CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0126 |
1.0214 |
0.0088 |
0.9% |
1.0202 |
High |
1.0219 |
1.0231 |
0.0012 |
0.1% |
1.0246 |
Low |
1.0117 |
1.0128 |
0.0011 |
0.1% |
1.0153 |
Close |
1.0214 |
1.0135 |
-0.0079 |
-0.8% |
1.0193 |
Range |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0093 |
ATR |
0.0065 |
0.0068 |
0.0003 |
4.2% |
0.0000 |
Volume |
94,272 |
88,079 |
-6,193 |
-6.6% |
319,179 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0474 |
1.0407 |
1.0192 |
|
R3 |
1.0371 |
1.0304 |
1.0163 |
|
R2 |
1.0268 |
1.0268 |
1.0154 |
|
R1 |
1.0201 |
1.0201 |
1.0144 |
1.0183 |
PP |
1.0165 |
1.0165 |
1.0165 |
1.0156 |
S1 |
1.0098 |
1.0098 |
1.0126 |
1.0080 |
S2 |
1.0062 |
1.0062 |
1.0116 |
|
S3 |
0.9959 |
0.9995 |
1.0107 |
|
S4 |
0.9856 |
0.9892 |
1.0078 |
|
|
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 |
1.0231 |
1.0105 |
0.0126 |
1.2% |
0.0078 |
0.8% |
24% |
True |
False |
86,129 |
10 |
1.0256 |
1.0105 |
0.0151 |
1.5% |
0.0072 |
0.7% |
20% |
False |
False |
77,559 |
20 |
1.0257 |
1.0099 |
0.0158 |
1.6% |
0.0066 |
0.6% |
23% |
False |
False |
77,595 |
40 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0063 |
0.6% |
33% |
False |
False |
57,121 |
60 |
1.0359 |
0.9814 |
0.0545 |
5.4% |
0.0058 |
0.6% |
59% |
False |
False |
38,248 |
80 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0058 |
0.6% |
70% |
False |
False |
28,791 |
100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0058 |
0.6% |
72% |
False |
False |
23,083 |
120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0057 |
0.6% |
72% |
False |
False |
19,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0669 |
2.618 |
1.0501 |
1.618 |
1.0398 |
1.000 |
1.0334 |
0.618 |
1.0295 |
HIGH |
1.0231 |
0.618 |
1.0192 |
0.500 |
1.0180 |
0.382 |
1.0167 |
LOW |
1.0128 |
0.618 |
1.0064 |
1.000 |
1.0025 |
1.618 |
0.9961 |
2.618 |
0.9858 |
4.250 |
0.9690 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0180 |
1.0168 |
PP |
1.0165 |
1.0157 |
S1 |
1.0150 |
1.0146 |
|