CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0044 |
1.0064 |
0.0020 |
0.2% |
1.0204 |
| High |
1.0071 |
1.0088 |
0.0017 |
0.2% |
1.0231 |
| Low |
1.0023 |
1.0012 |
-0.0011 |
-0.1% |
1.0034 |
| Close |
1.0049 |
1.0059 |
0.0010 |
0.1% |
1.0052 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.3% |
0.0197 |
| ATR |
0.0069 |
0.0069 |
0.0001 |
0.7% |
0.0000 |
| Volume |
66,440 |
96,022 |
29,582 |
44.5% |
458,253 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0246 |
1.0101 |
|
| R3 |
1.0205 |
1.0170 |
1.0080 |
|
| R2 |
1.0129 |
1.0129 |
1.0073 |
|
| R1 |
1.0094 |
1.0094 |
1.0066 |
1.0074 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0043 |
| S1 |
1.0018 |
1.0018 |
1.0052 |
0.9998 |
| S2 |
0.9977 |
0.9977 |
1.0045 |
|
| S3 |
0.9901 |
0.9942 |
1.0038 |
|
| S4 |
0.9825 |
0.9866 |
1.0017 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0571 |
1.0160 |
|
| R3 |
1.0500 |
1.0374 |
1.0106 |
|
| R2 |
1.0303 |
1.0303 |
1.0088 |
|
| R1 |
1.0177 |
1.0177 |
1.0070 |
1.0142 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0088 |
| S1 |
0.9980 |
0.9980 |
1.0034 |
0.9945 |
| S2 |
0.9909 |
0.9909 |
1.0016 |
|
| S3 |
0.9712 |
0.9783 |
0.9998 |
|
| S4 |
0.9515 |
0.9586 |
0.9944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0231 |
1.0012 |
0.0219 |
2.2% |
0.0088 |
0.9% |
21% |
False |
True |
87,012 |
| 10 |
1.0231 |
1.0012 |
0.0219 |
2.2% |
0.0075 |
0.7% |
21% |
False |
True |
81,674 |
| 20 |
1.0256 |
1.0012 |
0.0244 |
2.4% |
0.0069 |
0.7% |
19% |
False |
True |
80,556 |
| 40 |
1.0359 |
1.0012 |
0.0347 |
3.4% |
0.0066 |
0.7% |
14% |
False |
True |
63,371 |
| 60 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0059 |
0.6% |
36% |
False |
False |
42,432 |
| 80 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0058 |
0.6% |
53% |
False |
False |
31,940 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0059 |
0.6% |
63% |
False |
False |
25,600 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
63% |
False |
False |
21,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0287 |
|
1.618 |
1.0211 |
|
1.000 |
1.0164 |
|
0.618 |
1.0135 |
|
HIGH |
1.0088 |
|
0.618 |
1.0059 |
|
0.500 |
1.0050 |
|
0.382 |
1.0041 |
|
LOW |
1.0012 |
|
0.618 |
0.9965 |
|
1.000 |
0.9936 |
|
1.618 |
0.9889 |
|
2.618 |
0.9813 |
|
4.250 |
0.9689 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0078 |
| PP |
1.0053 |
1.0072 |
| S1 |
1.0050 |
1.0065 |
|