CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 25-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0050 |
1.0005 |
-0.0045 |
-0.4% |
1.0156 |
High |
1.0050 |
1.0005 |
-0.0045 |
-0.4% |
1.0169 |
Low |
1.0000 |
1.0005 |
0.0005 |
0.1% |
1.0008 |
Close |
1.0005 |
1.0005 |
0.0000 |
0.0% |
1.0008 |
Range |
0.0050 |
0.0000 |
-0.0050 |
-100.0% |
0.0161 |
ATR |
0.0046 |
0.0043 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
91 |
18 |
-73 |
-80.2% |
91 |
|
Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0005 |
1.0005 |
1.0005 |
|
R3 |
1.0005 |
1.0005 |
1.0005 |
|
R2 |
1.0005 |
1.0005 |
1.0005 |
|
R1 |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
PP |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
S1 |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
S2 |
1.0005 |
1.0005 |
1.0005 |
|
S3 |
1.0005 |
1.0005 |
1.0005 |
|
S4 |
1.0005 |
1.0005 |
1.0005 |
|
|
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 |
1.0090 |
0.9980 |
0.0110 |
1.1% |
0.0042 |
0.4% |
23% |
False |
False |
54 |
10 |
1.0169 |
0.9980 |
0.0189 |
1.9% |
0.0033 |
0.3% |
13% |
False |
False |
49 |
20 |
1.0200 |
0.9980 |
0.0220 |
2.2% |
0.0026 |
0.3% |
11% |
False |
False |
30 |
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 |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0005 |
2.618 |
1.0005 |
1.618 |
1.0005 |
1.000 |
1.0005 |
0.618 |
1.0005 |
HIGH |
1.0005 |
0.618 |
1.0005 |
0.500 |
1.0005 |
0.382 |
1.0005 |
LOW |
1.0005 |
0.618 |
1.0005 |
1.000 |
1.0005 |
1.618 |
1.0005 |
2.618 |
1.0005 |
4.250 |
1.0005 |
|
|
Fisher Pivots for day following 25-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0005 |
1.0015 |
PP |
1.0005 |
1.0012 |
S1 |
1.0005 |
1.0008 |
|