CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0022 |
-0.0104 |
-1.0% |
1.0171 |
| High |
1.0126 |
1.0049 |
-0.0077 |
-0.8% |
1.0210 |
| Low |
1.0020 |
1.0005 |
-0.0015 |
-0.1% |
1.0020 |
| Close |
1.0030 |
1.0028 |
-0.0002 |
0.0% |
1.0030 |
| Range |
0.0106 |
0.0044 |
-0.0062 |
-58.5% |
0.0190 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
189 |
771 |
582 |
307.9% |
904 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0138 |
1.0052 |
|
| R3 |
1.0115 |
1.0094 |
1.0040 |
|
| R2 |
1.0071 |
1.0071 |
1.0036 |
|
| R1 |
1.0050 |
1.0050 |
1.0032 |
1.0061 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0033 |
| S1 |
1.0006 |
1.0006 |
1.0024 |
1.0017 |
| S2 |
0.9983 |
0.9983 |
1.0020 |
|
| S3 |
0.9939 |
0.9962 |
1.0016 |
|
| S4 |
0.9895 |
0.9918 |
1.0004 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0533 |
1.0135 |
|
| R3 |
1.0467 |
1.0343 |
1.0082 |
|
| R2 |
1.0277 |
1.0277 |
1.0065 |
|
| R1 |
1.0153 |
1.0153 |
1.0047 |
1.0120 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0070 |
| S1 |
0.9963 |
0.9963 |
1.0013 |
0.9930 |
| S2 |
0.9897 |
0.9897 |
0.9995 |
|
| S3 |
0.9707 |
0.9773 |
0.9978 |
|
| S4 |
0.9517 |
0.9583 |
0.9926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0210 |
1.0005 |
0.0205 |
2.0% |
0.0084 |
0.8% |
11% |
False |
True |
321 |
| 10 |
1.0220 |
1.0005 |
0.0215 |
2.1% |
0.0066 |
0.7% |
11% |
False |
True |
325 |
| 20 |
1.0230 |
1.0005 |
0.0225 |
2.2% |
0.0058 |
0.6% |
10% |
False |
True |
226 |
| 40 |
1.0320 |
1.0005 |
0.0315 |
3.1% |
0.0047 |
0.5% |
7% |
False |
True |
164 |
| 60 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0037 |
0.4% |
35% |
False |
False |
123 |
| 80 |
1.0320 |
0.9630 |
0.0690 |
6.9% |
0.0035 |
0.4% |
58% |
False |
False |
98 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0034 |
0.3% |
63% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0164 |
|
1.618 |
1.0120 |
|
1.000 |
1.0093 |
|
0.618 |
1.0076 |
|
HIGH |
1.0049 |
|
0.618 |
1.0032 |
|
0.500 |
1.0027 |
|
0.382 |
1.0022 |
|
LOW |
1.0005 |
|
0.618 |
0.9978 |
|
1.000 |
0.9961 |
|
1.618 |
0.9934 |
|
2.618 |
0.9890 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0108 |
| PP |
1.0027 |
1.0081 |
| S1 |
1.0027 |
1.0055 |
|