CME Canadian Dollar Future December 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 |
1.0249 |
1.0223 |
-0.0026 |
-0.3% |
1.0110 |
| High |
1.0270 |
1.0325 |
0.0055 |
0.5% |
1.0216 |
| Low |
1.0215 |
1.0209 |
-0.0006 |
-0.1% |
1.0059 |
| Close |
1.0219 |
1.0292 |
0.0073 |
0.7% |
1.0200 |
| Range |
0.0055 |
0.0116 |
0.0061 |
110.9% |
0.0157 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
8.0% |
0.0000 |
| Volume |
72,031 |
95,669 |
23,638 |
32.8% |
41,784 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0574 |
1.0356 |
|
| R3 |
1.0507 |
1.0458 |
1.0324 |
|
| R2 |
1.0391 |
1.0391 |
1.0313 |
|
| R1 |
1.0342 |
1.0342 |
1.0303 |
1.0367 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0288 |
| S1 |
1.0226 |
1.0226 |
1.0281 |
1.0251 |
| S2 |
1.0159 |
1.0159 |
1.0271 |
|
| S3 |
1.0043 |
1.0110 |
1.0260 |
|
| S4 |
0.9927 |
0.9994 |
1.0228 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0572 |
1.0286 |
|
| R3 |
1.0472 |
1.0415 |
1.0243 |
|
| R2 |
1.0315 |
1.0315 |
1.0229 |
|
| R1 |
1.0258 |
1.0258 |
1.0214 |
1.0287 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0173 |
| S1 |
1.0101 |
1.0101 |
1.0186 |
1.0130 |
| S2 |
1.0001 |
1.0001 |
1.0171 |
|
| S3 |
0.9844 |
0.9944 |
1.0157 |
|
| S4 |
0.9687 |
0.9787 |
1.0114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0325 |
1.0147 |
0.0178 |
1.7% |
0.0068 |
0.7% |
81% |
True |
False |
55,568 |
| 10 |
1.0325 |
1.0046 |
0.0279 |
2.7% |
0.0066 |
0.6% |
88% |
True |
False |
30,942 |
| 20 |
1.0325 |
1.0026 |
0.0299 |
2.9% |
0.0056 |
0.5% |
89% |
True |
False |
15,859 |
| 40 |
1.0325 |
0.9745 |
0.0580 |
5.6% |
0.0054 |
0.5% |
94% |
True |
False |
8,177 |
| 60 |
1.0325 |
0.9620 |
0.0705 |
6.8% |
0.0055 |
0.5% |
95% |
True |
False |
5,569 |
| 80 |
1.0325 |
0.9545 |
0.0780 |
7.6% |
0.0056 |
0.5% |
96% |
True |
False |
4,238 |
| 100 |
1.0325 |
0.9545 |
0.0780 |
7.6% |
0.0054 |
0.5% |
96% |
True |
False |
3,409 |
| 120 |
1.0325 |
0.9545 |
0.0780 |
7.6% |
0.0051 |
0.5% |
96% |
True |
False |
2,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0629 |
|
1.618 |
1.0513 |
|
1.000 |
1.0441 |
|
0.618 |
1.0397 |
|
HIGH |
1.0325 |
|
0.618 |
1.0281 |
|
0.500 |
1.0267 |
|
0.382 |
1.0253 |
|
LOW |
1.0209 |
|
0.618 |
1.0137 |
|
1.000 |
1.0093 |
|
1.618 |
1.0021 |
|
2.618 |
0.9905 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0283 |
| PP |
1.0275 |
1.0275 |
| S1 |
1.0267 |
1.0266 |
|