CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
1.0022 |
0.0035 |
0.4% |
0.9945 |
| High |
1.0029 |
1.0056 |
0.0027 |
0.3% |
1.0011 |
| Low |
0.9979 |
1.0003 |
0.0024 |
0.2% |
0.9906 |
| Close |
1.0026 |
1.0041 |
0.0015 |
0.1% |
0.9995 |
| Range |
0.0050 |
0.0053 |
0.0003 |
6.0% |
0.0105 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
66,918 |
77,134 |
10,216 |
15.3% |
509,309 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0170 |
1.0070 |
|
| R3 |
1.0139 |
1.0117 |
1.0056 |
|
| R2 |
1.0086 |
1.0086 |
1.0051 |
|
| R1 |
1.0064 |
1.0064 |
1.0046 |
1.0075 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0039 |
| S1 |
1.0011 |
1.0011 |
1.0036 |
1.0022 |
| S2 |
0.9980 |
0.9980 |
1.0031 |
|
| S3 |
0.9927 |
0.9958 |
1.0026 |
|
| S4 |
0.9874 |
0.9905 |
1.0012 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0245 |
1.0053 |
|
| R3 |
1.0181 |
1.0140 |
1.0024 |
|
| R2 |
1.0076 |
1.0076 |
1.0014 |
|
| R1 |
1.0035 |
1.0035 |
1.0005 |
1.0056 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9981 |
| S1 |
0.9930 |
0.9930 |
0.9985 |
0.9951 |
| S2 |
0.9866 |
0.9866 |
0.9976 |
|
| S3 |
0.9761 |
0.9825 |
0.9966 |
|
| S4 |
0.9656 |
0.9720 |
0.9937 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0056 |
0.9906 |
0.0150 |
1.5% |
0.0064 |
0.6% |
90% |
True |
False |
91,835 |
| 10 |
1.0056 |
0.9825 |
0.0231 |
2.3% |
0.0063 |
0.6% |
94% |
True |
False |
94,483 |
| 20 |
1.0056 |
0.9740 |
0.0316 |
3.1% |
0.0063 |
0.6% |
95% |
True |
False |
94,756 |
| 40 |
1.0056 |
0.9632 |
0.0424 |
4.2% |
0.0066 |
0.7% |
96% |
True |
False |
86,946 |
| 60 |
1.0056 |
0.9554 |
0.0502 |
5.0% |
0.0071 |
0.7% |
97% |
True |
False |
58,866 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0069 |
0.7% |
79% |
False |
False |
44,233 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
79% |
False |
False |
35,411 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0063 |
0.6% |
79% |
False |
False |
29,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0281 |
|
2.618 |
1.0195 |
|
1.618 |
1.0142 |
|
1.000 |
1.0109 |
|
0.618 |
1.0089 |
|
HIGH |
1.0056 |
|
0.618 |
1.0036 |
|
0.500 |
1.0030 |
|
0.382 |
1.0023 |
|
LOW |
1.0003 |
|
0.618 |
0.9970 |
|
1.000 |
0.9950 |
|
1.618 |
0.9917 |
|
2.618 |
0.9864 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0032 |
| PP |
1.0033 |
1.0022 |
| S1 |
1.0030 |
1.0013 |
|