CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0202 |
1.0220 |
0.0018 |
0.2% |
1.0147 |
| High |
1.0239 |
1.0246 |
0.0007 |
0.1% |
1.0256 |
| Low |
1.0187 |
1.0180 |
-0.0007 |
-0.1% |
1.0099 |
| Close |
1.0234 |
1.0215 |
-0.0019 |
-0.2% |
1.0198 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0157 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
48,421 |
74,729 |
26,308 |
54.3% |
412,431 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0379 |
1.0251 |
|
| R3 |
1.0346 |
1.0313 |
1.0233 |
|
| R2 |
1.0280 |
1.0280 |
1.0227 |
|
| R1 |
1.0247 |
1.0247 |
1.0221 |
1.0231 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0205 |
| S1 |
1.0181 |
1.0181 |
1.0209 |
1.0165 |
| S2 |
1.0148 |
1.0148 |
1.0203 |
|
| S3 |
1.0082 |
1.0115 |
1.0197 |
|
| S4 |
1.0016 |
1.0049 |
1.0179 |
|
|
| 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% |
0.0066 |
0.7% |
74% |
False |
False |
77,340 |
| 10 |
1.0256 |
1.0099 |
0.0157 |
1.5% |
0.0063 |
0.6% |
74% |
False |
False |
79,438 |
| 20 |
1.0359 |
1.0099 |
0.0260 |
2.5% |
0.0064 |
0.6% |
45% |
False |
False |
78,705 |
| 40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0058 |
0.6% |
57% |
False |
False |
43,112 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0056 |
0.5% |
77% |
False |
False |
28,900 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0057 |
0.6% |
81% |
False |
False |
21,760 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
82% |
False |
False |
17,458 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0055 |
0.5% |
82% |
False |
False |
14,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0527 |
|
2.618 |
1.0419 |
|
1.618 |
1.0353 |
|
1.000 |
1.0312 |
|
0.618 |
1.0287 |
|
HIGH |
1.0246 |
|
0.618 |
1.0221 |
|
0.500 |
1.0213 |
|
0.382 |
1.0205 |
|
LOW |
1.0180 |
|
0.618 |
1.0139 |
|
1.000 |
1.0114 |
|
1.618 |
1.0073 |
|
2.618 |
1.0007 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0215 |
| PP |
1.0214 |
1.0215 |
| S1 |
1.0213 |
1.0215 |
|