CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0131 |
-0.0083 |
-0.8% |
1.0204 |
| High |
1.0231 |
1.0144 |
-0.0087 |
-0.9% |
1.0231 |
| Low |
1.0128 |
1.0034 |
-0.0094 |
-0.9% |
1.0034 |
| Close |
1.0135 |
1.0052 |
-0.0083 |
-0.8% |
1.0052 |
| Range |
0.0103 |
0.0110 |
0.0007 |
6.8% |
0.0197 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.5% |
0.0000 |
| Volume |
88,079 |
90,249 |
2,170 |
2.5% |
458,253 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0339 |
1.0113 |
|
| R3 |
1.0297 |
1.0229 |
1.0082 |
|
| R2 |
1.0187 |
1.0187 |
1.0072 |
|
| R1 |
1.0119 |
1.0119 |
1.0062 |
1.0098 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0066 |
| S1 |
1.0009 |
1.0009 |
1.0042 |
0.9988 |
| S2 |
0.9967 |
0.9967 |
1.0032 |
|
| S3 |
0.9857 |
0.9899 |
1.0022 |
|
| S4 |
0.9747 |
0.9789 |
0.9992 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0571 |
1.0160 |
|
| R3 |
1.0500 |
1.0374 |
1.0106 |
|
| R2 |
1.0303 |
1.0303 |
1.0088 |
|
| R1 |
1.0177 |
1.0177 |
1.0070 |
1.0142 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0088 |
| S1 |
0.9980 |
0.9980 |
1.0034 |
0.9945 |
| S2 |
0.9909 |
0.9909 |
1.0016 |
|
| S3 |
0.9712 |
0.9783 |
0.9998 |
|
| S4 |
0.9515 |
0.9586 |
0.9944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0231 |
1.0034 |
0.0197 |
2.0% |
0.0092 |
0.9% |
9% |
False |
True |
91,650 |
| 10 |
1.0246 |
1.0034 |
0.0212 |
2.1% |
0.0074 |
0.7% |
8% |
False |
True |
77,743 |
| 20 |
1.0256 |
1.0034 |
0.0222 |
2.2% |
0.0068 |
0.7% |
8% |
False |
True |
78,780 |
| 40 |
1.0359 |
1.0028 |
0.0331 |
3.3% |
0.0064 |
0.6% |
7% |
False |
False |
59,358 |
| 60 |
1.0359 |
0.9865 |
0.0494 |
4.9% |
0.0059 |
0.6% |
38% |
False |
False |
39,747 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0059 |
0.6% |
58% |
False |
False |
29,917 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0059 |
0.6% |
62% |
False |
False |
23,980 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
62% |
False |
False |
20,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0432 |
|
1.618 |
1.0322 |
|
1.000 |
1.0254 |
|
0.618 |
1.0212 |
|
HIGH |
1.0144 |
|
0.618 |
1.0102 |
|
0.500 |
1.0089 |
|
0.382 |
1.0076 |
|
LOW |
1.0034 |
|
0.618 |
0.9966 |
|
1.000 |
0.9924 |
|
1.618 |
0.9856 |
|
2.618 |
0.9746 |
|
4.250 |
0.9567 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0089 |
1.0133 |
| PP |
1.0077 |
1.0106 |
| S1 |
1.0064 |
1.0079 |
|