CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0181 |
0.0031 |
0.3% |
1.0105 |
| High |
1.0188 |
1.0198 |
0.0010 |
0.1% |
1.0188 |
| Low |
1.0146 |
1.0181 |
0.0035 |
0.3% |
1.0035 |
| Close |
1.0175 |
1.0183 |
0.0008 |
0.1% |
1.0175 |
| Range |
0.0042 |
0.0017 |
-0.0025 |
-59.5% |
0.0153 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
86 |
36 |
-50 |
-58.1% |
217 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0228 |
1.0192 |
|
| R3 |
1.0221 |
1.0211 |
1.0188 |
|
| R2 |
1.0204 |
1.0204 |
1.0186 |
|
| R1 |
1.0194 |
1.0194 |
1.0185 |
1.0199 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0190 |
| S1 |
1.0177 |
1.0177 |
1.0181 |
1.0182 |
| S2 |
1.0170 |
1.0170 |
1.0180 |
|
| S3 |
1.0153 |
1.0160 |
1.0178 |
|
| S4 |
1.0136 |
1.0143 |
1.0174 |
|
|
| 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 |
1.0198 |
1.0035 |
0.0163 |
1.6% |
0.0042 |
0.4% |
91% |
True |
False |
50 |
| 10 |
1.0198 |
1.0026 |
0.0172 |
1.7% |
0.0029 |
0.3% |
91% |
True |
False |
44 |
| 20 |
1.0198 |
1.0012 |
0.0186 |
1.8% |
0.0025 |
0.2% |
92% |
True |
False |
40 |
| 40 |
1.0198 |
0.9734 |
0.0464 |
4.6% |
0.0022 |
0.2% |
97% |
True |
False |
39 |
| 60 |
1.0198 |
0.9610 |
0.0588 |
5.8% |
0.0026 |
0.3% |
97% |
True |
False |
36 |
| 80 |
1.0198 |
0.9536 |
0.0662 |
6.5% |
0.0027 |
0.3% |
98% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0243 |
|
1.618 |
1.0226 |
|
1.000 |
1.0215 |
|
0.618 |
1.0209 |
|
HIGH |
1.0198 |
|
0.618 |
1.0192 |
|
0.500 |
1.0190 |
|
0.382 |
1.0187 |
|
LOW |
1.0181 |
|
0.618 |
1.0170 |
|
1.000 |
1.0164 |
|
1.618 |
1.0153 |
|
2.618 |
1.0136 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0190 |
1.0166 |
| PP |
1.0187 |
1.0148 |
| S1 |
1.0185 |
1.0131 |
|