CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
1.0058 |
0.0016 |
0.2% |
1.0171 |
| High |
1.0078 |
1.0058 |
-0.0020 |
-0.2% |
1.0210 |
| Low |
1.0013 |
1.0014 |
0.0001 |
0.0% |
1.0020 |
| Close |
1.0027 |
1.0027 |
0.0000 |
0.0% |
1.0030 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0190 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
680 |
214 |
-466 |
-68.5% |
904 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0140 |
1.0051 |
|
| R3 |
1.0121 |
1.0096 |
1.0039 |
|
| R2 |
1.0077 |
1.0077 |
1.0035 |
|
| R1 |
1.0052 |
1.0052 |
1.0031 |
1.0043 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0028 |
| S1 |
1.0008 |
1.0008 |
1.0023 |
0.9999 |
| S2 |
0.9989 |
0.9989 |
1.0019 |
|
| S3 |
0.9945 |
0.9964 |
1.0015 |
|
| S4 |
0.9901 |
0.9920 |
1.0003 |
|
|
| 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 |
1.0126 |
0.9994 |
0.0132 |
1.3% |
0.0065 |
0.7% |
25% |
False |
False |
425 |
| 10 |
1.0210 |
0.9994 |
0.0216 |
2.2% |
0.0068 |
0.7% |
15% |
False |
False |
405 |
| 20 |
1.0230 |
0.9994 |
0.0236 |
2.4% |
0.0060 |
0.6% |
14% |
False |
False |
277 |
| 40 |
1.0320 |
0.9994 |
0.0326 |
3.3% |
0.0049 |
0.5% |
10% |
False |
False |
189 |
| 60 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0040 |
0.4% |
35% |
False |
False |
142 |
| 80 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0035 |
0.4% |
52% |
False |
False |
112 |
| 100 |
1.0320 |
0.9600 |
0.0720 |
7.2% |
0.0035 |
0.3% |
59% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0245 |
|
2.618 |
1.0173 |
|
1.618 |
1.0129 |
|
1.000 |
1.0102 |
|
0.618 |
1.0085 |
|
HIGH |
1.0058 |
|
0.618 |
1.0041 |
|
0.500 |
1.0036 |
|
0.382 |
1.0031 |
|
LOW |
1.0014 |
|
0.618 |
0.9987 |
|
1.000 |
0.9970 |
|
1.618 |
0.9943 |
|
2.618 |
0.9899 |
|
4.250 |
0.9827 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0036 |
| PP |
1.0033 |
1.0033 |
| S1 |
1.0030 |
1.0030 |
|