CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0064 |
1.0150 |
0.0086 |
0.9% |
1.0105 |
| High |
1.0139 |
1.0188 |
0.0049 |
0.5% |
1.0188 |
| Low |
1.0064 |
1.0146 |
0.0082 |
0.8% |
1.0035 |
| Close |
1.0134 |
1.0175 |
0.0041 |
0.4% |
1.0175 |
| Range |
0.0075 |
0.0042 |
-0.0033 |
-44.0% |
0.0153 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.4% |
0.0000 |
| Volume |
38 |
86 |
48 |
126.3% |
217 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0277 |
1.0198 |
|
| R3 |
1.0254 |
1.0235 |
1.0187 |
|
| R2 |
1.0212 |
1.0212 |
1.0183 |
|
| R1 |
1.0193 |
1.0193 |
1.0179 |
1.0203 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0174 |
| S1 |
1.0151 |
1.0151 |
1.0171 |
1.0161 |
| S2 |
1.0128 |
1.0128 |
1.0167 |
|
| S3 |
1.0086 |
1.0109 |
1.0163 |
|
| S4 |
1.0044 |
1.0067 |
1.0152 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0536 |
1.0259 |
|
| R3 |
1.0439 |
1.0383 |
1.0217 |
|
| R2 |
1.0286 |
1.0286 |
1.0203 |
|
| R1 |
1.0230 |
1.0230 |
1.0189 |
1.0258 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0147 |
| S1 |
1.0077 |
1.0077 |
1.0161 |
1.0105 |
| S2 |
0.9980 |
0.9980 |
1.0147 |
|
| S3 |
0.9827 |
0.9924 |
1.0133 |
|
| S4 |
0.9674 |
0.9771 |
1.0091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0188 |
1.0035 |
0.0153 |
1.5% |
0.0039 |
0.4% |
92% |
True |
False |
48 |
| 10 |
1.0188 |
1.0026 |
0.0162 |
1.6% |
0.0028 |
0.3% |
92% |
True |
False |
40 |
| 20 |
1.0188 |
0.9977 |
0.0211 |
2.1% |
0.0026 |
0.3% |
94% |
True |
False |
39 |
| 40 |
1.0188 |
0.9734 |
0.0454 |
4.5% |
0.0022 |
0.2% |
97% |
True |
False |
39 |
| 60 |
1.0188 |
0.9610 |
0.0578 |
5.7% |
0.0026 |
0.3% |
98% |
True |
False |
36 |
| 80 |
1.0188 |
0.9536 |
0.0652 |
6.4% |
0.0027 |
0.3% |
98% |
True |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0367 |
|
2.618 |
1.0298 |
|
1.618 |
1.0256 |
|
1.000 |
1.0230 |
|
0.618 |
1.0214 |
|
HIGH |
1.0188 |
|
0.618 |
1.0172 |
|
0.500 |
1.0167 |
|
0.382 |
1.0162 |
|
LOW |
1.0146 |
|
0.618 |
1.0120 |
|
1.000 |
1.0104 |
|
1.618 |
1.0078 |
|
2.618 |
1.0036 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0154 |
| PP |
1.0170 |
1.0133 |
| S1 |
1.0167 |
1.0112 |
|