CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0188 |
0.0028 |
0.3% |
1.0148 |
| High |
1.0230 |
1.0211 |
-0.0019 |
-0.2% |
1.0230 |
| Low |
1.0154 |
1.0170 |
0.0016 |
0.2% |
1.0080 |
| Close |
1.0175 |
1.0211 |
0.0036 |
0.4% |
1.0175 |
| Range |
0.0076 |
0.0041 |
-0.0035 |
-46.1% |
0.0150 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
121 |
420 |
299 |
247.1% |
607 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0307 |
1.0234 |
|
| R3 |
1.0279 |
1.0266 |
1.0222 |
|
| R2 |
1.0238 |
1.0238 |
1.0219 |
|
| R1 |
1.0225 |
1.0225 |
1.0215 |
1.0232 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0201 |
| S1 |
1.0184 |
1.0184 |
1.0207 |
1.0191 |
| S2 |
1.0156 |
1.0156 |
1.0203 |
|
| S3 |
1.0115 |
1.0143 |
1.0200 |
|
| S4 |
1.0074 |
1.0102 |
1.0188 |
|
|
| 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% |
0.0051 |
0.5% |
87% |
False |
False |
168 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0050 |
0.5% |
87% |
False |
False |
128 |
| 20 |
1.0320 |
1.0080 |
0.0240 |
2.4% |
0.0046 |
0.4% |
55% |
False |
False |
144 |
| 40 |
1.0320 |
1.0012 |
0.0308 |
3.0% |
0.0035 |
0.3% |
65% |
False |
False |
92 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.7% |
0.0030 |
0.3% |
81% |
False |
False |
74 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0031 |
0.3% |
85% |
False |
False |
63 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0030 |
0.3% |
86% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0318 |
|
1.618 |
1.0277 |
|
1.000 |
1.0252 |
|
0.618 |
1.0236 |
|
HIGH |
1.0211 |
|
0.618 |
1.0195 |
|
0.500 |
1.0191 |
|
0.382 |
1.0186 |
|
LOW |
1.0170 |
|
0.618 |
1.0145 |
|
1.000 |
1.0129 |
|
1.618 |
1.0104 |
|
2.618 |
1.0063 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0204 |
1.0194 |
| PP |
1.0197 |
1.0177 |
| S1 |
1.0191 |
1.0161 |
|