CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0239 |
1.0230 |
-0.0009 |
-0.1% |
1.0105 |
| High |
1.0242 |
1.0230 |
-0.0012 |
-0.1% |
1.0188 |
| Low |
1.0226 |
1.0191 |
-0.0035 |
-0.3% |
1.0035 |
| Close |
1.0226 |
1.0193 |
-0.0033 |
-0.3% |
1.0175 |
| Range |
0.0016 |
0.0039 |
0.0023 |
143.8% |
0.0153 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
103 |
83 |
-20 |
-19.4% |
217 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0322 |
1.0296 |
1.0214 |
|
| R3 |
1.0283 |
1.0257 |
1.0204 |
|
| R2 |
1.0244 |
1.0244 |
1.0200 |
|
| R1 |
1.0218 |
1.0218 |
1.0197 |
1.0212 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0201 |
| S1 |
1.0179 |
1.0179 |
1.0189 |
1.0173 |
| S2 |
1.0166 |
1.0166 |
1.0186 |
|
| S3 |
1.0127 |
1.0140 |
1.0182 |
|
| S4 |
1.0088 |
1.0101 |
1.0172 |
|
|
| 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 |
1.0242 |
1.0064 |
0.0178 |
1.7% |
0.0038 |
0.4% |
72% |
False |
False |
69 |
| 10 |
1.0242 |
1.0026 |
0.0216 |
2.1% |
0.0027 |
0.3% |
77% |
False |
False |
54 |
| 20 |
1.0242 |
1.0017 |
0.0225 |
2.2% |
0.0026 |
0.3% |
78% |
False |
False |
45 |
| 40 |
1.0242 |
0.9734 |
0.0508 |
5.0% |
0.0023 |
0.2% |
90% |
False |
False |
43 |
| 60 |
1.0242 |
0.9610 |
0.0632 |
6.2% |
0.0027 |
0.3% |
92% |
False |
False |
35 |
| 80 |
1.0242 |
0.9536 |
0.0706 |
6.9% |
0.0027 |
0.3% |
93% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0332 |
|
1.618 |
1.0293 |
|
1.000 |
1.0269 |
|
0.618 |
1.0254 |
|
HIGH |
1.0230 |
|
0.618 |
1.0215 |
|
0.500 |
1.0211 |
|
0.382 |
1.0206 |
|
LOW |
1.0191 |
|
0.618 |
1.0167 |
|
1.000 |
1.0152 |
|
1.618 |
1.0128 |
|
2.618 |
1.0089 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0212 |
| PP |
1.0205 |
1.0205 |
| S1 |
1.0199 |
1.0199 |
|