CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0244 |
1.0322 |
0.0078 |
0.8% |
1.0227 |
| High |
1.0346 |
1.0380 |
0.0034 |
0.3% |
1.0380 |
| Low |
1.0230 |
1.0280 |
0.0050 |
0.5% |
1.0213 |
| Close |
1.0313 |
1.0307 |
-0.0006 |
-0.1% |
1.0307 |
| Range |
0.0116 |
0.0100 |
-0.0016 |
-13.8% |
0.0167 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.2% |
0.0000 |
| Volume |
145,684 |
54,301 |
-91,383 |
-62.7% |
551,099 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0565 |
1.0362 |
|
| R3 |
1.0522 |
1.0465 |
1.0335 |
|
| R2 |
1.0422 |
1.0422 |
1.0325 |
|
| R1 |
1.0365 |
1.0365 |
1.0316 |
1.0344 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0312 |
| S1 |
1.0265 |
1.0265 |
1.0298 |
1.0244 |
| S2 |
1.0222 |
1.0222 |
1.0289 |
|
| S3 |
1.0122 |
1.0165 |
1.0280 |
|
| S4 |
1.0022 |
1.0065 |
1.0252 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0721 |
1.0399 |
|
| R3 |
1.0634 |
1.0554 |
1.0353 |
|
| R2 |
1.0467 |
1.0467 |
1.0338 |
|
| R1 |
1.0387 |
1.0387 |
1.0322 |
1.0427 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0320 |
| S1 |
1.0220 |
1.0220 |
1.0292 |
1.0260 |
| S2 |
1.0133 |
1.0133 |
1.0276 |
|
| S3 |
0.9966 |
1.0053 |
1.0261 |
|
| S4 |
0.9799 |
0.9886 |
1.0215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0380 |
1.0213 |
0.0167 |
1.6% |
0.0075 |
0.7% |
56% |
True |
False |
110,219 |
| 10 |
1.0380 |
1.0066 |
0.0314 |
3.0% |
0.0075 |
0.7% |
77% |
True |
False |
112,270 |
| 20 |
1.0380 |
1.0046 |
0.0334 |
3.2% |
0.0062 |
0.6% |
78% |
True |
False |
91,632 |
| 40 |
1.0380 |
0.9761 |
0.0619 |
6.0% |
0.0061 |
0.6% |
88% |
True |
False |
91,381 |
| 60 |
1.0380 |
0.9632 |
0.0748 |
7.3% |
0.0063 |
0.6% |
90% |
True |
False |
88,361 |
| 80 |
1.0380 |
0.9554 |
0.0826 |
8.0% |
0.0066 |
0.6% |
91% |
True |
False |
72,663 |
| 100 |
1.0380 |
0.9554 |
0.0826 |
8.0% |
0.0067 |
0.6% |
91% |
True |
False |
58,211 |
| 120 |
1.0380 |
0.9554 |
0.0826 |
8.0% |
0.0066 |
0.6% |
91% |
True |
False |
48,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0805 |
|
2.618 |
1.0642 |
|
1.618 |
1.0542 |
|
1.000 |
1.0480 |
|
0.618 |
1.0442 |
|
HIGH |
1.0380 |
|
0.618 |
1.0342 |
|
0.500 |
1.0330 |
|
0.382 |
1.0318 |
|
LOW |
1.0280 |
|
0.618 |
1.0218 |
|
1.000 |
1.0180 |
|
1.618 |
1.0118 |
|
2.618 |
1.0018 |
|
4.250 |
0.9855 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0306 |
| PP |
1.0322 |
1.0306 |
| S1 |
1.0315 |
1.0305 |
|