CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0044 |
-0.0087 |
-0.9% |
1.0204 |
| High |
1.0144 |
1.0071 |
-0.0073 |
-0.7% |
1.0231 |
| Low |
1.0034 |
1.0023 |
-0.0011 |
-0.1% |
1.0034 |
| Close |
1.0052 |
1.0049 |
-0.0003 |
0.0% |
1.0052 |
| Range |
0.0110 |
0.0048 |
-0.0062 |
-56.4% |
0.0197 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
90,249 |
66,440 |
-23,809 |
-26.4% |
458,253 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0168 |
1.0075 |
|
| R3 |
1.0144 |
1.0120 |
1.0062 |
|
| R2 |
1.0096 |
1.0096 |
1.0058 |
|
| R1 |
1.0072 |
1.0072 |
1.0053 |
1.0084 |
| PP |
1.0048 |
1.0048 |
1.0048 |
1.0054 |
| S1 |
1.0024 |
1.0024 |
1.0045 |
1.0036 |
| S2 |
1.0000 |
1.0000 |
1.0040 |
|
| S3 |
0.9952 |
0.9976 |
1.0036 |
|
| S4 |
0.9904 |
0.9928 |
1.0023 |
|
|
| 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 |
1.0023 |
0.0208 |
2.1% |
0.0092 |
0.9% |
13% |
False |
True |
89,775 |
| 10 |
1.0246 |
1.0023 |
0.0223 |
2.2% |
0.0074 |
0.7% |
12% |
False |
True |
79,545 |
| 20 |
1.0256 |
1.0023 |
0.0233 |
2.3% |
0.0068 |
0.7% |
11% |
False |
True |
79,497 |
| 40 |
1.0359 |
1.0023 |
0.0336 |
3.3% |
0.0065 |
0.6% |
8% |
False |
True |
60,992 |
| 60 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0058 |
0.6% |
34% |
False |
False |
40,846 |
| 80 |
1.0359 |
0.9671 |
0.0688 |
6.8% |
0.0058 |
0.6% |
55% |
False |
False |
30,744 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0059 |
0.6% |
62% |
False |
False |
24,644 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
62% |
False |
False |
20,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0275 |
|
2.618 |
1.0197 |
|
1.618 |
1.0149 |
|
1.000 |
1.0119 |
|
0.618 |
1.0101 |
|
HIGH |
1.0071 |
|
0.618 |
1.0053 |
|
0.500 |
1.0047 |
|
0.382 |
1.0041 |
|
LOW |
1.0023 |
|
0.618 |
0.9993 |
|
1.000 |
0.9975 |
|
1.618 |
0.9945 |
|
2.618 |
0.9897 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0127 |
| PP |
1.0048 |
1.0101 |
| S1 |
1.0047 |
1.0075 |
|