1.0099 |
0.0158 |
1.6% |
0.0059 |
0.6% |
3% |
False |
True |
76,762 |
| 20 |
1.0359 |
1.0066 |
0.0293 |
2.9% |
0.0064 |
0.6% |
13% |
False |
False |
69,793 |
| 40 |
1.0359 |
0.9991 |
0.0368 |
3.6% |
0.0055 |
0.5% |
30% |
False |
False |
35,676 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0054 |
0.5% |
60% |
False |
False |
23,936 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.5% |
65% |
False |
False |
18,025 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0056 |
0.6% |
69% |
False |
False |
14,466 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0054 |
0.5% |
69% |
False |
False |
12,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0351 |
|
2.618 |
1.0273 |
|
1.618 |
1.0225 |
|
1.000 |
1.0195 |
|
0.618 |
1.0177 |
|
HIGH |
1.0147 |
|
0.618 |
1.0129 |
|
0.500 |
1.0123 |
|
0.382 |
1.0117 |
|
LOW |
1.0099 |
|
0.618 |
1.0069 |
|
1.000 |
1.0051 |
|
1.618 |
1.0021 |
|
2.618 |
0.9973 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0144 |
| PP |
1.0116 |
1.0130 |
| S1 |
1.0110 |
1.0117 |
|