CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0130 |
0.0029 |
0.3% |
1.0083 |
| High |
1.0135 |
1.0134 |
-0.0001 |
0.0% |
1.0135 |
| Low |
1.0094 |
1.0092 |
-0.0002 |
0.0% |
1.0052 |
| Close |
1.0134 |
1.0108 |
-0.0026 |
-0.3% |
1.0108 |
| Range |
0.0041 |
0.0042 |
0.0001 |
2.4% |
0.0083 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
71,643 |
70,480 |
-1,163 |
-1.6% |
355,724 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0215 |
1.0131 |
|
| R3 |
1.0195 |
1.0173 |
1.0120 |
|
| R2 |
1.0153 |
1.0153 |
1.0116 |
|
| R1 |
1.0131 |
1.0131 |
1.0112 |
1.0121 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0107 |
| S1 |
1.0089 |
1.0089 |
1.0104 |
1.0079 |
| S2 |
1.0069 |
1.0069 |
1.0100 |
|
| S3 |
1.0027 |
1.0047 |
1.0096 |
|
| S4 |
0.9985 |
1.0005 |
1.0085 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0311 |
1.0154 |
|
| R3 |
1.0264 |
1.0228 |
1.0131 |
|
| R2 |
1.0181 |
1.0181 |
1.0123 |
|
| R1 |
1.0145 |
1.0145 |
1.0116 |
1.0163 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0108 |
| S1 |
1.0062 |
1.0062 |
1.0100 |
1.0080 |
| S2 |
1.0015 |
1.0015 |
1.0093 |
|
| S3 |
0.9932 |
0.9979 |
1.0085 |
|
| S4 |
0.9849 |
0.9896 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
1.0052 |
0.0083 |
0.8% |
0.0041 |
0.4% |
67% |
False |
False |
71,144 |
| 10 |
1.0135 |
0.9970 |
0.0165 |
1.6% |
0.0046 |
0.5% |
84% |
False |
False |
72,288 |
| 20 |
1.0135 |
0.9761 |
0.0374 |
3.7% |
0.0060 |
0.6% |
93% |
False |
False |
90,392 |
| 40 |
1.0135 |
0.9632 |
0.0503 |
5.0% |
0.0062 |
0.6% |
95% |
False |
False |
85,303 |
| 60 |
1.0135 |
0.9554 |
0.0581 |
5.7% |
0.0067 |
0.7% |
95% |
False |
False |
67,511 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0068 |
0.7% |
90% |
False |
False |
50,731 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
90% |
False |
False |
40,628 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0063 |
0.6% |
90% |
False |
False |
33,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0244 |
|
1.618 |
1.0202 |
|
1.000 |
1.0176 |
|
0.618 |
1.0160 |
|
HIGH |
1.0134 |
|
0.618 |
1.0118 |
|
0.500 |
1.0113 |
|
0.382 |
1.0108 |
|
LOW |
1.0092 |
|
0.618 |
1.0066 |
|
1.000 |
1.0050 |
|
1.618 |
1.0024 |
|
2.618 |
0.9982 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0113 |
1.0104 |
| PP |
1.0111 |
1.0100 |
| S1 |
1.0110 |
1.0096 |
|