CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 21-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0177 |
1.0232 |
0.0055 |
0.5% |
1.0225 |
High |
1.0199 |
1.0232 |
0.0033 |
0.3% |
1.0232 |
Low |
1.0150 |
1.0193 |
0.0043 |
0.4% |
1.0150 |
Close |
1.0197 |
1.0193 |
-0.0004 |
0.0% |
1.0193 |
Range |
0.0049 |
0.0039 |
-0.0010 |
-20.4% |
0.0082 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
65 |
106 |
41 |
63.1% |
491 |
|
Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0323 |
1.0297 |
1.0214 |
|
R3 |
1.0284 |
1.0258 |
1.0204 |
|
R2 |
1.0245 |
1.0245 |
1.0200 |
|
R1 |
1.0219 |
1.0219 |
1.0197 |
1.0213 |
PP |
1.0206 |
1.0206 |
1.0206 |
1.0203 |
S1 |
1.0180 |
1.0180 |
1.0189 |
1.0174 |
S2 |
1.0167 |
1.0167 |
1.0186 |
|
S3 |
1.0128 |
1.0141 |
1.0182 |
|
S4 |
1.0089 |
1.0102 |
1.0172 |
|
|
Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0438 |
1.0397 |
1.0238 |
|
R3 |
1.0356 |
1.0315 |
1.0216 |
|
R2 |
1.0274 |
1.0274 |
1.0208 |
|
R1 |
1.0233 |
1.0233 |
1.0201 |
1.0213 |
PP |
1.0192 |
1.0192 |
1.0192 |
1.0181 |
S1 |
1.0151 |
1.0151 |
1.0185 |
1.0131 |
S2 |
1.0110 |
1.0110 |
1.0178 |
|
S3 |
1.0028 |
1.0069 |
1.0170 |
|
S4 |
0.9946 |
0.9987 |
1.0148 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0232 |
1.0150 |
0.0082 |
0.8% |
0.0031 |
0.3% |
52% |
True |
False |
98 |
10 |
1.0320 |
1.0150 |
0.0170 |
1.7% |
0.0041 |
0.4% |
25% |
False |
False |
162 |
20 |
1.0320 |
1.0026 |
0.0294 |
2.9% |
0.0035 |
0.3% |
57% |
False |
False |
101 |
40 |
1.0320 |
0.9869 |
0.0451 |
4.4% |
0.0027 |
0.3% |
72% |
False |
False |
73 |
60 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0029 |
0.3% |
82% |
False |
False |
56 |
80 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0029 |
0.3% |
84% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0398 |
2.618 |
1.0334 |
1.618 |
1.0295 |
1.000 |
1.0271 |
0.618 |
1.0256 |
HIGH |
1.0232 |
0.618 |
1.0217 |
0.500 |
1.0213 |
0.382 |
1.0208 |
LOW |
1.0193 |
0.618 |
1.0169 |
1.000 |
1.0154 |
1.618 |
1.0130 |
2.618 |
1.0091 |
4.250 |
1.0027 |
|
|
Fisher Pivots for day following 21-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0213 |
1.0192 |
PP |
1.0206 |
1.0192 |
S1 |
1.0200 |
1.0191 |
|