CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0112 |
1.0106 |
-0.0006 |
-0.1% |
1.0109 |
| High |
1.0132 |
1.0112 |
-0.0020 |
-0.2% |
1.0155 |
| Low |
1.0096 |
1.0064 |
-0.0032 |
-0.3% |
1.0046 |
| Close |
1.0112 |
1.0071 |
-0.0041 |
-0.4% |
1.0084 |
| Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0109 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
61,501 |
59,972 |
-1,529 |
-2.5% |
388,599 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0197 |
1.0097 |
|
| R3 |
1.0178 |
1.0149 |
1.0084 |
|
| R2 |
1.0130 |
1.0130 |
1.0080 |
|
| R1 |
1.0101 |
1.0101 |
1.0075 |
1.0092 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0078 |
| S1 |
1.0053 |
1.0053 |
1.0067 |
1.0044 |
| S2 |
1.0034 |
1.0034 |
1.0062 |
|
| S3 |
0.9986 |
1.0005 |
1.0058 |
|
| S4 |
0.9938 |
0.9957 |
1.0045 |
|
|
| 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 |
1.0156 |
1.0048 |
0.0108 |
1.1% |
0.0048 |
0.5% |
21% |
False |
False |
63,873 |
| 10 |
1.0156 |
1.0046 |
0.0110 |
1.1% |
0.0050 |
0.5% |
23% |
False |
False |
70,995 |
| 20 |
1.0156 |
0.9912 |
0.0244 |
2.4% |
0.0051 |
0.5% |
65% |
False |
False |
73,767 |
| 40 |
1.0156 |
0.9740 |
0.0416 |
4.1% |
0.0056 |
0.6% |
80% |
False |
False |
84,176 |
| 60 |
1.0156 |
0.9632 |
0.0524 |
5.2% |
0.0063 |
0.6% |
84% |
False |
False |
77,919 |
| 80 |
1.0156 |
0.9554 |
0.0602 |
6.0% |
0.0066 |
0.7% |
86% |
False |
False |
58,693 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
84% |
False |
False |
47,013 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
84% |
False |
False |
39,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0316 |
|
2.618 |
1.0238 |
|
1.618 |
1.0190 |
|
1.000 |
1.0160 |
|
0.618 |
1.0142 |
|
HIGH |
1.0112 |
|
0.618 |
1.0094 |
|
0.500 |
1.0088 |
|
0.382 |
1.0082 |
|
LOW |
1.0064 |
|
0.618 |
1.0034 |
|
1.000 |
1.0016 |
|
1.618 |
0.9986 |
|
2.618 |
0.9938 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0088 |
1.0110 |
| PP |
1.0082 |
1.0097 |
| S1 |
1.0077 |
1.0084 |
|