CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0191 |
-0.0039 |
-0.4% |
1.0105 |
| High |
1.0230 |
1.0298 |
0.0068 |
0.7% |
1.0188 |
| Low |
1.0191 |
1.0188 |
-0.0003 |
0.0% |
1.0035 |
| Close |
1.0193 |
1.0267 |
0.0074 |
0.7% |
1.0175 |
| Range |
0.0039 |
0.0110 |
0.0071 |
182.1% |
0.0153 |
| ATR |
0.0041 |
0.0046 |
0.0005 |
11.9% |
0.0000 |
| Volume |
83 |
36 |
-47 |
-56.6% |
217 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0534 |
1.0328 |
|
| R3 |
1.0471 |
1.0424 |
1.0297 |
|
| R2 |
1.0361 |
1.0361 |
1.0287 |
|
| R1 |
1.0314 |
1.0314 |
1.0277 |
1.0338 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0263 |
| S1 |
1.0204 |
1.0204 |
1.0257 |
1.0228 |
| S2 |
1.0141 |
1.0141 |
1.0247 |
|
| S3 |
1.0031 |
1.0094 |
1.0237 |
|
| S4 |
0.9921 |
0.9984 |
1.0207 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0536 |
1.0259 |
|
| R3 |
1.0439 |
1.0383 |
1.0217 |
|
| R2 |
1.0286 |
1.0286 |
1.0203 |
|
| R1 |
1.0230 |
1.0230 |
1.0189 |
1.0258 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0147 |
| S1 |
1.0077 |
1.0077 |
1.0161 |
1.0105 |
| S2 |
0.9980 |
0.9980 |
1.0147 |
|
| S3 |
0.9827 |
0.9924 |
1.0133 |
|
| S4 |
0.9674 |
0.9771 |
1.0091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0298 |
1.0146 |
0.0152 |
1.5% |
0.0045 |
0.4% |
80% |
True |
False |
68 |
| 10 |
1.0298 |
1.0026 |
0.0272 |
2.6% |
0.0038 |
0.4% |
89% |
True |
False |
50 |
| 20 |
1.0298 |
1.0017 |
0.0281 |
2.7% |
0.0031 |
0.3% |
89% |
True |
False |
45 |
| 40 |
1.0298 |
0.9734 |
0.0564 |
5.5% |
0.0025 |
0.2% |
95% |
True |
False |
42 |
| 60 |
1.0298 |
0.9610 |
0.0688 |
6.7% |
0.0028 |
0.3% |
95% |
True |
False |
35 |
| 80 |
1.0298 |
0.9536 |
0.0762 |
7.4% |
0.0028 |
0.3% |
96% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0766 |
|
2.618 |
1.0586 |
|
1.618 |
1.0476 |
|
1.000 |
1.0408 |
|
0.618 |
1.0366 |
|
HIGH |
1.0298 |
|
0.618 |
1.0256 |
|
0.500 |
1.0243 |
|
0.382 |
1.0230 |
|
LOW |
1.0188 |
|
0.618 |
1.0120 |
|
1.000 |
1.0078 |
|
1.618 |
1.0010 |
|
2.618 |
0.9900 |
|
4.250 |
0.9721 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0259 |
| PP |
1.0251 |
1.0251 |
| S1 |
1.0243 |
1.0243 |
|