CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0008 |
-0.0035 |
-0.3% |
1.0044 |
| High |
1.0048 |
1.0012 |
-0.0036 |
-0.4% |
1.0100 |
| Low |
0.9994 |
0.9976 |
-0.0018 |
-0.2% |
0.9994 |
| Close |
0.9999 |
0.9980 |
-0.0019 |
-0.2% |
0.9999 |
| Range |
0.0054 |
0.0036 |
-0.0018 |
-33.3% |
0.0106 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
70,268 |
39,592 |
-30,676 |
-43.7% |
372,246 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0075 |
1.0000 |
|
| R3 |
1.0061 |
1.0039 |
0.9990 |
|
| R2 |
1.0025 |
1.0025 |
0.9987 |
|
| R1 |
1.0003 |
1.0003 |
0.9983 |
0.9996 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9986 |
| S1 |
0.9967 |
0.9967 |
0.9977 |
0.9960 |
| S2 |
0.9953 |
0.9953 |
0.9973 |
|
| S3 |
0.9917 |
0.9931 |
0.9970 |
|
| S4 |
0.9881 |
0.9895 |
0.9960 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0280 |
1.0057 |
|
| R3 |
1.0243 |
1.0174 |
1.0028 |
|
| R2 |
1.0137 |
1.0137 |
1.0018 |
|
| R1 |
1.0068 |
1.0068 |
1.0009 |
1.0050 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0022 |
| S1 |
0.9962 |
0.9962 |
0.9989 |
0.9944 |
| S2 |
0.9925 |
0.9925 |
0.9980 |
|
| S3 |
0.9819 |
0.9856 |
0.9970 |
|
| S4 |
0.9713 |
0.9750 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
0.9976 |
0.0124 |
1.2% |
0.0058 |
0.6% |
3% |
False |
True |
69,079 |
| 10 |
1.0231 |
0.9976 |
0.0255 |
2.6% |
0.0075 |
0.8% |
2% |
False |
True |
79,427 |
| 20 |
1.0256 |
0.9976 |
0.0280 |
2.8% |
0.0067 |
0.7% |
1% |
False |
True |
76,151 |
| 40 |
1.0359 |
0.9976 |
0.0383 |
3.8% |
0.0066 |
0.7% |
1% |
False |
True |
69,511 |
| 60 |
1.0359 |
0.9952 |
0.0407 |
4.1% |
0.0058 |
0.6% |
7% |
False |
False |
46,555 |
| 80 |
1.0359 |
0.9723 |
0.0636 |
6.4% |
0.0058 |
0.6% |
40% |
False |
False |
35,032 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0059 |
0.6% |
49% |
False |
False |
28,083 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.2% |
0.0058 |
0.6% |
53% |
False |
False |
23,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0106 |
|
1.618 |
1.0070 |
|
1.000 |
1.0048 |
|
0.618 |
1.0034 |
|
HIGH |
1.0012 |
|
0.618 |
0.9998 |
|
0.500 |
0.9994 |
|
0.382 |
0.9990 |
|
LOW |
0.9976 |
|
0.618 |
0.9954 |
|
1.000 |
0.9940 |
|
1.618 |
0.9918 |
|
2.618 |
0.9882 |
|
4.250 |
0.9823 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
1.0031 |
| PP |
0.9989 |
1.0014 |
| S1 |
0.9985 |
0.9997 |
|