CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0181 |
0.0071 |
0.7% |
1.0147 |
| High |
1.0187 |
1.0256 |
0.0069 |
0.7% |
1.0256 |
| Low |
1.0103 |
1.0174 |
0.0071 |
0.7% |
1.0099 |
| Close |
1.0178 |
1.0198 |
0.0020 |
0.2% |
1.0198 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0157 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.6% |
0.0000 |
| Volume |
88,083 |
88,412 |
329 |
0.4% |
412,431 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0455 |
1.0409 |
1.0243 |
|
| R3 |
1.0373 |
1.0327 |
1.0221 |
|
| R2 |
1.0291 |
1.0291 |
1.0213 |
|
| R1 |
1.0245 |
1.0245 |
1.0206 |
1.0268 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0221 |
| S1 |
1.0163 |
1.0163 |
1.0190 |
1.0186 |
| S2 |
1.0127 |
1.0127 |
1.0183 |
|
| S3 |
1.0045 |
1.0081 |
1.0175 |
|
| S4 |
0.9963 |
0.9999 |
1.0153 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0655 |
1.0584 |
1.0284 |
|
| R3 |
1.0498 |
1.0427 |
1.0241 |
|
| R2 |
1.0341 |
1.0341 |
1.0227 |
|
| R1 |
1.0270 |
1.0270 |
1.0212 |
1.0306 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0202 |
| S1 |
1.0113 |
1.0113 |
1.0184 |
1.0149 |
| S2 |
1.0027 |
1.0027 |
1.0169 |
|
| S3 |
0.9870 |
0.9956 |
1.0155 |
|
| S4 |
0.9713 |
0.9799 |
1.0112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0256 |
1.0099 |
0.0157 |
1.5% |
0.0062 |
0.6% |
63% |
True |
False |
82,486 |
| 10 |
1.0256 |
1.0099 |
0.0157 |
1.5% |
0.0062 |
0.6% |
63% |
True |
False |
79,818 |
| 20 |
1.0359 |
1.0099 |
0.0260 |
2.5% |
0.0063 |
0.6% |
38% |
False |
False |
77,470 |
| 40 |
1.0359 |
0.9995 |
0.0364 |
3.6% |
0.0057 |
0.6% |
56% |
False |
False |
40,071 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0055 |
0.5% |
74% |
False |
False |
26,868 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0056 |
0.6% |
78% |
False |
False |
20,223 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
80% |
False |
False |
16,228 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0054 |
0.5% |
80% |
False |
False |
13,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0605 |
|
2.618 |
1.0471 |
|
1.618 |
1.0389 |
|
1.000 |
1.0338 |
|
0.618 |
1.0307 |
|
HIGH |
1.0256 |
|
0.618 |
1.0225 |
|
0.500 |
1.0215 |
|
0.382 |
1.0205 |
|
LOW |
1.0174 |
|
0.618 |
1.0123 |
|
1.000 |
1.0092 |
|
1.618 |
1.0041 |
|
2.618 |
0.9959 |
|
4.250 |
0.9826 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0191 |
| PP |
1.0209 |
1.0184 |
| S1 |
1.0204 |
1.0178 |
|