CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0191 |
1.0270 |
0.0079 |
0.8% |
1.0181 |
| High |
1.0298 |
1.0320 |
0.0022 |
0.2% |
1.0320 |
| Low |
1.0188 |
1.0244 |
0.0056 |
0.5% |
1.0181 |
| Close |
1.0267 |
1.0260 |
-0.0007 |
-0.1% |
1.0260 |
| Range |
0.0110 |
0.0076 |
-0.0034 |
-30.9% |
0.0139 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.6% |
0.0000 |
| Volume |
36 |
879 |
843 |
2,341.7% |
1,137 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0457 |
1.0302 |
|
| R3 |
1.0427 |
1.0381 |
1.0281 |
|
| R2 |
1.0351 |
1.0351 |
1.0274 |
|
| R1 |
1.0305 |
1.0305 |
1.0267 |
1.0290 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0267 |
| S1 |
1.0229 |
1.0229 |
1.0253 |
1.0214 |
| S2 |
1.0199 |
1.0199 |
1.0246 |
|
| S3 |
1.0123 |
1.0153 |
1.0239 |
|
| S4 |
1.0047 |
1.0077 |
1.0218 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0604 |
1.0336 |
|
| R3 |
1.0532 |
1.0465 |
1.0298 |
|
| R2 |
1.0393 |
1.0393 |
1.0285 |
|
| R1 |
1.0326 |
1.0326 |
1.0273 |
1.0360 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0270 |
| S1 |
1.0187 |
1.0187 |
1.0247 |
1.0221 |
| S2 |
1.0115 |
1.0115 |
1.0235 |
|
| S3 |
0.9976 |
1.0048 |
1.0222 |
|
| S4 |
0.9837 |
0.9909 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0320 |
1.0181 |
0.0139 |
1.4% |
0.0052 |
0.5% |
57% |
True |
False |
227 |
| 10 |
1.0320 |
1.0035 |
0.0285 |
2.8% |
0.0046 |
0.4% |
79% |
True |
False |
138 |
| 20 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0033 |
0.3% |
80% |
True |
False |
86 |
| 40 |
1.0320 |
0.9734 |
0.0586 |
5.7% |
0.0027 |
0.3% |
90% |
True |
False |
63 |
| 60 |
1.0320 |
0.9610 |
0.0710 |
6.9% |
0.0029 |
0.3% |
92% |
True |
False |
49 |
| 80 |
1.0320 |
0.9536 |
0.0784 |
7.6% |
0.0029 |
0.3% |
92% |
True |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0519 |
|
1.618 |
1.0443 |
|
1.000 |
1.0396 |
|
0.618 |
1.0367 |
|
HIGH |
1.0320 |
|
0.618 |
1.0291 |
|
0.500 |
1.0282 |
|
0.382 |
1.0273 |
|
LOW |
1.0244 |
|
0.618 |
1.0197 |
|
1.000 |
1.0168 |
|
1.618 |
1.0121 |
|
2.618 |
1.0045 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0258 |
| PP |
1.0275 |
1.0256 |
| S1 |
1.0267 |
1.0254 |
|