CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0200 |
0.0099 |
1.0% |
1.0188 |
| High |
1.0192 |
1.0210 |
0.0018 |
0.2% |
1.0220 |
| Low |
1.0101 |
1.0108 |
0.0007 |
0.1% |
1.0147 |
| Close |
1.0192 |
1.0113 |
-0.0079 |
-0.8% |
1.0169 |
| Range |
0.0091 |
0.0102 |
0.0011 |
12.1% |
0.0073 |
| ATR |
0.0055 |
0.0059 |
0.0003 |
6.0% |
0.0000 |
| Volume |
352 |
206 |
-146 |
-41.5% |
1,997 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0383 |
1.0169 |
|
| R3 |
1.0348 |
1.0281 |
1.0141 |
|
| R2 |
1.0246 |
1.0246 |
1.0132 |
|
| R1 |
1.0179 |
1.0179 |
1.0122 |
1.0162 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0135 |
| S1 |
1.0077 |
1.0077 |
1.0104 |
1.0060 |
| S2 |
1.0042 |
1.0042 |
1.0094 |
|
| S3 |
0.9940 |
0.9975 |
1.0085 |
|
| S4 |
0.9838 |
0.9873 |
1.0057 |
|
|
| 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 |
1.0210 |
1.0085 |
0.0125 |
1.2% |
0.0071 |
0.7% |
22% |
True |
False |
385 |
| 10 |
1.0230 |
1.0085 |
0.0145 |
1.4% |
0.0063 |
0.6% |
19% |
False |
False |
283 |
| 20 |
1.0232 |
1.0080 |
0.0152 |
1.5% |
0.0054 |
0.5% |
22% |
False |
False |
184 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0044 |
0.4% |
32% |
False |
False |
141 |
| 60 |
1.0320 |
0.9845 |
0.0475 |
4.7% |
0.0036 |
0.4% |
56% |
False |
False |
108 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0035 |
0.3% |
71% |
False |
False |
87 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0034 |
0.3% |
74% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0644 |
|
2.618 |
1.0477 |
|
1.618 |
1.0375 |
|
1.000 |
1.0312 |
|
0.618 |
1.0273 |
|
HIGH |
1.0210 |
|
0.618 |
1.0171 |
|
0.500 |
1.0159 |
|
0.382 |
1.0147 |
|
LOW |
1.0108 |
|
0.618 |
1.0045 |
|
1.000 |
1.0006 |
|
1.618 |
0.9943 |
|
2.618 |
0.9841 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0148 |
| PP |
1.0144 |
1.0136 |
| S1 |
1.0128 |
1.0125 |
|