CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
0.9960 |
-0.0024 |
-0.2% |
1.0022 |
| High |
0.9984 |
0.9985 |
0.0001 |
0.0% |
1.0078 |
| Low |
0.9959 |
0.9948 |
-0.0011 |
-0.1% |
0.9975 |
| Close |
0.9959 |
0.9976 |
0.0017 |
0.2% |
0.9978 |
| Range |
0.0025 |
0.0037 |
0.0012 |
48.0% |
0.0103 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
835 |
509 |
-326 |
-39.0% |
2,817 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0065 |
0.9996 |
|
| R3 |
1.0044 |
1.0028 |
0.9986 |
|
| R2 |
1.0007 |
1.0007 |
0.9983 |
|
| R1 |
0.9991 |
0.9991 |
0.9979 |
0.9999 |
| PP |
0.9970 |
0.9970 |
0.9970 |
0.9974 |
| S1 |
0.9954 |
0.9954 |
0.9973 |
0.9962 |
| S2 |
0.9933 |
0.9933 |
0.9969 |
|
| S3 |
0.9896 |
0.9917 |
0.9966 |
|
| S4 |
0.9859 |
0.9880 |
0.9956 |
|
|
| 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 |
0.9948 |
0.0130 |
1.3% |
0.0044 |
0.4% |
22% |
False |
True |
623 |
| 10 |
1.0210 |
0.9948 |
0.0262 |
2.6% |
0.0063 |
0.6% |
11% |
False |
True |
490 |
| 20 |
1.0230 |
0.9948 |
0.0282 |
2.8% |
0.0059 |
0.6% |
10% |
False |
True |
371 |
| 40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0051 |
0.5% |
8% |
False |
True |
242 |
| 60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0041 |
0.4% |
8% |
False |
True |
179 |
| 80 |
1.0320 |
0.9715 |
0.0605 |
6.1% |
0.0036 |
0.4% |
43% |
False |
False |
139 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0035 |
0.3% |
52% |
False |
False |
119 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0034 |
0.3% |
56% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0142 |
|
2.618 |
1.0082 |
|
1.618 |
1.0045 |
|
1.000 |
1.0022 |
|
0.618 |
1.0008 |
|
HIGH |
0.9985 |
|
0.618 |
0.9971 |
|
0.500 |
0.9967 |
|
0.382 |
0.9962 |
|
LOW |
0.9948 |
|
0.618 |
0.9925 |
|
1.000 |
0.9911 |
|
1.618 |
0.9888 |
|
2.618 |
0.9851 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9986 |
| PP |
0.9970 |
0.9982 |
| S1 |
0.9967 |
0.9979 |
|