CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0177 |
-0.0035 |
-0.3% |
1.0181 |
| High |
1.0227 |
1.0199 |
-0.0028 |
-0.3% |
1.0320 |
| Low |
1.0205 |
1.0150 |
-0.0055 |
-0.5% |
1.0181 |
| Close |
1.0219 |
1.0197 |
-0.0022 |
-0.2% |
1.0260 |
| Range |
0.0022 |
0.0049 |
0.0027 |
122.7% |
0.0139 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
3.7% |
0.0000 |
| Volume |
153 |
65 |
-88 |
-57.5% |
1,137 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0312 |
1.0224 |
|
| R3 |
1.0280 |
1.0263 |
1.0210 |
|
| R2 |
1.0231 |
1.0231 |
1.0206 |
|
| R1 |
1.0214 |
1.0214 |
1.0201 |
1.0223 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0186 |
| S1 |
1.0165 |
1.0165 |
1.0193 |
1.0174 |
| S2 |
1.0133 |
1.0133 |
1.0188 |
|
| S3 |
1.0084 |
1.0116 |
1.0184 |
|
| S4 |
1.0035 |
1.0067 |
1.0170 |
|
|
| 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 |
1.0150 |
0.0170 |
1.7% |
0.0039 |
0.4% |
28% |
False |
True |
252 |
| 10 |
1.0320 |
1.0146 |
0.0174 |
1.7% |
0.0042 |
0.4% |
29% |
False |
False |
160 |
| 20 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0035 |
0.3% |
59% |
False |
False |
98 |
| 40 |
1.0320 |
0.9845 |
0.0475 |
4.7% |
0.0027 |
0.3% |
74% |
False |
False |
70 |
| 60 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0029 |
0.3% |
83% |
False |
False |
54 |
| 80 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0029 |
0.3% |
84% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0327 |
|
1.618 |
1.0278 |
|
1.000 |
1.0248 |
|
0.618 |
1.0229 |
|
HIGH |
1.0199 |
|
0.618 |
1.0180 |
|
0.500 |
1.0175 |
|
0.382 |
1.0169 |
|
LOW |
1.0150 |
|
0.618 |
1.0120 |
|
1.000 |
1.0101 |
|
1.618 |
1.0071 |
|
2.618 |
1.0022 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0190 |
1.0194 |
| PP |
1.0182 |
1.0191 |
| S1 |
1.0175 |
1.0189 |
|