CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0147 |
-0.0035 |
-0.3% |
1.0223 |
| High |
1.0205 |
1.0189 |
-0.0016 |
-0.2% |
1.0231 |
| Low |
1.0132 |
1.0128 |
-0.0004 |
0.0% |
1.0123 |
| Close |
1.0149 |
1.0163 |
0.0014 |
0.1% |
1.0149 |
| Range |
0.0073 |
0.0061 |
-0.0012 |
-16.4% |
0.0108 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
93,319 |
78,668 |
-14,651 |
-15.7% |
385,756 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0314 |
1.0197 |
|
| R3 |
1.0282 |
1.0253 |
1.0180 |
|
| R2 |
1.0221 |
1.0221 |
1.0174 |
|
| R1 |
1.0192 |
1.0192 |
1.0169 |
1.0207 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0167 |
| S1 |
1.0131 |
1.0131 |
1.0157 |
1.0146 |
| S2 |
1.0099 |
1.0099 |
1.0152 |
|
| S3 |
1.0038 |
1.0070 |
1.0146 |
|
| S4 |
0.9977 |
1.0009 |
1.0129 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0428 |
1.0208 |
|
| R3 |
1.0384 |
1.0320 |
1.0179 |
|
| R2 |
1.0276 |
1.0276 |
1.0169 |
|
| R1 |
1.0212 |
1.0212 |
1.0159 |
1.0190 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0157 |
| S1 |
1.0104 |
1.0104 |
1.0139 |
1.0082 |
| S2 |
1.0060 |
1.0060 |
1.0129 |
|
| S3 |
0.9952 |
0.9996 |
1.0119 |
|
| S4 |
0.9844 |
0.9888 |
1.0090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0231 |
1.0123 |
0.0108 |
1.1% |
0.0064 |
0.6% |
37% |
False |
False |
82,462 |
| 10 |
1.0262 |
1.0123 |
0.0139 |
1.4% |
0.0058 |
0.6% |
29% |
False |
False |
74,503 |
| 20 |
1.0359 |
1.0059 |
0.0300 |
3.0% |
0.0065 |
0.6% |
35% |
False |
False |
62,871 |
| 40 |
1.0359 |
0.9952 |
0.0407 |
4.0% |
0.0054 |
0.5% |
52% |
False |
False |
31,757 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0055 |
0.5% |
69% |
False |
False |
21,326 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0057 |
0.6% |
73% |
False |
False |
16,066 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
76% |
False |
False |
12,895 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0054 |
0.5% |
76% |
False |
False |
10,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0448 |
|
2.618 |
1.0349 |
|
1.618 |
1.0288 |
|
1.000 |
1.0250 |
|
0.618 |
1.0227 |
|
HIGH |
1.0189 |
|
0.618 |
1.0166 |
|
0.500 |
1.0159 |
|
0.382 |
1.0151 |
|
LOW |
1.0128 |
|
0.618 |
1.0090 |
|
1.000 |
1.0067 |
|
1.618 |
1.0029 |
|
2.618 |
0.9968 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0167 |
| PP |
1.0160 |
1.0165 |
| S1 |
1.0159 |
1.0164 |
|