CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0057 |
-0.0031 |
-0.3% |
1.0109 |
| High |
1.0111 |
1.0092 |
-0.0019 |
-0.2% |
1.0155 |
| Low |
1.0046 |
1.0048 |
0.0002 |
0.0% |
1.0046 |
| Close |
1.0061 |
1.0084 |
0.0023 |
0.2% |
1.0084 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0109 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
82,514 |
68,491 |
-14,023 |
-17.0% |
388,599 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0207 |
1.0189 |
1.0108 |
|
| R3 |
1.0163 |
1.0145 |
1.0096 |
|
| R2 |
1.0119 |
1.0119 |
1.0092 |
|
| R1 |
1.0101 |
1.0101 |
1.0088 |
1.0110 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0079 |
| S1 |
1.0057 |
1.0057 |
1.0080 |
1.0066 |
| S2 |
1.0031 |
1.0031 |
1.0076 |
|
| S3 |
0.9987 |
1.0013 |
1.0072 |
|
| S4 |
0.9943 |
0.9969 |
1.0060 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0362 |
1.0144 |
|
| R3 |
1.0313 |
1.0253 |
1.0114 |
|
| R2 |
1.0204 |
1.0204 |
1.0104 |
|
| R1 |
1.0144 |
1.0144 |
1.0094 |
1.0120 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0083 |
| S1 |
1.0035 |
1.0035 |
1.0074 |
1.0011 |
| S2 |
0.9986 |
0.9986 |
1.0064 |
|
| S3 |
0.9877 |
0.9926 |
1.0054 |
|
| S4 |
0.9768 |
0.9817 |
1.0024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0155 |
1.0046 |
0.0109 |
1.1% |
0.0051 |
0.5% |
35% |
False |
False |
77,719 |
| 10 |
1.0155 |
1.0046 |
0.0109 |
1.1% |
0.0046 |
0.5% |
35% |
False |
False |
74,432 |
| 20 |
1.0155 |
0.9906 |
0.0249 |
2.5% |
0.0052 |
0.5% |
71% |
False |
False |
81,039 |
| 40 |
1.0155 |
0.9641 |
0.0514 |
5.1% |
0.0060 |
0.6% |
86% |
False |
False |
83,403 |
| 60 |
1.0155 |
0.9554 |
0.0601 |
6.0% |
0.0065 |
0.6% |
88% |
False |
False |
73,893 |
| 80 |
1.0155 |
0.9554 |
0.0601 |
6.0% |
0.0067 |
0.7% |
88% |
False |
False |
55,566 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
86% |
False |
False |
44,509 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
86% |
False |
False |
37,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0207 |
|
1.618 |
1.0163 |
|
1.000 |
1.0136 |
|
0.618 |
1.0119 |
|
HIGH |
1.0092 |
|
0.618 |
1.0075 |
|
0.500 |
1.0070 |
|
0.382 |
1.0065 |
|
LOW |
1.0048 |
|
0.618 |
1.0021 |
|
1.000 |
1.0004 |
|
1.618 |
0.9977 |
|
2.618 |
0.9933 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0082 |
| PP |
1.0075 |
1.0080 |
| S1 |
1.0070 |
1.0079 |
|