CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0050 |
0.0053 |
0.5% |
1.0156 |
| High |
1.0037 |
1.0050 |
0.0013 |
0.1% |
1.0169 |
| Low |
0.9980 |
1.0000 |
0.0020 |
0.2% |
1.0008 |
| Close |
1.0015 |
1.0005 |
-0.0010 |
-0.1% |
1.0008 |
| Range |
0.0057 |
0.0050 |
-0.0007 |
-12.3% |
0.0161 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
0.7% |
0.0000 |
| Volume |
62 |
91 |
29 |
46.8% |
91 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0168 |
1.0137 |
1.0033 |
|
| R3 |
1.0118 |
1.0087 |
1.0019 |
|
| R2 |
1.0068 |
1.0068 |
1.0014 |
|
| R1 |
1.0037 |
1.0037 |
1.0010 |
1.0028 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0014 |
| S1 |
0.9987 |
0.9987 |
1.0000 |
0.9978 |
| S2 |
0.9968 |
0.9968 |
0.9996 |
|
| S3 |
0.9918 |
0.9937 |
0.9991 |
|
| S4 |
0.9868 |
0.9887 |
0.9978 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0437 |
1.0097 |
|
| R3 |
1.0384 |
1.0276 |
1.0052 |
|
| R2 |
1.0223 |
1.0223 |
1.0038 |
|
| R1 |
1.0115 |
1.0115 |
1.0023 |
1.0089 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0048 |
| S1 |
0.9954 |
0.9954 |
0.9993 |
0.9928 |
| S2 |
0.9901 |
0.9901 |
0.9978 |
|
| S3 |
0.9740 |
0.9793 |
0.9964 |
|
| S4 |
0.9579 |
0.9632 |
0.9919 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0126 |
0.9980 |
0.0146 |
1.5% |
0.0049 |
0.5% |
17% |
False |
False |
53 |
| 10 |
1.0169 |
0.9980 |
0.0189 |
1.9% |
0.0034 |
0.3% |
13% |
False |
False |
47 |
| 20 |
1.0200 |
0.9980 |
0.0220 |
2.2% |
0.0028 |
0.3% |
11% |
False |
False |
31 |
| 40 |
1.0254 |
0.9980 |
0.0274 |
2.7% |
0.0023 |
0.2% |
9% |
False |
False |
32 |
| 60 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0020 |
0.2% |
39% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0181 |
|
1.618 |
1.0131 |
|
1.000 |
1.0100 |
|
0.618 |
1.0081 |
|
HIGH |
1.0050 |
|
0.618 |
1.0031 |
|
0.500 |
1.0025 |
|
0.382 |
1.0019 |
|
LOW |
1.0000 |
|
0.618 |
0.9969 |
|
1.000 |
0.9950 |
|
1.618 |
0.9919 |
|
2.618 |
0.9869 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0025 |
1.0015 |
| PP |
1.0018 |
1.0012 |
| S1 |
1.0012 |
1.0008 |
|