CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0110 |
-0.0033 |
-0.3% |
1.0223 |
| High |
1.0147 |
1.0187 |
0.0040 |
0.4% |
1.0231 |
| Low |
1.0099 |
1.0103 |
0.0004 |
0.0% |
1.0123 |
| Close |
1.0103 |
1.0178 |
0.0075 |
0.7% |
1.0149 |
| Range |
0.0048 |
0.0084 |
0.0036 |
75.0% |
0.0108 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.1% |
0.0000 |
| Volume |
87,059 |
88,083 |
1,024 |
1.2% |
385,756 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0377 |
1.0224 |
|
| R3 |
1.0324 |
1.0293 |
1.0201 |
|
| R2 |
1.0240 |
1.0240 |
1.0193 |
|
| R1 |
1.0209 |
1.0209 |
1.0186 |
1.0225 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0164 |
| S1 |
1.0125 |
1.0125 |
1.0170 |
1.0141 |
| S2 |
1.0072 |
1.0072 |
1.0163 |
|
| S3 |
0.9988 |
1.0041 |
1.0155 |
|
| S4 |
0.9904 |
0.9957 |
1.0132 |
|
|
| 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 |
1.0099 |
0.0106 |
1.0% |
0.0060 |
0.6% |
75% |
False |
False |
83,467 |
| 10 |
1.0257 |
1.0099 |
0.0158 |
1.6% |
0.0059 |
0.6% |
50% |
False |
False |
77,631 |
| 20 |
1.0359 |
1.0099 |
0.0260 |
2.6% |
0.0063 |
0.6% |
30% |
False |
False |
73,634 |
| 40 |
1.0359 |
0.9995 |
0.0364 |
3.6% |
0.0056 |
0.6% |
50% |
False |
False |
37,865 |
| 60 |
1.0359 |
0.9723 |
0.0636 |
6.2% |
0.0055 |
0.5% |
72% |
False |
False |
25,398 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.5% |
76% |
False |
False |
19,119 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
78% |
False |
False |
15,346 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0054 |
0.5% |
78% |
False |
False |
12,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0544 |
|
2.618 |
1.0407 |
|
1.618 |
1.0323 |
|
1.000 |
1.0271 |
|
0.618 |
1.0239 |
|
HIGH |
1.0187 |
|
0.618 |
1.0155 |
|
0.500 |
1.0145 |
|
0.382 |
1.0135 |
|
LOW |
1.0103 |
|
0.618 |
1.0051 |
|
1.000 |
1.0019 |
|
1.618 |
0.9967 |
|
2.618 |
0.9883 |
|
4.250 |
0.9746 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0166 |
| PP |
1.0156 |
1.0155 |
| S1 |
1.0145 |
1.0143 |
|