CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0207 |
1.0212 |
0.0005 |
0.0% |
1.0181 |
| High |
1.0222 |
1.0227 |
0.0005 |
0.0% |
1.0320 |
| Low |
1.0196 |
1.0205 |
0.0009 |
0.1% |
1.0181 |
| Close |
1.0210 |
1.0219 |
0.0009 |
0.1% |
1.0260 |
| Range |
0.0026 |
0.0022 |
-0.0004 |
-15.4% |
0.0139 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
42 |
153 |
111 |
264.3% |
1,137 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0273 |
1.0231 |
|
| R3 |
1.0261 |
1.0251 |
1.0225 |
|
| R2 |
1.0239 |
1.0239 |
1.0223 |
|
| R1 |
1.0229 |
1.0229 |
1.0221 |
1.0234 |
| PP |
1.0217 |
1.0217 |
1.0217 |
1.0220 |
| S1 |
1.0207 |
1.0207 |
1.0217 |
1.0212 |
| S2 |
1.0195 |
1.0195 |
1.0215 |
|
| S3 |
1.0173 |
1.0185 |
1.0213 |
|
| S4 |
1.0151 |
1.0163 |
1.0207 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0604 |
1.0336 |
|
| R3 |
1.0532 |
1.0465 |
1.0298 |
|
| R2 |
1.0393 |
1.0393 |
1.0285 |
|
| R1 |
1.0326 |
1.0326 |
1.0273 |
1.0360 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0270 |
| S1 |
1.0187 |
1.0187 |
1.0247 |
1.0221 |
| S2 |
1.0115 |
1.0115 |
1.0235 |
|
| S3 |
0.9976 |
1.0048 |
1.0222 |
|
| S4 |
0.9837 |
0.9909 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0320 |
1.0188 |
0.0132 |
1.3% |
0.0051 |
0.5% |
23% |
False |
False |
247 |
| 10 |
1.0320 |
1.0064 |
0.0256 |
2.5% |
0.0044 |
0.4% |
61% |
False |
False |
158 |
| 20 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0034 |
0.3% |
67% |
False |
False |
98 |
| 40 |
1.0320 |
0.9762 |
0.0558 |
5.5% |
0.0027 |
0.3% |
82% |
False |
False |
69 |
| 60 |
1.0320 |
0.9610 |
0.0710 |
6.9% |
0.0028 |
0.3% |
86% |
False |
False |
53 |
| 80 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0028 |
0.3% |
87% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0285 |
|
1.618 |
1.0263 |
|
1.000 |
1.0249 |
|
0.618 |
1.0241 |
|
HIGH |
1.0227 |
|
0.618 |
1.0219 |
|
0.500 |
1.0216 |
|
0.382 |
1.0213 |
|
LOW |
1.0205 |
|
0.618 |
1.0191 |
|
1.000 |
1.0183 |
|
1.618 |
1.0169 |
|
2.618 |
1.0147 |
|
4.250 |
1.0112 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0217 |
| PP |
1.0217 |
1.0214 |
| S1 |
1.0216 |
1.0212 |
|