CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0244 |
-0.0028 |
-0.3% |
1.0132 |
| High |
1.0292 |
1.0346 |
0.0054 |
0.5% |
1.0239 |
| Low |
1.0235 |
1.0230 |
-0.0005 |
0.0% |
1.0079 |
| Close |
1.0239 |
1.0313 |
0.0074 |
0.7% |
1.0221 |
| Range |
0.0057 |
0.0116 |
0.0059 |
103.5% |
0.0160 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.9% |
0.0000 |
| Volume |
140,734 |
145,684 |
4,950 |
3.5% |
459,539 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0595 |
1.0377 |
|
| R3 |
1.0528 |
1.0479 |
1.0345 |
|
| R2 |
1.0412 |
1.0412 |
1.0334 |
|
| R1 |
1.0363 |
1.0363 |
1.0324 |
1.0388 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0309 |
| S1 |
1.0247 |
1.0247 |
1.0302 |
1.0272 |
| S2 |
1.0180 |
1.0180 |
1.0292 |
|
| S3 |
1.0064 |
1.0131 |
1.0281 |
|
| S4 |
0.9948 |
1.0015 |
1.0249 |
|
|
| 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 |
1.0346 |
1.0166 |
0.0180 |
1.7% |
0.0070 |
0.7% |
82% |
True |
False |
124,208 |
| 10 |
1.0346 |
1.0064 |
0.0282 |
2.7% |
0.0069 |
0.7% |
88% |
True |
False |
112,837 |
| 20 |
1.0346 |
1.0046 |
0.0300 |
2.9% |
0.0059 |
0.6% |
89% |
True |
False |
92,500 |
| 40 |
1.0346 |
0.9761 |
0.0585 |
5.7% |
0.0060 |
0.6% |
94% |
True |
False |
92,427 |
| 60 |
1.0346 |
0.9632 |
0.0714 |
6.9% |
0.0062 |
0.6% |
95% |
True |
False |
89,176 |
| 80 |
1.0346 |
0.9554 |
0.0792 |
7.7% |
0.0066 |
0.6% |
96% |
True |
False |
71,989 |
| 100 |
1.0346 |
0.9554 |
0.0792 |
7.7% |
0.0066 |
0.6% |
96% |
True |
False |
57,671 |
| 120 |
1.0346 |
0.9554 |
0.0792 |
7.7% |
0.0065 |
0.6% |
96% |
True |
False |
48,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0650 |
|
1.618 |
1.0534 |
|
1.000 |
1.0462 |
|
0.618 |
1.0418 |
|
HIGH |
1.0346 |
|
0.618 |
1.0302 |
|
0.500 |
1.0288 |
|
0.382 |
1.0274 |
|
LOW |
1.0230 |
|
0.618 |
1.0158 |
|
1.000 |
1.0114 |
|
1.618 |
1.0042 |
|
2.618 |
0.9926 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0304 |
| PP |
1.0296 |
1.0295 |
| S1 |
1.0288 |
1.0286 |
|