CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0126 |
-0.0056 |
-0.5% |
1.0202 |
| High |
1.0203 |
1.0219 |
0.0016 |
0.2% |
1.0246 |
| Low |
1.0105 |
1.0117 |
0.0012 |
0.1% |
1.0153 |
| Close |
1.0117 |
1.0214 |
0.0097 |
1.0% |
1.0193 |
| Range |
0.0098 |
0.0102 |
0.0004 |
4.1% |
0.0093 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.6% |
0.0000 |
| Volume |
109,835 |
94,272 |
-15,563 |
-14.2% |
319,179 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0454 |
1.0270 |
|
| R3 |
1.0387 |
1.0352 |
1.0242 |
|
| R2 |
1.0285 |
1.0285 |
1.0233 |
|
| R1 |
1.0250 |
1.0250 |
1.0223 |
1.0268 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0192 |
| S1 |
1.0148 |
1.0148 |
1.0205 |
1.0166 |
| S2 |
1.0081 |
1.0081 |
1.0195 |
|
| S3 |
0.9979 |
1.0046 |
1.0186 |
|
| S4 |
0.9877 |
0.9944 |
1.0158 |
|
|
| 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% |
0.0072 |
0.7% |
90% |
False |
False |
81,642 |
| 10 |
1.0256 |
1.0103 |
0.0153 |
1.5% |
0.0070 |
0.7% |
73% |
False |
False |
77,559 |
| 20 |
1.0257 |
1.0099 |
0.0158 |
1.5% |
0.0064 |
0.6% |
73% |
False |
False |
77,161 |
| 40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0062 |
0.6% |
56% |
False |
False |
54,933 |
| 60 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0058 |
0.6% |
76% |
False |
False |
36,790 |
| 80 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0057 |
0.6% |
80% |
False |
False |
27,693 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0058 |
0.6% |
82% |
False |
False |
22,206 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
82% |
False |
False |
18,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0653 |
|
2.618 |
1.0486 |
|
1.618 |
1.0384 |
|
1.000 |
1.0321 |
|
0.618 |
1.0282 |
|
HIGH |
1.0219 |
|
0.618 |
1.0180 |
|
0.500 |
1.0168 |
|
0.382 |
1.0156 |
|
LOW |
1.0117 |
|
0.618 |
1.0054 |
|
1.000 |
1.0015 |
|
1.618 |
0.9952 |
|
2.618 |
0.9850 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0199 |
1.0197 |
| PP |
1.0183 |
1.0180 |
| S1 |
1.0168 |
1.0164 |
|