CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0044 |
1.0042 |
-0.0002 |
0.0% |
1.0171 |
| High |
1.0061 |
1.0078 |
0.0017 |
0.2% |
1.0210 |
| Low |
0.9994 |
1.0013 |
0.0019 |
0.2% |
1.0020 |
| Close |
1.0037 |
1.0027 |
-0.0010 |
-0.1% |
1.0030 |
| Range |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0190 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
274 |
680 |
406 |
148.2% |
904 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0196 |
1.0063 |
|
| R3 |
1.0169 |
1.0131 |
1.0045 |
|
| R2 |
1.0104 |
1.0104 |
1.0039 |
|
| R1 |
1.0066 |
1.0066 |
1.0033 |
1.0053 |
| PP |
1.0039 |
1.0039 |
1.0039 |
1.0033 |
| S1 |
1.0001 |
1.0001 |
1.0021 |
0.9988 |
| S2 |
0.9974 |
0.9974 |
1.0015 |
|
| S3 |
0.9909 |
0.9936 |
1.0009 |
|
| S4 |
0.9844 |
0.9871 |
0.9991 |
|
|
| 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 |
0.9994 |
0.0216 |
2.2% |
0.0077 |
0.8% |
15% |
False |
False |
424 |
| 10 |
1.0210 |
0.9994 |
0.0216 |
2.2% |
0.0069 |
0.7% |
15% |
False |
False |
394 |
| 20 |
1.0230 |
0.9994 |
0.0236 |
2.4% |
0.0060 |
0.6% |
14% |
False |
False |
269 |
| 40 |
1.0320 |
0.9994 |
0.0326 |
3.3% |
0.0048 |
0.5% |
10% |
False |
False |
186 |
| 60 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0040 |
0.4% |
35% |
False |
False |
139 |
| 80 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0035 |
0.3% |
52% |
False |
False |
109 |
| 100 |
1.0320 |
0.9579 |
0.0741 |
7.4% |
0.0035 |
0.3% |
60% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0354 |
|
2.618 |
1.0248 |
|
1.618 |
1.0183 |
|
1.000 |
1.0143 |
|
0.618 |
1.0118 |
|
HIGH |
1.0078 |
|
0.618 |
1.0053 |
|
0.500 |
1.0046 |
|
0.382 |
1.0038 |
|
LOW |
1.0013 |
|
0.618 |
0.9973 |
|
1.000 |
0.9948 |
|
1.618 |
0.9908 |
|
2.618 |
0.9843 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0036 |
| PP |
1.0039 |
1.0033 |
| S1 |
1.0033 |
1.0030 |
|