CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0147 |
-0.0040 |
-0.4% |
1.0148 |
| High |
1.0192 |
1.0200 |
0.0008 |
0.1% |
1.0230 |
| Low |
1.0148 |
1.0147 |
-0.0001 |
0.0% |
1.0080 |
| Close |
1.0154 |
1.0175 |
0.0021 |
0.2% |
1.0175 |
| Range |
0.0044 |
0.0053 |
0.0009 |
20.5% |
0.0150 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.4% |
0.0000 |
| Volume |
163 |
106 |
-57 |
-35.0% |
607 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0307 |
1.0204 |
|
| R3 |
1.0280 |
1.0254 |
1.0190 |
|
| R2 |
1.0227 |
1.0227 |
1.0185 |
|
| R1 |
1.0201 |
1.0201 |
1.0180 |
1.0214 |
| PP |
1.0174 |
1.0174 |
1.0174 |
1.0181 |
| S1 |
1.0148 |
1.0148 |
1.0170 |
1.0161 |
| S2 |
1.0121 |
1.0121 |
1.0165 |
|
| S3 |
1.0068 |
1.0095 |
1.0160 |
|
| S4 |
1.0015 |
1.0042 |
1.0146 |
|
|
| 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 |
1.0147 |
0.0083 |
0.8% |
0.0055 |
0.5% |
34% |
False |
True |
181 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0052 |
0.5% |
63% |
False |
False |
148 |
| 20 |
1.0320 |
1.0080 |
0.0240 |
2.4% |
0.0046 |
0.4% |
40% |
False |
False |
151 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0038 |
0.4% |
52% |
False |
False |
98 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0032 |
0.3% |
75% |
False |
False |
78 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0032 |
0.3% |
80% |
False |
False |
64 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0031 |
0.3% |
82% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0339 |
|
1.618 |
1.0286 |
|
1.000 |
1.0253 |
|
0.618 |
1.0233 |
|
HIGH |
1.0200 |
|
0.618 |
1.0180 |
|
0.500 |
1.0174 |
|
0.382 |
1.0167 |
|
LOW |
1.0147 |
|
0.618 |
1.0114 |
|
1.000 |
1.0094 |
|
1.618 |
1.0061 |
|
2.618 |
1.0008 |
|
4.250 |
0.9922 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0184 |
| PP |
1.0174 |
1.0181 |
| S1 |
1.0174 |
1.0178 |
|