CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0181 |
0.0034 |
0.3% |
1.0188 |
| High |
1.0200 |
1.0200 |
0.0000 |
0.0% |
1.0220 |
| Low |
1.0147 |
1.0159 |
0.0012 |
0.1% |
1.0147 |
| Close |
1.0175 |
1.0169 |
-0.0006 |
-0.1% |
1.0169 |
| Range |
0.0053 |
0.0041 |
-0.0012 |
-22.6% |
0.0073 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
106 |
1,212 |
1,106 |
1,043.4% |
1,997 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0275 |
1.0192 |
|
| R3 |
1.0258 |
1.0234 |
1.0180 |
|
| R2 |
1.0217 |
1.0217 |
1.0177 |
|
| R1 |
1.0193 |
1.0193 |
1.0173 |
1.0185 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0172 |
| S1 |
1.0152 |
1.0152 |
1.0165 |
1.0144 |
| S2 |
1.0135 |
1.0135 |
1.0161 |
|
| S3 |
1.0094 |
1.0111 |
1.0158 |
|
| S4 |
1.0053 |
1.0070 |
1.0146 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0398 |
1.0356 |
1.0209 |
|
| R3 |
1.0325 |
1.0283 |
1.0189 |
|
| R2 |
1.0252 |
1.0252 |
1.0182 |
|
| R1 |
1.0210 |
1.0210 |
1.0176 |
1.0195 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0171 |
| S1 |
1.0137 |
1.0137 |
1.0162 |
1.0122 |
| S2 |
1.0106 |
1.0106 |
1.0156 |
|
| S3 |
1.0033 |
1.0064 |
1.0149 |
|
| S4 |
0.9960 |
0.9991 |
1.0129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0220 |
1.0147 |
0.0073 |
0.7% |
0.0048 |
0.5% |
30% |
False |
False |
399 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0049 |
0.5% |
59% |
False |
False |
260 |
| 20 |
1.0232 |
1.0080 |
0.0152 |
1.5% |
0.0044 |
0.4% |
59% |
False |
False |
168 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0038 |
0.4% |
50% |
False |
False |
127 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0032 |
0.3% |
74% |
False |
False |
98 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0033 |
0.3% |
79% |
False |
False |
79 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0032 |
0.3% |
81% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0307 |
|
1.618 |
1.0266 |
|
1.000 |
1.0241 |
|
0.618 |
1.0225 |
|
HIGH |
1.0200 |
|
0.618 |
1.0184 |
|
0.500 |
1.0180 |
|
0.382 |
1.0175 |
|
LOW |
1.0159 |
|
0.618 |
1.0134 |
|
1.000 |
1.0118 |
|
1.618 |
1.0093 |
|
2.618 |
1.0052 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0174 |
| PP |
1.0176 |
1.0172 |
| S1 |
1.0173 |
1.0171 |
|