CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0147 |
1.0164 |
0.0017 |
0.2% |
1.0223 |
| High |
1.0189 |
1.0173 |
-0.0016 |
-0.2% |
1.0231 |
| Low |
1.0128 |
1.0139 |
0.0011 |
0.1% |
1.0123 |
| Close |
1.0163 |
1.0143 |
-0.0020 |
-0.2% |
1.0149 |
| Range |
0.0061 |
0.0034 |
-0.0027 |
-44.3% |
0.0108 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
78,668 |
70,209 |
-8,459 |
-10.8% |
385,756 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0232 |
1.0162 |
|
| R3 |
1.0220 |
1.0198 |
1.0152 |
|
| R2 |
1.0186 |
1.0186 |
1.0149 |
|
| R1 |
1.0164 |
1.0164 |
1.0146 |
1.0158 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0149 |
| S1 |
1.0130 |
1.0130 |
1.0140 |
1.0124 |
| S2 |
1.0118 |
1.0118 |
1.0137 |
|
| S3 |
1.0084 |
1.0096 |
1.0134 |
|
| S4 |
1.0050 |
1.0062 |
1.0124 |
|
|
| 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 |
1.0205 |
1.0123 |
0.0082 |
0.8% |
0.0059 |
0.6% |
24% |
False |
False |
81,535 |
| 10 |
1.0262 |
1.0123 |
0.0139 |
1.4% |
0.0058 |
0.6% |
14% |
False |
False |
74,917 |
| 20 |
1.0359 |
1.0059 |
0.0300 |
3.0% |
0.0065 |
0.6% |
28% |
False |
False |
66,014 |
| 40 |
1.0359 |
0.9976 |
0.0383 |
3.8% |
0.0055 |
0.5% |
44% |
False |
False |
33,504 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0055 |
0.5% |
66% |
False |
False |
22,491 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
71% |
False |
False |
16,941 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
73% |
False |
False |
13,596 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0054 |
0.5% |
73% |
False |
False |
11,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0262 |
|
1.618 |
1.0228 |
|
1.000 |
1.0207 |
|
0.618 |
1.0194 |
|
HIGH |
1.0173 |
|
0.618 |
1.0160 |
|
0.500 |
1.0156 |
|
0.382 |
1.0152 |
|
LOW |
1.0139 |
|
0.618 |
1.0118 |
|
1.000 |
1.0105 |
|
1.618 |
1.0084 |
|
2.618 |
1.0050 |
|
4.250 |
0.9995 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0167 |
| PP |
1.0152 |
1.0159 |
| S1 |
1.0147 |
1.0151 |
|