CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0100 |
-0.0043 |
-0.4% |
1.0170 |
| High |
1.0146 |
1.0117 |
-0.0029 |
-0.3% |
1.0203 |
| Low |
1.0119 |
1.0080 |
-0.0039 |
-0.4% |
1.0105 |
| Close |
1.0121 |
1.0081 |
-0.0040 |
-0.4% |
1.0127 |
| Range |
0.0027 |
0.0037 |
0.0010 |
37.0% |
0.0098 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
62 |
31 |
-31 |
-50.0% |
273 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0179 |
1.0101 |
|
| R3 |
1.0167 |
1.0142 |
1.0091 |
|
| R2 |
1.0130 |
1.0130 |
1.0088 |
|
| R1 |
1.0105 |
1.0105 |
1.0084 |
1.0099 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0090 |
| S1 |
1.0068 |
1.0068 |
1.0078 |
1.0062 |
| S2 |
1.0056 |
1.0056 |
1.0074 |
|
| S3 |
1.0019 |
1.0031 |
1.0071 |
|
| S4 |
0.9982 |
0.9994 |
1.0061 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0381 |
1.0181 |
|
| R3 |
1.0341 |
1.0283 |
1.0154 |
|
| R2 |
1.0243 |
1.0243 |
1.0145 |
|
| R1 |
1.0185 |
1.0185 |
1.0136 |
1.0165 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0135 |
| S1 |
1.0087 |
1.0087 |
1.0118 |
1.0067 |
| S2 |
1.0047 |
1.0047 |
1.0109 |
|
| S3 |
0.9949 |
0.9989 |
1.0100 |
|
| S4 |
0.9851 |
0.9891 |
1.0073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0182 |
1.0080 |
0.0102 |
1.0% |
0.0042 |
0.4% |
1% |
False |
True |
88 |
| 10 |
1.0232 |
1.0080 |
0.0152 |
1.5% |
0.0042 |
0.4% |
1% |
False |
True |
72 |
| 20 |
1.0320 |
1.0064 |
0.0256 |
2.5% |
0.0043 |
0.4% |
7% |
False |
False |
115 |
| 40 |
1.0320 |
0.9975 |
0.0345 |
3.4% |
0.0033 |
0.3% |
31% |
False |
False |
83 |
| 60 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0028 |
0.3% |
60% |
False |
False |
62 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0029 |
0.3% |
66% |
False |
False |
56 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0029 |
0.3% |
70% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0214 |
|
1.618 |
1.0177 |
|
1.000 |
1.0154 |
|
0.618 |
1.0140 |
|
HIGH |
1.0117 |
|
0.618 |
1.0103 |
|
0.500 |
1.0099 |
|
0.382 |
1.0094 |
|
LOW |
1.0080 |
|
0.618 |
1.0057 |
|
1.000 |
1.0043 |
|
1.618 |
1.0020 |
|
2.618 |
0.9983 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0123 |
| PP |
1.0093 |
1.0109 |
| S1 |
1.0087 |
1.0095 |
|