CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0022 |
1.0044 |
0.0022 |
0.2% |
1.0171 |
| High |
1.0049 |
1.0061 |
0.0012 |
0.1% |
1.0210 |
| Low |
1.0005 |
0.9994 |
-0.0011 |
-0.1% |
1.0020 |
| Close |
1.0028 |
1.0037 |
0.0009 |
0.1% |
1.0030 |
| Range |
0.0044 |
0.0067 |
0.0023 |
52.3% |
0.0190 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.7% |
0.0000 |
| Volume |
771 |
274 |
-497 |
-64.5% |
904 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0201 |
1.0074 |
|
| R3 |
1.0165 |
1.0134 |
1.0055 |
|
| R2 |
1.0098 |
1.0098 |
1.0049 |
|
| R1 |
1.0067 |
1.0067 |
1.0043 |
1.0049 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0022 |
| S1 |
1.0000 |
1.0000 |
1.0031 |
0.9982 |
| S2 |
0.9964 |
0.9964 |
1.0025 |
|
| S3 |
0.9897 |
0.9933 |
1.0019 |
|
| S4 |
0.9830 |
0.9866 |
1.0000 |
|
|
| 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 |
0.9994 |
0.0216 |
2.2% |
0.0082 |
0.8% |
20% |
False |
True |
358 |
| 10 |
1.0210 |
0.9994 |
0.0216 |
2.2% |
0.0067 |
0.7% |
20% |
False |
True |
343 |
| 20 |
1.0230 |
0.9994 |
0.0236 |
2.4% |
0.0059 |
0.6% |
18% |
False |
True |
238 |
| 40 |
1.0320 |
0.9994 |
0.0326 |
3.2% |
0.0048 |
0.5% |
13% |
False |
True |
170 |
| 60 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0038 |
0.4% |
37% |
False |
False |
128 |
| 80 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0034 |
0.3% |
53% |
False |
False |
101 |
| 100 |
1.0320 |
0.9556 |
0.0764 |
7.6% |
0.0034 |
0.3% |
63% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0236 |
|
1.618 |
1.0169 |
|
1.000 |
1.0128 |
|
0.618 |
1.0102 |
|
HIGH |
1.0061 |
|
0.618 |
1.0035 |
|
0.500 |
1.0028 |
|
0.382 |
1.0020 |
|
LOW |
0.9994 |
|
0.618 |
0.9953 |
|
1.000 |
0.9927 |
|
1.618 |
0.9886 |
|
2.618 |
0.9819 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0060 |
| PP |
1.0031 |
1.0052 |
| S1 |
1.0028 |
1.0045 |
|