CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0150 |
-0.0021 |
-0.2% |
1.0188 |
| High |
1.0196 |
1.0163 |
-0.0033 |
-0.3% |
1.0220 |
| Low |
1.0155 |
1.0085 |
-0.0070 |
-0.7% |
1.0147 |
| Close |
1.0180 |
1.0095 |
-0.0085 |
-0.8% |
1.0169 |
| Range |
0.0041 |
0.0078 |
0.0037 |
90.2% |
0.0073 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.7% |
0.0000 |
| Volume |
66 |
91 |
25 |
37.9% |
1,997 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0300 |
1.0138 |
|
| R3 |
1.0270 |
1.0222 |
1.0116 |
|
| R2 |
1.0192 |
1.0192 |
1.0109 |
|
| R1 |
1.0144 |
1.0144 |
1.0102 |
1.0129 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0107 |
| S1 |
1.0066 |
1.0066 |
1.0088 |
1.0051 |
| S2 |
1.0036 |
1.0036 |
1.0081 |
|
| S3 |
0.9958 |
0.9988 |
1.0074 |
|
| S4 |
0.9880 |
0.9910 |
1.0052 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0398 |
1.0356 |
1.0209 |
|
| R3 |
1.0325 |
1.0283 |
1.0189 |
|
| R2 |
1.0252 |
1.0252 |
1.0182 |
|
| R1 |
1.0210 |
1.0210 |
1.0176 |
1.0195 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0171 |
| S1 |
1.0137 |
1.0137 |
1.0162 |
1.0122 |
| S2 |
1.0106 |
1.0106 |
1.0156 |
|
| S3 |
1.0033 |
1.0064 |
1.0149 |
|
| S4 |
0.9960 |
0.9991 |
1.0129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0200 |
1.0085 |
0.0115 |
1.1% |
0.0051 |
0.5% |
9% |
False |
True |
327 |
| 10 |
1.0230 |
1.0080 |
0.0150 |
1.5% |
0.0055 |
0.5% |
10% |
False |
False |
251 |
| 20 |
1.0232 |
1.0080 |
0.0152 |
1.5% |
0.0047 |
0.5% |
10% |
False |
False |
167 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0041 |
0.4% |
26% |
False |
False |
129 |
| 60 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0034 |
0.3% |
62% |
False |
False |
100 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0034 |
0.3% |
68% |
False |
False |
80 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0032 |
0.3% |
71% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0495 |
|
2.618 |
1.0367 |
|
1.618 |
1.0289 |
|
1.000 |
1.0241 |
|
0.618 |
1.0211 |
|
HIGH |
1.0163 |
|
0.618 |
1.0133 |
|
0.500 |
1.0124 |
|
0.382 |
1.0115 |
|
LOW |
1.0085 |
|
0.618 |
1.0037 |
|
1.000 |
1.0007 |
|
1.618 |
0.9959 |
|
2.618 |
0.9881 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0143 |
| PP |
1.0114 |
1.0127 |
| S1 |
1.0105 |
1.0111 |
|