CME Canadian Dollar Future June 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 |
1.0090 |
1.0008 |
-0.0082 |
-0.8% |
1.0156 |
| High |
1.0090 |
1.0020 |
-0.0070 |
-0.7% |
1.0169 |
| Low |
1.0008 |
1.0000 |
-0.0008 |
-0.1% |
1.0008 |
| Close |
1.0008 |
1.0007 |
-0.0001 |
0.0% |
1.0008 |
| Range |
0.0082 |
0.0020 |
-0.0062 |
-75.6% |
0.0161 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
12 |
90 |
78 |
650.0% |
91 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0058 |
1.0018 |
|
| R3 |
1.0049 |
1.0038 |
1.0013 |
|
| R2 |
1.0029 |
1.0029 |
1.0011 |
|
| R1 |
1.0018 |
1.0018 |
1.0009 |
1.0014 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0007 |
| S1 |
0.9998 |
0.9998 |
1.0005 |
0.9994 |
| S2 |
0.9989 |
0.9989 |
1.0003 |
|
| S3 |
0.9969 |
0.9978 |
1.0002 |
|
| S4 |
0.9949 |
0.9958 |
0.9996 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0437 |
1.0097 |
|
| R3 |
1.0384 |
1.0276 |
1.0052 |
|
| R2 |
1.0223 |
1.0223 |
1.0038 |
|
| R1 |
1.0115 |
1.0115 |
1.0023 |
1.0089 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0048 |
| S1 |
0.9954 |
0.9954 |
0.9993 |
0.9928 |
| S2 |
0.9901 |
0.9901 |
0.9978 |
|
| S3 |
0.9740 |
0.9793 |
0.9964 |
|
| S4 |
0.9579 |
0.9632 |
0.9919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0169 |
1.0000 |
0.0169 |
1.7% |
0.0044 |
0.4% |
4% |
False |
True |
31 |
| 10 |
1.0169 |
1.0000 |
0.0169 |
1.7% |
0.0027 |
0.3% |
4% |
False |
True |
34 |
| 20 |
1.0200 |
1.0000 |
0.0200 |
2.0% |
0.0024 |
0.2% |
4% |
False |
True |
28 |
| 40 |
1.0254 |
1.0000 |
0.0254 |
2.5% |
0.0022 |
0.2% |
3% |
False |
True |
29 |
| 60 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0019 |
0.2% |
40% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
1.0072 |
|
1.618 |
1.0052 |
|
1.000 |
1.0040 |
|
0.618 |
1.0032 |
|
HIGH |
1.0020 |
|
0.618 |
1.0012 |
|
0.500 |
1.0010 |
|
0.382 |
1.0008 |
|
LOW |
1.0000 |
|
0.618 |
0.9988 |
|
1.000 |
0.9980 |
|
1.618 |
0.9968 |
|
2.618 |
0.9948 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0063 |
| PP |
1.0009 |
1.0044 |
| S1 |
1.0008 |
1.0026 |
|