CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0101 |
-0.0049 |
-0.5% |
1.0188 |
| High |
1.0163 |
1.0192 |
0.0029 |
0.3% |
1.0220 |
| Low |
1.0085 |
1.0101 |
0.0016 |
0.2% |
1.0147 |
| Close |
1.0095 |
1.0192 |
0.0097 |
1.0% |
1.0169 |
| Range |
0.0078 |
0.0091 |
0.0013 |
16.7% |
0.0073 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
6.1% |
0.0000 |
| Volume |
91 |
352 |
261 |
286.8% |
1,997 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0404 |
1.0242 |
|
| R3 |
1.0344 |
1.0313 |
1.0217 |
|
| R2 |
1.0253 |
1.0253 |
1.0209 |
|
| R1 |
1.0222 |
1.0222 |
1.0200 |
1.0238 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0169 |
| S1 |
1.0131 |
1.0131 |
1.0184 |
1.0147 |
| S2 |
1.0071 |
1.0071 |
1.0175 |
|
| S3 |
0.9980 |
1.0040 |
1.0167 |
|
| S4 |
0.9889 |
0.9949 |
1.0142 |
|
|
| 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% |
0.0061 |
0.6% |
93% |
False |
False |
365 |
| 10 |
1.0230 |
1.0085 |
0.0145 |
1.4% |
0.0060 |
0.6% |
74% |
False |
False |
283 |
| 20 |
1.0232 |
1.0080 |
0.0152 |
1.5% |
0.0051 |
0.5% |
74% |
False |
False |
177 |
| 40 |
1.0320 |
1.0017 |
0.0303 |
3.0% |
0.0042 |
0.4% |
58% |
False |
False |
138 |
| 60 |
1.0320 |
0.9762 |
0.0558 |
5.5% |
0.0035 |
0.3% |
77% |
False |
False |
105 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0034 |
0.3% |
82% |
False |
False |
84 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.7% |
0.0033 |
0.3% |
84% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0430 |
|
1.618 |
1.0339 |
|
1.000 |
1.0283 |
|
0.618 |
1.0248 |
|
HIGH |
1.0192 |
|
0.618 |
1.0157 |
|
0.500 |
1.0147 |
|
0.382 |
1.0136 |
|
LOW |
1.0101 |
|
0.618 |
1.0045 |
|
1.000 |
1.0010 |
|
1.618 |
0.9954 |
|
2.618 |
0.9863 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0175 |
| PP |
1.0162 |
1.0158 |
| S1 |
1.0147 |
1.0141 |
|