CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
1.0043 |
-0.0008 |
-0.1% |
1.0044 |
| High |
1.0086 |
1.0048 |
-0.0038 |
-0.4% |
1.0100 |
| Low |
1.0033 |
0.9994 |
-0.0039 |
-0.4% |
0.9994 |
| Close |
1.0048 |
0.9999 |
-0.0049 |
-0.5% |
0.9999 |
| Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0106 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
64,912 |
70,268 |
5,356 |
8.3% |
372,246 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0141 |
1.0029 |
|
| R3 |
1.0122 |
1.0087 |
1.0014 |
|
| R2 |
1.0068 |
1.0068 |
1.0009 |
|
| R1 |
1.0033 |
1.0033 |
1.0004 |
1.0024 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0009 |
| S1 |
0.9979 |
0.9979 |
0.9994 |
0.9970 |
| S2 |
0.9960 |
0.9960 |
0.9989 |
|
| S3 |
0.9906 |
0.9925 |
0.9984 |
|
| S4 |
0.9852 |
0.9871 |
0.9969 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0280 |
1.0057 |
|
| R3 |
1.0243 |
1.0174 |
1.0028 |
|
| R2 |
1.0137 |
1.0137 |
1.0018 |
|
| R1 |
1.0068 |
1.0068 |
1.0009 |
1.0050 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0022 |
| S1 |
0.9962 |
0.9962 |
0.9989 |
0.9944 |
| S2 |
0.9925 |
0.9925 |
0.9980 |
|
| S3 |
0.9819 |
0.9856 |
0.9970 |
|
| S4 |
0.9713 |
0.9750 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
0.9994 |
0.0106 |
1.1% |
0.0060 |
0.6% |
5% |
False |
True |
74,449 |
| 10 |
1.0231 |
0.9994 |
0.0237 |
2.4% |
0.0076 |
0.8% |
2% |
False |
True |
83,049 |
| 20 |
1.0256 |
0.9994 |
0.0262 |
2.6% |
0.0068 |
0.7% |
2% |
False |
True |
78,105 |
| 40 |
1.0359 |
0.9994 |
0.0365 |
3.7% |
0.0067 |
0.7% |
1% |
False |
True |
68,552 |
| 60 |
1.0359 |
0.9895 |
0.0464 |
4.6% |
0.0059 |
0.6% |
22% |
False |
False |
45,908 |
| 80 |
1.0359 |
0.9723 |
0.0636 |
6.4% |
0.0058 |
0.6% |
43% |
False |
False |
34,545 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0059 |
0.6% |
51% |
False |
False |
27,690 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
56% |
False |
False |
23,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0189 |
|
1.618 |
1.0135 |
|
1.000 |
1.0102 |
|
0.618 |
1.0081 |
|
HIGH |
1.0048 |
|
0.618 |
1.0027 |
|
0.500 |
1.0021 |
|
0.382 |
1.0015 |
|
LOW |
0.9994 |
|
0.618 |
0.9961 |
|
1.000 |
0.9940 |
|
1.618 |
0.9907 |
|
2.618 |
0.9853 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0047 |
| PP |
1.0014 |
1.0031 |
| S1 |
1.0006 |
1.0015 |
|