CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0187 |
-0.0023 |
-0.2% |
1.0148 |
| High |
1.0220 |
1.0192 |
-0.0028 |
-0.3% |
1.0230 |
| Low |
1.0158 |
1.0148 |
-0.0010 |
-0.1% |
1.0080 |
| Close |
1.0192 |
1.0154 |
-0.0038 |
-0.4% |
1.0175 |
| Range |
0.0062 |
0.0044 |
-0.0018 |
-29.0% |
0.0150 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
96 |
163 |
67 |
69.8% |
607 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0269 |
1.0178 |
|
| R3 |
1.0253 |
1.0225 |
1.0166 |
|
| R2 |
1.0209 |
1.0209 |
1.0162 |
|
| R1 |
1.0181 |
1.0181 |
1.0158 |
1.0173 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0161 |
| S1 |
1.0137 |
1.0137 |
1.0150 |
1.0129 |
| S2 |
1.0121 |
1.0121 |
1.0146 |
|
| S3 |
1.0077 |
1.0093 |
1.0142 |
|
| S4 |
1.0033 |
1.0049 |
1.0130 |
|
|
| 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 |
1.0091 |
0.0139 |
1.4% |
0.0059 |
0.6% |
45% |
False |
False |
202 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0051 |
0.5% |
49% |
False |
False |
145 |
| 20 |
1.0320 |
1.0080 |
0.0240 |
2.4% |
0.0048 |
0.5% |
31% |
False |
False |
148 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0037 |
0.4% |
45% |
False |
False |
96 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0031 |
0.3% |
72% |
False |
False |
78 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0032 |
0.3% |
77% |
False |
False |
63 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0031 |
0.3% |
79% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0307 |
|
1.618 |
1.0263 |
|
1.000 |
1.0236 |
|
0.618 |
1.0219 |
|
HIGH |
1.0192 |
|
0.618 |
1.0175 |
|
0.500 |
1.0170 |
|
0.382 |
1.0165 |
|
LOW |
1.0148 |
|
0.618 |
1.0121 |
|
1.000 |
1.0104 |
|
1.618 |
1.0077 |
|
2.618 |
1.0033 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0170 |
1.0184 |
| PP |
1.0165 |
1.0174 |
| S1 |
1.0159 |
1.0164 |
|