CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0153 |
0.0023 |
0.2% |
1.0170 |
| High |
1.0156 |
1.0182 |
0.0026 |
0.3% |
1.0203 |
| Low |
1.0114 |
1.0113 |
-0.0001 |
0.0% |
1.0105 |
| Close |
1.0156 |
1.0127 |
-0.0029 |
-0.3% |
1.0127 |
| Range |
0.0042 |
0.0069 |
0.0027 |
64.3% |
0.0098 |
| ATR |
0.0047 |
0.0048 |
0.0002 |
3.4% |
0.0000 |
| Volume |
68 |
97 |
29 |
42.6% |
273 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0306 |
1.0165 |
|
| R3 |
1.0279 |
1.0237 |
1.0146 |
|
| R2 |
1.0210 |
1.0210 |
1.0140 |
|
| R1 |
1.0168 |
1.0168 |
1.0133 |
1.0155 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0134 |
| S1 |
1.0099 |
1.0099 |
1.0121 |
1.0086 |
| S2 |
1.0072 |
1.0072 |
1.0114 |
|
| S3 |
1.0003 |
1.0030 |
1.0108 |
|
| S4 |
0.9934 |
0.9961 |
1.0089 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0381 |
1.0181 |
|
| R3 |
1.0341 |
1.0283 |
1.0154 |
|
| R2 |
1.0243 |
1.0243 |
1.0145 |
|
| R1 |
1.0185 |
1.0185 |
1.0136 |
1.0165 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0135 |
| S1 |
1.0087 |
1.0087 |
1.0118 |
1.0067 |
| S2 |
1.0047 |
1.0047 |
1.0109 |
|
| S3 |
0.9949 |
0.9989 |
1.0100 |
|
| S4 |
0.9851 |
0.9891 |
1.0073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0203 |
1.0105 |
0.0098 |
1.0% |
0.0046 |
0.5% |
22% |
False |
False |
54 |
| 10 |
1.0232 |
1.0105 |
0.0127 |
1.3% |
0.0039 |
0.4% |
17% |
False |
False |
76 |
| 20 |
1.0320 |
1.0035 |
0.0285 |
2.8% |
0.0042 |
0.4% |
32% |
False |
False |
107 |
| 40 |
1.0320 |
0.9930 |
0.0390 |
3.9% |
0.0031 |
0.3% |
51% |
False |
False |
77 |
| 60 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0028 |
0.3% |
68% |
False |
False |
58 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0029 |
0.3% |
73% |
False |
False |
61 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0028 |
0.3% |
75% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0475 |
|
2.618 |
1.0363 |
|
1.618 |
1.0294 |
|
1.000 |
1.0251 |
|
0.618 |
1.0225 |
|
HIGH |
1.0182 |
|
0.618 |
1.0156 |
|
0.500 |
1.0148 |
|
0.382 |
1.0139 |
|
LOW |
1.0113 |
|
0.618 |
1.0070 |
|
1.000 |
1.0044 |
|
1.618 |
1.0001 |
|
2.618 |
0.9932 |
|
4.250 |
0.9820 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0144 |
| PP |
1.0141 |
1.0138 |
| S1 |
1.0134 |
1.0133 |
|