CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0272 |
0.0045 |
0.4% |
1.0132 |
| High |
1.0293 |
1.0292 |
-0.0001 |
0.0% |
1.0239 |
| Low |
1.0226 |
1.0235 |
0.0009 |
0.1% |
1.0079 |
| Close |
1.0272 |
1.0239 |
-0.0033 |
-0.3% |
1.0221 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0160 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
113,577 |
140,734 |
27,157 |
23.9% |
459,539 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0390 |
1.0270 |
|
| R3 |
1.0369 |
1.0333 |
1.0255 |
|
| R2 |
1.0312 |
1.0312 |
1.0249 |
|
| R1 |
1.0276 |
1.0276 |
1.0244 |
1.0266 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0250 |
| S1 |
1.0219 |
1.0219 |
1.0234 |
1.0209 |
| S2 |
1.0198 |
1.0198 |
1.0229 |
|
| S3 |
1.0141 |
1.0162 |
1.0223 |
|
| S4 |
1.0084 |
1.0105 |
1.0208 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0600 |
1.0309 |
|
| R3 |
1.0500 |
1.0440 |
1.0265 |
|
| R2 |
1.0340 |
1.0340 |
1.0250 |
|
| R1 |
1.0280 |
1.0280 |
1.0236 |
1.0310 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0195 |
| S1 |
1.0120 |
1.0120 |
1.0206 |
1.0150 |
| S2 |
1.0020 |
1.0020 |
1.0192 |
|
| S3 |
0.9860 |
0.9960 |
1.0177 |
|
| S4 |
0.9700 |
0.9800 |
1.0133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0293 |
1.0083 |
0.0210 |
2.1% |
0.0069 |
0.7% |
74% |
False |
False |
119,406 |
| 10 |
1.0293 |
1.0064 |
0.0229 |
2.2% |
0.0061 |
0.6% |
76% |
False |
False |
104,419 |
| 20 |
1.0293 |
1.0046 |
0.0247 |
2.4% |
0.0056 |
0.5% |
78% |
False |
False |
88,926 |
| 40 |
1.0293 |
0.9761 |
0.0532 |
5.2% |
0.0058 |
0.6% |
90% |
False |
False |
90,692 |
| 60 |
1.0293 |
0.9632 |
0.0661 |
6.5% |
0.0062 |
0.6% |
92% |
False |
False |
88,308 |
| 80 |
1.0293 |
0.9554 |
0.0739 |
7.2% |
0.0065 |
0.6% |
93% |
False |
False |
70,180 |
| 100 |
1.0293 |
0.9554 |
0.0739 |
7.2% |
0.0066 |
0.6% |
93% |
False |
False |
56,219 |
| 120 |
1.0293 |
0.9554 |
0.0739 |
7.2% |
0.0065 |
0.6% |
93% |
False |
False |
46,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0534 |
|
2.618 |
1.0441 |
|
1.618 |
1.0384 |
|
1.000 |
1.0349 |
|
0.618 |
1.0327 |
|
HIGH |
1.0292 |
|
0.618 |
1.0270 |
|
0.500 |
1.0264 |
|
0.382 |
1.0257 |
|
LOW |
1.0235 |
|
0.618 |
1.0200 |
|
1.000 |
1.0178 |
|
1.618 |
1.0143 |
|
2.618 |
1.0086 |
|
4.250 |
0.9993 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0253 |
| PP |
1.0255 |
1.0248 |
| S1 |
1.0247 |
1.0244 |
|