CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0092 |
-0.0008 |
-0.1% |
1.0170 |
| High |
1.0117 |
1.0163 |
0.0046 |
0.5% |
1.0203 |
| Low |
1.0080 |
1.0091 |
0.0011 |
0.1% |
1.0105 |
| Close |
1.0081 |
1.0156 |
0.0075 |
0.7% |
1.0127 |
| Range |
0.0037 |
0.0072 |
0.0035 |
94.6% |
0.0098 |
| ATR |
0.0046 |
0.0048 |
0.0003 |
5.7% |
0.0000 |
| Volume |
31 |
210 |
179 |
577.4% |
273 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0326 |
1.0196 |
|
| R3 |
1.0281 |
1.0254 |
1.0176 |
|
| R2 |
1.0209 |
1.0209 |
1.0169 |
|
| R1 |
1.0182 |
1.0182 |
1.0163 |
1.0196 |
| PP |
1.0137 |
1.0137 |
1.0137 |
1.0143 |
| S1 |
1.0110 |
1.0110 |
1.0149 |
1.0124 |
| S2 |
1.0065 |
1.0065 |
1.0143 |
|
| S3 |
0.9993 |
1.0038 |
1.0136 |
|
| S4 |
0.9921 |
0.9966 |
1.0116 |
|
|
| 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% |
0.0048 |
0.5% |
75% |
False |
False |
116 |
| 10 |
1.0232 |
1.0080 |
0.0152 |
1.5% |
0.0044 |
0.4% |
50% |
False |
False |
86 |
| 20 |
1.0320 |
1.0080 |
0.0240 |
2.4% |
0.0043 |
0.4% |
32% |
False |
False |
123 |
| 40 |
1.0320 |
0.9977 |
0.0343 |
3.4% |
0.0034 |
0.3% |
52% |
False |
False |
81 |
| 60 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0029 |
0.3% |
73% |
False |
False |
65 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0030 |
0.3% |
77% |
False |
False |
57 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0030 |
0.3% |
79% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0469 |
|
2.618 |
1.0351 |
|
1.618 |
1.0279 |
|
1.000 |
1.0235 |
|
0.618 |
1.0207 |
|
HIGH |
1.0163 |
|
0.618 |
1.0135 |
|
0.500 |
1.0127 |
|
0.382 |
1.0119 |
|
LOW |
1.0091 |
|
0.618 |
1.0047 |
|
1.000 |
1.0019 |
|
1.618 |
0.9975 |
|
2.618 |
0.9903 |
|
4.250 |
0.9785 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0145 |
| PP |
1.0137 |
1.0133 |
| S1 |
1.0127 |
1.0122 |
|