CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0126 |
-0.0074 |
-0.7% |
1.0171 |
| High |
1.0210 |
1.0126 |
-0.0084 |
-0.8% |
1.0210 |
| Low |
1.0108 |
1.0020 |
-0.0088 |
-0.9% |
1.0020 |
| Close |
1.0113 |
1.0030 |
-0.0083 |
-0.8% |
1.0030 |
| Range |
0.0102 |
0.0106 |
0.0004 |
3.9% |
0.0190 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.7% |
0.0000 |
| Volume |
206 |
189 |
-17 |
-8.3% |
904 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0309 |
1.0088 |
|
| R3 |
1.0271 |
1.0203 |
1.0059 |
|
| R2 |
1.0165 |
1.0165 |
1.0049 |
|
| R1 |
1.0097 |
1.0097 |
1.0040 |
1.0078 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0049 |
| S1 |
0.9991 |
0.9991 |
1.0020 |
0.9972 |
| S2 |
0.9953 |
0.9953 |
1.0011 |
|
| S3 |
0.9847 |
0.9885 |
1.0001 |
|
| S4 |
0.9741 |
0.9779 |
0.9972 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0533 |
1.0135 |
|
| R3 |
1.0467 |
1.0343 |
1.0082 |
|
| R2 |
1.0277 |
1.0277 |
1.0065 |
|
| R1 |
1.0153 |
1.0153 |
1.0047 |
1.0120 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0070 |
| S1 |
0.9963 |
0.9963 |
1.0013 |
0.9930 |
| S2 |
0.9897 |
0.9897 |
0.9995 |
|
| S3 |
0.9707 |
0.9773 |
0.9978 |
|
| S4 |
0.9517 |
0.9583 |
0.9926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0210 |
1.0020 |
0.0190 |
1.9% |
0.0084 |
0.8% |
5% |
False |
True |
180 |
| 10 |
1.0220 |
1.0020 |
0.0200 |
2.0% |
0.0066 |
0.7% |
5% |
False |
True |
290 |
| 20 |
1.0230 |
1.0020 |
0.0210 |
2.1% |
0.0057 |
0.6% |
5% |
False |
True |
189 |
| 40 |
1.0320 |
1.0020 |
0.0300 |
3.0% |
0.0046 |
0.5% |
3% |
False |
True |
145 |
| 60 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0037 |
0.4% |
36% |
False |
False |
111 |
| 80 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
59% |
False |
False |
89 |
| 100 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0034 |
0.3% |
63% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0577 |
|
2.618 |
1.0404 |
|
1.618 |
1.0298 |
|
1.000 |
1.0232 |
|
0.618 |
1.0192 |
|
HIGH |
1.0126 |
|
0.618 |
1.0086 |
|
0.500 |
1.0073 |
|
0.382 |
1.0060 |
|
LOW |
1.0020 |
|
0.618 |
0.9954 |
|
1.000 |
0.9914 |
|
1.618 |
0.9848 |
|
2.618 |
0.9742 |
|
4.250 |
0.9570 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0115 |
| PP |
1.0059 |
1.0087 |
| S1 |
1.0044 |
1.0058 |
|