CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0109 |
-0.0021 |
-0.2% |
1.0083 |
| High |
1.0134 |
1.0120 |
-0.0014 |
-0.1% |
1.0135 |
| Low |
1.0092 |
1.0093 |
0.0001 |
0.0% |
1.0052 |
| Close |
1.0108 |
1.0113 |
0.0005 |
0.0% |
1.0108 |
| Range |
0.0042 |
0.0027 |
-0.0015 |
-35.7% |
0.0083 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
70,480 |
52,846 |
-17,634 |
-25.0% |
355,724 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0178 |
1.0128 |
|
| R3 |
1.0163 |
1.0151 |
1.0120 |
|
| R2 |
1.0136 |
1.0136 |
1.0118 |
|
| R1 |
1.0124 |
1.0124 |
1.0115 |
1.0130 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0112 |
| S1 |
1.0097 |
1.0097 |
1.0111 |
1.0103 |
| S2 |
1.0082 |
1.0082 |
1.0108 |
|
| S3 |
1.0055 |
1.0070 |
1.0106 |
|
| S4 |
1.0028 |
1.0043 |
1.0098 |
|
|
| 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 |
1.0053 |
0.0082 |
0.8% |
0.0039 |
0.4% |
73% |
False |
False |
68,337 |
| 10 |
1.0135 |
0.9979 |
0.0156 |
1.5% |
0.0045 |
0.4% |
86% |
False |
False |
71,922 |
| 20 |
1.0135 |
0.9761 |
0.0374 |
3.7% |
0.0057 |
0.6% |
94% |
False |
False |
87,543 |
| 40 |
1.0135 |
0.9632 |
0.0503 |
5.0% |
0.0061 |
0.6% |
96% |
False |
False |
84,478 |
| 60 |
1.0135 |
0.9554 |
0.0581 |
5.7% |
0.0066 |
0.7% |
96% |
False |
False |
68,379 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
91% |
False |
False |
51,381 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
91% |
False |
False |
41,156 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0063 |
0.6% |
91% |
False |
False |
34,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0191 |
|
1.618 |
1.0164 |
|
1.000 |
1.0147 |
|
0.618 |
1.0137 |
|
HIGH |
1.0120 |
|
0.618 |
1.0110 |
|
0.500 |
1.0107 |
|
0.382 |
1.0103 |
|
LOW |
1.0093 |
|
0.618 |
1.0076 |
|
1.000 |
1.0066 |
|
1.618 |
1.0049 |
|
2.618 |
1.0022 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0114 |
| PP |
1.0109 |
1.0113 |
| S1 |
1.0107 |
1.0113 |
|