CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0210 |
0.0022 |
0.2% |
1.0148 |
| High |
1.0211 |
1.0220 |
0.0009 |
0.1% |
1.0230 |
| Low |
1.0170 |
1.0158 |
-0.0012 |
-0.1% |
1.0080 |
| Close |
1.0211 |
1.0192 |
-0.0019 |
-0.2% |
1.0175 |
| Range |
0.0041 |
0.0062 |
0.0021 |
51.2% |
0.0150 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
420 |
96 |
-324 |
-77.1% |
607 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0346 |
1.0226 |
|
| R3 |
1.0314 |
1.0284 |
1.0209 |
|
| R2 |
1.0252 |
1.0252 |
1.0203 |
|
| R1 |
1.0222 |
1.0222 |
1.0198 |
1.0206 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0182 |
| S1 |
1.0160 |
1.0160 |
1.0186 |
1.0144 |
| S2 |
1.0128 |
1.0128 |
1.0181 |
|
| S3 |
1.0066 |
1.0098 |
1.0175 |
|
| S4 |
1.0004 |
1.0036 |
1.0158 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0543 |
1.0258 |
|
| R3 |
1.0462 |
1.0393 |
1.0216 |
|
| R2 |
1.0312 |
1.0312 |
1.0203 |
|
| R1 |
1.0243 |
1.0243 |
1.0189 |
1.0278 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0179 |
| S1 |
1.0093 |
1.0093 |
1.0161 |
1.0128 |
| S2 |
1.0012 |
1.0012 |
1.0148 |
|
| S3 |
0.9862 |
0.9943 |
1.0134 |
|
| S4 |
0.9712 |
0.9793 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0058 |
0.6% |
75% |
False |
False |
175 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0051 |
0.5% |
75% |
False |
False |
133 |
| 20 |
1.0320 |
1.0080 |
0.0240 |
2.4% |
0.0048 |
0.5% |
47% |
False |
False |
144 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0036 |
0.4% |
58% |
False |
False |
93 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.7% |
0.0031 |
0.3% |
78% |
False |
False |
75 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0032 |
0.3% |
82% |
False |
False |
62 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0031 |
0.3% |
84% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0484 |
|
2.618 |
1.0382 |
|
1.618 |
1.0320 |
|
1.000 |
1.0282 |
|
0.618 |
1.0258 |
|
HIGH |
1.0220 |
|
0.618 |
1.0196 |
|
0.500 |
1.0189 |
|
0.382 |
1.0182 |
|
LOW |
1.0158 |
|
0.618 |
1.0120 |
|
1.000 |
1.0096 |
|
1.618 |
1.0058 |
|
2.618 |
0.9996 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0191 |
1.0192 |
| PP |
1.0190 |
1.0192 |
| S1 |
1.0189 |
1.0192 |
|