CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0064 |
1.0051 |
-0.0013 |
-0.1% |
1.0204 |
| High |
1.0100 |
1.0086 |
-0.0014 |
-0.1% |
1.0231 |
| Low |
1.0029 |
1.0033 |
0.0004 |
0.0% |
1.0034 |
| Close |
1.0048 |
1.0048 |
0.0000 |
0.0% |
1.0052 |
| Range |
0.0071 |
0.0053 |
-0.0018 |
-25.4% |
0.0197 |
| ATR |
0.0070 |
0.0068 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
74,604 |
64,912 |
-9,692 |
-13.0% |
458,253 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0184 |
1.0077 |
|
| R3 |
1.0162 |
1.0131 |
1.0063 |
|
| R2 |
1.0109 |
1.0109 |
1.0058 |
|
| R1 |
1.0078 |
1.0078 |
1.0053 |
1.0067 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0050 |
| S1 |
1.0025 |
1.0025 |
1.0043 |
1.0014 |
| S2 |
1.0003 |
1.0003 |
1.0038 |
|
| S3 |
0.9950 |
0.9972 |
1.0033 |
|
| S4 |
0.9897 |
0.9919 |
1.0019 |
|
|
| 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 |
1.0144 |
1.0012 |
0.0132 |
1.3% |
0.0072 |
0.7% |
27% |
False |
False |
78,445 |
| 10 |
1.0231 |
1.0012 |
0.0219 |
2.2% |
0.0075 |
0.7% |
16% |
False |
False |
82,287 |
| 20 |
1.0256 |
1.0012 |
0.0244 |
2.4% |
0.0069 |
0.7% |
15% |
False |
False |
79,258 |
| 40 |
1.0359 |
1.0012 |
0.0347 |
3.5% |
0.0066 |
0.7% |
10% |
False |
False |
66,802 |
| 60 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0060 |
0.6% |
34% |
False |
False |
44,739 |
| 80 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0058 |
0.6% |
51% |
False |
False |
33,670 |
| 100 |
1.0359 |
0.9618 |
0.0741 |
7.4% |
0.0059 |
0.6% |
58% |
False |
False |
26,989 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
62% |
False |
False |
22,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0311 |
|
2.618 |
1.0225 |
|
1.618 |
1.0172 |
|
1.000 |
1.0139 |
|
0.618 |
1.0119 |
|
HIGH |
1.0086 |
|
0.618 |
1.0066 |
|
0.500 |
1.0060 |
|
0.382 |
1.0053 |
|
LOW |
1.0033 |
|
0.618 |
1.0000 |
|
1.000 |
0.9980 |
|
1.618 |
0.9947 |
|
2.618 |
0.9894 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0060 |
1.0056 |
| PP |
1.0056 |
1.0053 |
| S1 |
1.0052 |
1.0051 |
|