CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0202 |
0.0021 |
0.2% |
1.0147 |
| High |
1.0256 |
1.0239 |
-0.0017 |
-0.2% |
1.0256 |
| Low |
1.0174 |
1.0187 |
0.0013 |
0.1% |
1.0099 |
| Close |
1.0198 |
1.0234 |
0.0036 |
0.4% |
1.0198 |
| Range |
0.0082 |
0.0052 |
-0.0030 |
-36.6% |
0.0157 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
88,412 |
48,421 |
-39,991 |
-45.2% |
412,431 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0357 |
1.0263 |
|
| R3 |
1.0324 |
1.0305 |
1.0248 |
|
| R2 |
1.0272 |
1.0272 |
1.0244 |
|
| R1 |
1.0253 |
1.0253 |
1.0239 |
1.0263 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0225 |
| S1 |
1.0201 |
1.0201 |
1.0229 |
1.0211 |
| S2 |
1.0168 |
1.0168 |
1.0224 |
|
| S3 |
1.0116 |
1.0149 |
1.0220 |
|
| S4 |
1.0064 |
1.0097 |
1.0205 |
|
|
| 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% |
0.0060 |
0.6% |
86% |
False |
False |
76,436 |
| 10 |
1.0256 |
1.0099 |
0.0157 |
1.5% |
0.0062 |
0.6% |
86% |
False |
False |
79,449 |
| 20 |
1.0359 |
1.0099 |
0.0260 |
2.5% |
0.0064 |
0.6% |
52% |
False |
False |
77,660 |
| 40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0057 |
0.6% |
62% |
False |
False |
41,266 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0055 |
0.5% |
80% |
False |
False |
27,665 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0056 |
0.6% |
83% |
False |
False |
20,827 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
85% |
False |
False |
16,712 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0055 |
0.5% |
85% |
False |
False |
13,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0375 |
|
1.618 |
1.0323 |
|
1.000 |
1.0291 |
|
0.618 |
1.0271 |
|
HIGH |
1.0239 |
|
0.618 |
1.0219 |
|
0.500 |
1.0213 |
|
0.382 |
1.0207 |
|
LOW |
1.0187 |
|
0.618 |
1.0155 |
|
1.000 |
1.0135 |
|
1.618 |
1.0103 |
|
2.618 |
1.0051 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0227 |
1.0216 |
| PP |
1.0220 |
1.0198 |
| S1 |
1.0213 |
1.0180 |
|