CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0182 |
-0.0022 |
-0.2% |
1.0202 |
| High |
1.0222 |
1.0203 |
-0.0019 |
-0.2% |
1.0246 |
| Low |
1.0177 |
1.0105 |
-0.0072 |
-0.7% |
1.0153 |
| Close |
1.0203 |
1.0117 |
-0.0086 |
-0.8% |
1.0193 |
| Range |
0.0045 |
0.0098 |
0.0053 |
117.8% |
0.0093 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.7% |
0.0000 |
| Volume |
75,818 |
109,835 |
34,017 |
44.9% |
319,179 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0374 |
1.0171 |
|
| R3 |
1.0338 |
1.0276 |
1.0144 |
|
| R2 |
1.0240 |
1.0240 |
1.0135 |
|
| R1 |
1.0178 |
1.0178 |
1.0126 |
1.0160 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0133 |
| S1 |
1.0080 |
1.0080 |
1.0108 |
1.0062 |
| S2 |
1.0044 |
1.0044 |
1.0099 |
|
| S3 |
0.9946 |
0.9982 |
1.0090 |
|
| S4 |
0.9848 |
0.9884 |
1.0063 |
|
|
| 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 |
1.0226 |
1.0105 |
0.0121 |
1.2% |
0.0062 |
0.6% |
10% |
False |
True |
76,336 |
| 10 |
1.0256 |
1.0099 |
0.0157 |
1.6% |
0.0064 |
0.6% |
11% |
False |
False |
76,838 |
| 20 |
1.0262 |
1.0099 |
0.0163 |
1.6% |
0.0061 |
0.6% |
11% |
False |
False |
75,878 |
| 40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0061 |
0.6% |
27% |
False |
False |
52,585 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0057 |
0.6% |
61% |
False |
False |
35,227 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0057 |
0.6% |
67% |
False |
False |
26,518 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
70% |
False |
False |
21,267 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
70% |
False |
False |
17,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0460 |
|
1.618 |
1.0362 |
|
1.000 |
1.0301 |
|
0.618 |
1.0264 |
|
HIGH |
1.0203 |
|
0.618 |
1.0166 |
|
0.500 |
1.0154 |
|
0.382 |
1.0142 |
|
LOW |
1.0105 |
|
0.618 |
1.0044 |
|
1.000 |
1.0007 |
|
1.618 |
0.9946 |
|
2.618 |
0.9848 |
|
4.250 |
0.9689 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0165 |
| PP |
1.0142 |
1.0149 |
| S1 |
1.0129 |
1.0133 |
|