CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0170 |
-0.0062 |
-0.6% |
1.0225 |
| High |
1.0232 |
1.0179 |
-0.0053 |
-0.5% |
1.0232 |
| Low |
1.0193 |
1.0155 |
-0.0038 |
-0.4% |
1.0150 |
| Close |
1.0193 |
1.0179 |
-0.0014 |
-0.1% |
1.0193 |
| Range |
0.0039 |
0.0024 |
-0.0015 |
-38.5% |
0.0082 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
106 |
20 |
-86 |
-81.1% |
491 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0243 |
1.0235 |
1.0192 |
|
| R3 |
1.0219 |
1.0211 |
1.0186 |
|
| R2 |
1.0195 |
1.0195 |
1.0183 |
|
| R1 |
1.0187 |
1.0187 |
1.0181 |
1.0191 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0173 |
| S1 |
1.0163 |
1.0163 |
1.0177 |
1.0167 |
| S2 |
1.0147 |
1.0147 |
1.0175 |
|
| S3 |
1.0123 |
1.0139 |
1.0172 |
|
| S4 |
1.0099 |
1.0115 |
1.0166 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0397 |
1.0238 |
|
| R3 |
1.0356 |
1.0315 |
1.0216 |
|
| R2 |
1.0274 |
1.0274 |
1.0208 |
|
| R1 |
1.0233 |
1.0233 |
1.0201 |
1.0213 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0181 |
| S1 |
1.0151 |
1.0151 |
1.0185 |
1.0131 |
| S2 |
1.0110 |
1.0110 |
1.0178 |
|
| S3 |
1.0028 |
1.0069 |
1.0170 |
|
| S4 |
0.9946 |
0.9987 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0232 |
1.0150 |
0.0082 |
0.8% |
0.0032 |
0.3% |
35% |
False |
False |
77 |
| 10 |
1.0320 |
1.0150 |
0.0170 |
1.7% |
0.0042 |
0.4% |
17% |
False |
False |
161 |
| 20 |
1.0320 |
1.0026 |
0.0294 |
2.9% |
0.0036 |
0.4% |
52% |
False |
False |
102 |
| 40 |
1.0320 |
0.9869 |
0.0451 |
4.4% |
0.0027 |
0.3% |
69% |
False |
False |
72 |
| 60 |
1.0320 |
0.9630 |
0.0690 |
6.8% |
0.0028 |
0.3% |
80% |
False |
False |
55 |
| 80 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0028 |
0.3% |
82% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0281 |
|
2.618 |
1.0242 |
|
1.618 |
1.0218 |
|
1.000 |
1.0203 |
|
0.618 |
1.0194 |
|
HIGH |
1.0179 |
|
0.618 |
1.0170 |
|
0.500 |
1.0167 |
|
0.382 |
1.0164 |
|
LOW |
1.0155 |
|
0.618 |
1.0140 |
|
1.000 |
1.0131 |
|
1.618 |
1.0116 |
|
2.618 |
1.0092 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0191 |
| PP |
1.0171 |
1.0187 |
| S1 |
1.0167 |
1.0183 |
|