CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0064 |
1.0064 |
0.0000 |
0.0% |
1.0204 |
High |
1.0088 |
1.0100 |
0.0012 |
0.1% |
1.0231 |
Low |
1.0012 |
1.0029 |
0.0017 |
0.2% |
1.0034 |
Close |
1.0059 |
1.0048 |
-0.0011 |
-0.1% |
1.0052 |
Range |
0.0076 |
0.0071 |
-0.0005 |
-6.6% |
0.0197 |
ATR |
0.0069 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
Volume |
96,022 |
74,604 |
-21,418 |
-22.3% |
458,253 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0272 |
1.0231 |
1.0087 |
|
R3 |
1.0201 |
1.0160 |
1.0068 |
|
R2 |
1.0130 |
1.0130 |
1.0061 |
|
R1 |
1.0089 |
1.0089 |
1.0055 |
1.0074 |
PP |
1.0059 |
1.0059 |
1.0059 |
1.0052 |
S1 |
1.0018 |
1.0018 |
1.0041 |
1.0003 |
S2 |
0.9988 |
0.9988 |
1.0035 |
|
S3 |
0.9917 |
0.9947 |
1.0028 |
|
S4 |
0.9846 |
0.9876 |
1.0009 |
|
|
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% |
0.0082 |
0.8% |
16% |
False |
False |
83,078 |
10 |
1.0231 |
1.0012 |
0.0219 |
2.2% |
0.0077 |
0.8% |
16% |
False |
False |
82,360 |
20 |
1.0256 |
1.0012 |
0.0244 |
2.4% |
0.0069 |
0.7% |
15% |
False |
False |
80,072 |
40 |
1.0359 |
1.0012 |
0.0347 |
3.5% |
0.0066 |
0.7% |
10% |
False |
False |
65,227 |
60 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0060 |
0.6% |
34% |
False |
False |
43,663 |
80 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0058 |
0.6% |
51% |
False |
False |
32,860 |
100 |
1.0359 |
0.9579 |
0.0780 |
7.8% |
0.0059 |
0.6% |
60% |
False |
False |
26,343 |
120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
62% |
False |
False |
21,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0402 |
2.618 |
1.0286 |
1.618 |
1.0215 |
1.000 |
1.0171 |
0.618 |
1.0144 |
HIGH |
1.0100 |
0.618 |
1.0073 |
0.500 |
1.0065 |
0.382 |
1.0056 |
LOW |
1.0029 |
0.618 |
0.9985 |
1.000 |
0.9958 |
1.618 |
0.9914 |
2.618 |
0.9843 |
4.250 |
0.9727 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0065 |
1.0056 |
PP |
1.0059 |
1.0053 |
S1 |
1.0054 |
1.0051 |
|