CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0078 |
1.0083 |
0.0005 |
0.0% |
0.9977 |
| High |
1.0087 |
1.0088 |
0.0001 |
0.0% |
1.0087 |
| Low |
1.0010 |
1.0052 |
0.0042 |
0.4% |
0.9970 |
| Close |
1.0073 |
1.0069 |
-0.0004 |
0.0% |
1.0073 |
| Range |
0.0077 |
0.0036 |
-0.0041 |
-53.2% |
0.0117 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
84,354 |
66,881 |
-17,473 |
-20.7% |
367,160 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0159 |
1.0089 |
|
| R3 |
1.0142 |
1.0123 |
1.0079 |
|
| R2 |
1.0106 |
1.0106 |
1.0076 |
|
| R1 |
1.0087 |
1.0087 |
1.0072 |
1.0079 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0065 |
| S1 |
1.0051 |
1.0051 |
1.0066 |
1.0043 |
| S2 |
1.0034 |
1.0034 |
1.0062 |
|
| S3 |
0.9998 |
1.0015 |
1.0059 |
|
| S4 |
0.9962 |
0.9979 |
1.0049 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0351 |
1.0137 |
|
| R3 |
1.0277 |
1.0234 |
1.0105 |
|
| R2 |
1.0160 |
1.0160 |
1.0094 |
|
| R1 |
1.0117 |
1.0117 |
1.0084 |
1.0139 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0054 |
| S1 |
1.0000 |
1.0000 |
1.0062 |
1.0022 |
| S2 |
0.9926 |
0.9926 |
1.0052 |
|
| S3 |
0.9809 |
0.9883 |
1.0041 |
|
| S4 |
0.9692 |
0.9766 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0088 |
0.9979 |
0.0109 |
1.1% |
0.0052 |
0.5% |
83% |
True |
False |
75,507 |
| 10 |
1.0088 |
0.9906 |
0.0182 |
1.8% |
0.0057 |
0.6% |
90% |
True |
False |
85,862 |
| 20 |
1.0088 |
0.9761 |
0.0327 |
3.2% |
0.0061 |
0.6% |
94% |
True |
False |
93,326 |
| 40 |
1.0088 |
0.9632 |
0.0456 |
4.5% |
0.0066 |
0.7% |
96% |
True |
False |
88,722 |
| 60 |
1.0088 |
0.9554 |
0.0534 |
5.3% |
0.0069 |
0.7% |
96% |
True |
False |
62,741 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0068 |
0.7% |
84% |
False |
False |
47,138 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
84% |
False |
False |
37,744 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0063 |
0.6% |
84% |
False |
False |
31,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0241 |
|
2.618 |
1.0182 |
|
1.618 |
1.0146 |
|
1.000 |
1.0124 |
|
0.618 |
1.0110 |
|
HIGH |
1.0088 |
|
0.618 |
1.0074 |
|
0.500 |
1.0070 |
|
0.382 |
1.0066 |
|
LOW |
1.0052 |
|
0.618 |
1.0030 |
|
1.000 |
1.0016 |
|
1.618 |
0.9994 |
|
2.618 |
0.9958 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0062 |
| PP |
1.0070 |
1.0056 |
| S1 |
1.0069 |
1.0049 |
|