CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0170 |
-0.0041 |
-0.4% |
1.0147 |
| High |
1.0221 |
1.0226 |
0.0005 |
0.0% |
1.0256 |
| Low |
1.0170 |
1.0153 |
-0.0017 |
-0.2% |
1.0099 |
| Close |
1.0177 |
1.0199 |
0.0022 |
0.2% |
1.0198 |
| Range |
0.0051 |
0.0073 |
0.0022 |
43.1% |
0.0157 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.5% |
0.0000 |
| Volume |
67,741 |
65,643 |
-2,098 |
-3.1% |
412,431 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0378 |
1.0239 |
|
| R3 |
1.0339 |
1.0305 |
1.0219 |
|
| R2 |
1.0266 |
1.0266 |
1.0212 |
|
| R1 |
1.0232 |
1.0232 |
1.0206 |
1.0249 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0201 |
| S1 |
1.0159 |
1.0159 |
1.0192 |
1.0176 |
| S2 |
1.0120 |
1.0120 |
1.0186 |
|
| S3 |
1.0047 |
1.0086 |
1.0179 |
|
| S4 |
0.9974 |
1.0013 |
1.0159 |
|
|
| 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 |
1.0153 |
0.0103 |
1.0% |
0.0065 |
0.6% |
45% |
False |
True |
68,989 |
| 10 |
1.0256 |
1.0099 |
0.0157 |
1.5% |
0.0062 |
0.6% |
64% |
False |
False |
76,228 |
| 20 |
1.0359 |
1.0099 |
0.0260 |
2.5% |
0.0062 |
0.6% |
38% |
False |
False |
76,989 |
| 40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0059 |
0.6% |
52% |
False |
False |
46,424 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0056 |
0.6% |
74% |
False |
False |
31,114 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0057 |
0.6% |
78% |
False |
False |
23,424 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
80% |
False |
False |
18,788 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0055 |
0.5% |
80% |
False |
False |
15,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0417 |
|
1.618 |
1.0344 |
|
1.000 |
1.0299 |
|
0.618 |
1.0271 |
|
HIGH |
1.0226 |
|
0.618 |
1.0198 |
|
0.500 |
1.0190 |
|
0.382 |
1.0181 |
|
LOW |
1.0153 |
|
0.618 |
1.0108 |
|
1.000 |
1.0080 |
|
1.618 |
1.0035 |
|
2.618 |
0.9962 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0200 |
| PP |
1.0193 |
1.0199 |
| S1 |
1.0190 |
1.0199 |
|