CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0103 |
-0.0003 |
0.0% |
1.0083 |
| High |
1.0155 |
1.0108 |
-0.0047 |
-0.5% |
1.0135 |
| Low |
1.0095 |
1.0047 |
-0.0048 |
-0.5% |
1.0052 |
| Close |
1.0105 |
1.0088 |
-0.0017 |
-0.2% |
1.0108 |
| Range |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0083 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
81,156 |
103,592 |
22,436 |
27.6% |
355,724 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0237 |
1.0122 |
|
| R3 |
1.0203 |
1.0176 |
1.0105 |
|
| R2 |
1.0142 |
1.0142 |
1.0099 |
|
| R1 |
1.0115 |
1.0115 |
1.0094 |
1.0098 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0073 |
| S1 |
1.0054 |
1.0054 |
1.0082 |
1.0037 |
| S2 |
1.0020 |
1.0020 |
1.0077 |
|
| S3 |
0.9959 |
0.9993 |
1.0071 |
|
| S4 |
0.9898 |
0.9932 |
1.0054 |
|
|
| 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 |
1.0155 |
1.0047 |
0.0108 |
1.1% |
0.0046 |
0.5% |
38% |
False |
True |
75,943 |
| 10 |
1.0155 |
1.0010 |
0.0145 |
1.4% |
0.0047 |
0.5% |
54% |
False |
False |
75,992 |
| 20 |
1.0155 |
0.9825 |
0.0330 |
3.3% |
0.0055 |
0.5% |
80% |
False |
False |
85,237 |
| 40 |
1.0155 |
0.9632 |
0.0523 |
5.2% |
0.0061 |
0.6% |
87% |
False |
False |
84,606 |
| 60 |
1.0155 |
0.9554 |
0.0601 |
6.0% |
0.0066 |
0.7% |
89% |
False |
False |
71,406 |
| 80 |
1.0155 |
0.9554 |
0.0601 |
6.0% |
0.0067 |
0.7% |
89% |
False |
False |
53,683 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
87% |
False |
False |
43,002 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
87% |
False |
False |
35,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0367 |
|
2.618 |
1.0268 |
|
1.618 |
1.0207 |
|
1.000 |
1.0169 |
|
0.618 |
1.0146 |
|
HIGH |
1.0108 |
|
0.618 |
1.0085 |
|
0.500 |
1.0078 |
|
0.382 |
1.0070 |
|
LOW |
1.0047 |
|
0.618 |
1.0009 |
|
1.000 |
0.9986 |
|
1.618 |
0.9948 |
|
2.618 |
0.9887 |
|
4.250 |
0.9788 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0101 |
| PP |
1.0081 |
1.0097 |
| S1 |
1.0078 |
1.0092 |
|