CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0203 |
0.0033 |
0.3% |
1.0202 |
| High |
1.0226 |
1.0224 |
-0.0002 |
0.0% |
1.0246 |
| Low |
1.0153 |
1.0180 |
0.0027 |
0.3% |
1.0153 |
| Close |
1.0199 |
1.0193 |
-0.0006 |
-0.1% |
1.0193 |
| Range |
0.0073 |
0.0044 |
-0.0029 |
-39.7% |
0.0093 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
65,643 |
62,645 |
-2,998 |
-4.6% |
319,179 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0306 |
1.0217 |
|
| R3 |
1.0287 |
1.0262 |
1.0205 |
|
| R2 |
1.0243 |
1.0243 |
1.0201 |
|
| R1 |
1.0218 |
1.0218 |
1.0197 |
1.0209 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0194 |
| S1 |
1.0174 |
1.0174 |
1.0189 |
1.0165 |
| S2 |
1.0155 |
1.0155 |
1.0185 |
|
| S3 |
1.0111 |
1.0130 |
1.0181 |
|
| S4 |
1.0067 |
1.0086 |
1.0169 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0428 |
1.0244 |
|
| R3 |
1.0383 |
1.0335 |
1.0219 |
|
| R2 |
1.0290 |
1.0290 |
1.0210 |
|
| R1 |
1.0242 |
1.0242 |
1.0202 |
1.0220 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0186 |
| S1 |
1.0149 |
1.0149 |
1.0184 |
1.0127 |
| S2 |
1.0104 |
1.0104 |
1.0176 |
|
| S3 |
1.0011 |
1.0056 |
1.0167 |
|
| S4 |
0.9918 |
0.9963 |
1.0142 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0246 |
1.0153 |
0.0093 |
0.9% |
0.0057 |
0.6% |
43% |
False |
False |
63,835 |
| 10 |
1.0256 |
1.0099 |
0.0157 |
1.5% |
0.0060 |
0.6% |
60% |
False |
False |
73,161 |
| 20 |
1.0294 |
1.0099 |
0.0195 |
1.9% |
0.0059 |
0.6% |
48% |
False |
False |
74,029 |
| 40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0059 |
0.6% |
50% |
False |
False |
47,977 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0057 |
0.6% |
73% |
False |
False |
32,153 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0057 |
0.6% |
78% |
False |
False |
24,204 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
80% |
False |
False |
19,414 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0055 |
0.5% |
80% |
False |
False |
16,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0339 |
|
1.618 |
1.0295 |
|
1.000 |
1.0268 |
|
0.618 |
1.0251 |
|
HIGH |
1.0224 |
|
0.618 |
1.0207 |
|
0.500 |
1.0202 |
|
0.382 |
1.0197 |
|
LOW |
1.0180 |
|
0.618 |
1.0153 |
|
1.000 |
1.0136 |
|
1.618 |
1.0109 |
|
2.618 |
1.0065 |
|
4.250 |
0.9993 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0192 |
| PP |
1.0199 |
1.0191 |
| S1 |
1.0196 |
1.0190 |
|