CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
1.0016 |
-0.0042 |
-0.4% |
1.0022 |
| High |
1.0058 |
1.0023 |
-0.0035 |
-0.3% |
1.0078 |
| Low |
1.0014 |
0.9975 |
-0.0039 |
-0.4% |
0.9975 |
| Close |
1.0027 |
0.9978 |
-0.0049 |
-0.5% |
0.9978 |
| Range |
0.0044 |
0.0048 |
0.0004 |
9.1% |
0.0103 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
214 |
878 |
664 |
310.3% |
2,817 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0105 |
1.0004 |
|
| R3 |
1.0088 |
1.0057 |
0.9991 |
|
| R2 |
1.0040 |
1.0040 |
0.9987 |
|
| R1 |
1.0009 |
1.0009 |
0.9982 |
1.0001 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9988 |
| S1 |
0.9961 |
0.9961 |
0.9974 |
0.9953 |
| S2 |
0.9944 |
0.9944 |
0.9969 |
|
| S3 |
0.9896 |
0.9913 |
0.9965 |
|
| S4 |
0.9848 |
0.9865 |
0.9952 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0252 |
1.0035 |
|
| R3 |
1.0216 |
1.0149 |
1.0006 |
|
| R2 |
1.0113 |
1.0113 |
0.9997 |
|
| R1 |
1.0046 |
1.0046 |
0.9987 |
1.0028 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0002 |
| S1 |
0.9943 |
0.9943 |
0.9969 |
0.9925 |
| S2 |
0.9907 |
0.9907 |
0.9959 |
|
| S3 |
0.9804 |
0.9840 |
0.9950 |
|
| S4 |
0.9701 |
0.9737 |
0.9921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0078 |
0.9975 |
0.0103 |
1.0% |
0.0054 |
0.5% |
3% |
False |
True |
563 |
| 10 |
1.0210 |
0.9975 |
0.0235 |
2.4% |
0.0069 |
0.7% |
1% |
False |
True |
372 |
| 20 |
1.0230 |
0.9975 |
0.0255 |
2.6% |
0.0059 |
0.6% |
1% |
False |
True |
316 |
| 40 |
1.0320 |
0.9975 |
0.0345 |
3.5% |
0.0050 |
0.5% |
1% |
False |
True |
211 |
| 60 |
1.0320 |
0.9930 |
0.0390 |
3.9% |
0.0040 |
0.4% |
12% |
False |
False |
157 |
| 80 |
1.0320 |
0.9715 |
0.0605 |
6.1% |
0.0036 |
0.4% |
43% |
False |
False |
123 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0035 |
0.3% |
52% |
False |
False |
112 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0033 |
0.3% |
56% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0227 |
|
2.618 |
1.0149 |
|
1.618 |
1.0101 |
|
1.000 |
1.0071 |
|
0.618 |
1.0053 |
|
HIGH |
1.0023 |
|
0.618 |
1.0005 |
|
0.500 |
0.9999 |
|
0.382 |
0.9993 |
|
LOW |
0.9975 |
|
0.618 |
0.9945 |
|
1.000 |
0.9927 |
|
1.618 |
0.9897 |
|
2.618 |
0.9849 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
1.0027 |
| PP |
0.9992 |
1.0010 |
| S1 |
0.9985 |
0.9994 |
|