CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0130 |
-0.0021 |
-0.2% |
1.0225 |
| High |
1.0151 |
1.0156 |
0.0005 |
0.0% |
1.0232 |
| Low |
1.0105 |
1.0114 |
0.0009 |
0.1% |
1.0150 |
| Close |
1.0115 |
1.0156 |
0.0041 |
0.4% |
1.0193 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0082 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
48 |
68 |
20 |
41.7% |
491 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0254 |
1.0179 |
|
| R3 |
1.0226 |
1.0212 |
1.0168 |
|
| R2 |
1.0184 |
1.0184 |
1.0164 |
|
| R1 |
1.0170 |
1.0170 |
1.0160 |
1.0177 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0146 |
| S1 |
1.0128 |
1.0128 |
1.0152 |
1.0135 |
| S2 |
1.0100 |
1.0100 |
1.0148 |
|
| S3 |
1.0058 |
1.0086 |
1.0144 |
|
| S4 |
1.0016 |
1.0044 |
1.0133 |
|
|
| 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 |
1.0105 |
0.0127 |
1.3% |
0.0040 |
0.4% |
40% |
False |
False |
56 |
| 10 |
1.0320 |
1.0105 |
0.0215 |
2.1% |
0.0039 |
0.4% |
24% |
False |
False |
154 |
| 20 |
1.0320 |
1.0026 |
0.0294 |
2.9% |
0.0039 |
0.4% |
44% |
False |
False |
102 |
| 40 |
1.0320 |
0.9869 |
0.0451 |
4.4% |
0.0030 |
0.3% |
64% |
False |
False |
75 |
| 60 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0027 |
0.3% |
73% |
False |
False |
57 |
| 80 |
1.0320 |
0.9600 |
0.0720 |
7.1% |
0.0029 |
0.3% |
77% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0335 |
|
2.618 |
1.0266 |
|
1.618 |
1.0224 |
|
1.000 |
1.0198 |
|
0.618 |
1.0182 |
|
HIGH |
1.0156 |
|
0.618 |
1.0140 |
|
0.500 |
1.0135 |
|
0.382 |
1.0130 |
|
LOW |
1.0114 |
|
0.618 |
1.0088 |
|
1.000 |
1.0072 |
|
1.618 |
1.0046 |
|
2.618 |
1.0004 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0155 |
| PP |
1.0142 |
1.0155 |
| S1 |
1.0135 |
1.0154 |
|