CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0305 |
1.0259 |
-0.0046 |
-0.4% |
1.0227 |
| High |
1.0314 |
1.0272 |
-0.0042 |
-0.4% |
1.0380 |
| Low |
1.0246 |
1.0239 |
-0.0007 |
-0.1% |
1.0213 |
| Close |
1.0249 |
1.0255 |
0.0006 |
0.1% |
1.0307 |
| Range |
0.0068 |
0.0033 |
-0.0035 |
-51.5% |
0.0167 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
20,166 |
345 |
-19,821 |
-98.3% |
551,099 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0338 |
1.0273 |
|
| R3 |
1.0321 |
1.0305 |
1.0264 |
|
| R2 |
1.0288 |
1.0288 |
1.0261 |
|
| R1 |
1.0272 |
1.0272 |
1.0258 |
1.0264 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0251 |
| S1 |
1.0239 |
1.0239 |
1.0252 |
1.0231 |
| S2 |
1.0222 |
1.0222 |
1.0249 |
|
| S3 |
1.0189 |
1.0206 |
1.0246 |
|
| S4 |
1.0156 |
1.0173 |
1.0237 |
|
|
| 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 |
1.0230 |
0.0150 |
1.5% |
0.0075 |
0.7% |
17% |
False |
False |
72,246 |
| 10 |
1.0380 |
1.0079 |
0.0301 |
2.9% |
0.0073 |
0.7% |
58% |
False |
False |
92,500 |
| 20 |
1.0380 |
1.0046 |
0.0334 |
3.3% |
0.0064 |
0.6% |
63% |
False |
False |
86,492 |
| 40 |
1.0380 |
0.9761 |
0.0619 |
6.0% |
0.0060 |
0.6% |
80% |
False |
False |
87,018 |
| 60 |
1.0380 |
0.9632 |
0.0748 |
7.3% |
0.0062 |
0.6% |
83% |
False |
False |
85,149 |
| 80 |
1.0380 |
0.9554 |
0.0826 |
8.1% |
0.0066 |
0.6% |
85% |
False |
False |
72,907 |
| 100 |
1.0380 |
0.9554 |
0.0826 |
8.1% |
0.0067 |
0.7% |
85% |
False |
False |
58,403 |
| 120 |
1.0380 |
0.9554 |
0.0826 |
8.1% |
0.0066 |
0.6% |
85% |
False |
False |
48,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0412 |
|
2.618 |
1.0358 |
|
1.618 |
1.0325 |
|
1.000 |
1.0305 |
|
0.618 |
1.0292 |
|
HIGH |
1.0272 |
|
0.618 |
1.0259 |
|
0.500 |
1.0256 |
|
0.382 |
1.0252 |
|
LOW |
1.0239 |
|
0.618 |
1.0219 |
|
1.000 |
1.0206 |
|
1.618 |
1.0186 |
|
2.618 |
1.0153 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0310 |
| PP |
1.0255 |
1.0291 |
| S1 |
1.0255 |
1.0273 |
|