CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0074 |
0.0006 |
0.1% |
0.9977 |
| High |
1.0087 |
1.0108 |
0.0021 |
0.2% |
1.0087 |
| Low |
1.0053 |
1.0057 |
0.0004 |
0.0% |
0.9970 |
| Close |
1.0081 |
1.0107 |
0.0026 |
0.3% |
1.0073 |
| Range |
0.0034 |
0.0051 |
0.0017 |
50.0% |
0.0117 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
72,515 |
74,205 |
1,690 |
2.3% |
367,160 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0226 |
1.0135 |
|
| R3 |
1.0193 |
1.0175 |
1.0121 |
|
| R2 |
1.0142 |
1.0142 |
1.0116 |
|
| R1 |
1.0124 |
1.0124 |
1.0112 |
1.0133 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0095 |
| S1 |
1.0073 |
1.0073 |
1.0102 |
1.0082 |
| S2 |
1.0040 |
1.0040 |
1.0098 |
|
| S3 |
0.9989 |
1.0022 |
1.0093 |
|
| S4 |
0.9938 |
0.9971 |
1.0079 |
|
|
| 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 |
1.0108 |
1.0010 |
0.0098 |
1.0% |
0.0048 |
0.5% |
99% |
True |
False |
76,040 |
| 10 |
1.0108 |
0.9906 |
0.0202 |
2.0% |
0.0056 |
0.6% |
100% |
True |
False |
83,938 |
| 20 |
1.0108 |
0.9761 |
0.0347 |
3.4% |
0.0061 |
0.6% |
100% |
True |
False |
92,354 |
| 40 |
1.0108 |
0.9632 |
0.0476 |
4.7% |
0.0064 |
0.6% |
100% |
True |
False |
87,515 |
| 60 |
1.0108 |
0.9554 |
0.0554 |
5.5% |
0.0068 |
0.7% |
100% |
True |
False |
65,152 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0068 |
0.7% |
90% |
False |
False |
48,964 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
90% |
False |
False |
39,209 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
90% |
False |
False |
32,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0325 |
|
2.618 |
1.0242 |
|
1.618 |
1.0191 |
|
1.000 |
1.0159 |
|
0.618 |
1.0140 |
|
HIGH |
1.0108 |
|
0.618 |
1.0089 |
|
0.500 |
1.0083 |
|
0.382 |
1.0076 |
|
LOW |
1.0057 |
|
0.618 |
1.0025 |
|
1.000 |
1.0006 |
|
1.618 |
0.9974 |
|
2.618 |
0.9923 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0098 |
| PP |
1.0091 |
1.0089 |
| S1 |
1.0083 |
1.0080 |
|