CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0160 |
0.0068 |
0.7% |
1.0148 |
| High |
1.0163 |
1.0230 |
0.0067 |
0.7% |
1.0230 |
| Low |
1.0091 |
1.0154 |
0.0063 |
0.6% |
1.0080 |
| Close |
1.0156 |
1.0175 |
0.0019 |
0.2% |
1.0175 |
| Range |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0150 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.1% |
0.0000 |
| Volume |
210 |
121 |
-89 |
-42.4% |
607 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0371 |
1.0217 |
|
| R3 |
1.0338 |
1.0295 |
1.0196 |
|
| R2 |
1.0262 |
1.0262 |
1.0189 |
|
| R1 |
1.0219 |
1.0219 |
1.0182 |
1.0241 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0197 |
| S1 |
1.0143 |
1.0143 |
1.0168 |
1.0165 |
| S2 |
1.0110 |
1.0110 |
1.0161 |
|
| S3 |
1.0034 |
1.0067 |
1.0154 |
|
| S4 |
0.9958 |
0.9991 |
1.0133 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0543 |
1.0258 |
|
| R3 |
1.0462 |
1.0393 |
1.0216 |
|
| R2 |
1.0312 |
1.0312 |
1.0203 |
|
| R1 |
1.0243 |
1.0243 |
1.0189 |
1.0278 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0179 |
| S1 |
1.0093 |
1.0093 |
1.0161 |
1.0128 |
| S2 |
1.0012 |
1.0012 |
1.0148 |
|
| S3 |
0.9862 |
0.9943 |
1.0134 |
|
| S4 |
0.9712 |
0.9793 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0050 |
0.5% |
63% |
True |
False |
121 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0048 |
0.5% |
63% |
True |
False |
88 |
| 20 |
1.0320 |
1.0080 |
0.0240 |
2.4% |
0.0045 |
0.4% |
40% |
False |
False |
125 |
| 40 |
1.0320 |
0.9977 |
0.0343 |
3.4% |
0.0035 |
0.3% |
58% |
False |
False |
82 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0029 |
0.3% |
75% |
False |
False |
67 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0030 |
0.3% |
80% |
False |
False |
58 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0030 |
0.3% |
82% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0553 |
|
2.618 |
1.0429 |
|
1.618 |
1.0353 |
|
1.000 |
1.0306 |
|
0.618 |
1.0277 |
|
HIGH |
1.0230 |
|
0.618 |
1.0201 |
|
0.500 |
1.0192 |
|
0.382 |
1.0183 |
|
LOW |
1.0154 |
|
0.618 |
1.0107 |
|
1.000 |
1.0078 |
|
1.618 |
1.0031 |
|
2.618 |
0.9955 |
|
4.250 |
0.9831 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0168 |
| PP |
1.0186 |
1.0162 |
| S1 |
1.0181 |
1.0155 |
|