CME Canadian Dollar Future December 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 |
1.0223 |
1.0300 |
0.0077 |
0.8% |
1.0210 |
| High |
1.0325 |
1.0359 |
0.0034 |
0.3% |
1.0359 |
| Low |
1.0209 |
1.0260 |
0.0051 |
0.5% |
1.0196 |
| Close |
1.0292 |
1.0285 |
-0.0007 |
-0.1% |
1.0285 |
| Range |
0.0116 |
0.0099 |
-0.0017 |
-14.7% |
0.0163 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.8% |
0.0000 |
| Volume |
95,669 |
121,845 |
26,176 |
27.4% |
388,006 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0598 |
1.0541 |
1.0339 |
|
| R3 |
1.0499 |
1.0442 |
1.0312 |
|
| R2 |
1.0400 |
1.0400 |
1.0303 |
|
| R1 |
1.0343 |
1.0343 |
1.0294 |
1.0322 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0291 |
| S1 |
1.0244 |
1.0244 |
1.0276 |
1.0223 |
| S2 |
1.0202 |
1.0202 |
1.0267 |
|
| S3 |
1.0103 |
1.0145 |
1.0258 |
|
| S4 |
1.0004 |
1.0046 |
1.0231 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0690 |
1.0375 |
|
| R3 |
1.0606 |
1.0527 |
1.0330 |
|
| R2 |
1.0443 |
1.0443 |
1.0315 |
|
| R1 |
1.0364 |
1.0364 |
1.0300 |
1.0404 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0300 |
| S1 |
1.0201 |
1.0201 |
1.0270 |
1.0241 |
| S2 |
1.0117 |
1.0117 |
1.0255 |
|
| S3 |
0.9954 |
1.0038 |
1.0240 |
|
| S4 |
0.9791 |
0.9875 |
1.0195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0359 |
1.0196 |
0.0163 |
1.6% |
0.0074 |
0.7% |
55% |
True |
False |
77,601 |
| 10 |
1.0359 |
1.0050 |
0.0309 |
3.0% |
0.0072 |
0.7% |
76% |
True |
False |
43,099 |
| 20 |
1.0359 |
1.0026 |
0.0333 |
3.2% |
0.0059 |
0.6% |
78% |
True |
False |
21,925 |
| 40 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0055 |
0.5% |
88% |
True |
False |
11,215 |
| 60 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0056 |
0.5% |
90% |
True |
False |
7,595 |
| 80 |
1.0359 |
0.9545 |
0.0814 |
7.9% |
0.0056 |
0.5% |
91% |
True |
False |
5,760 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
7.9% |
0.0055 |
0.5% |
91% |
True |
False |
4,627 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
7.9% |
0.0052 |
0.5% |
91% |
True |
False |
3,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0780 |
|
2.618 |
1.0618 |
|
1.618 |
1.0519 |
|
1.000 |
1.0458 |
|
0.618 |
1.0420 |
|
HIGH |
1.0359 |
|
0.618 |
1.0321 |
|
0.500 |
1.0310 |
|
0.382 |
1.0298 |
|
LOW |
1.0260 |
|
0.618 |
1.0199 |
|
1.000 |
1.0161 |
|
1.618 |
1.0100 |
|
2.618 |
1.0001 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0285 |
| PP |
1.0301 |
1.0284 |
| S1 |
1.0293 |
1.0284 |
|