CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0074 |
1.0132 |
0.0058 |
0.6% |
1.0079 |
| High |
1.0148 |
1.0157 |
0.0009 |
0.1% |
1.0156 |
| Low |
1.0066 |
1.0120 |
0.0054 |
0.5% |
1.0064 |
| Close |
1.0144 |
1.0145 |
0.0001 |
0.0% |
1.0144 |
| Range |
0.0082 |
0.0037 |
-0.0045 |
-54.9% |
0.0092 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
112,064 |
106,147 |
-5,917 |
-5.3% |
362,941 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0235 |
1.0165 |
|
| R3 |
1.0215 |
1.0198 |
1.0155 |
|
| R2 |
1.0178 |
1.0178 |
1.0152 |
|
| R1 |
1.0161 |
1.0161 |
1.0148 |
1.0170 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0145 |
| S1 |
1.0124 |
1.0124 |
1.0142 |
1.0133 |
| S2 |
1.0104 |
1.0104 |
1.0138 |
|
| S3 |
1.0067 |
1.0087 |
1.0135 |
|
| S4 |
1.0030 |
1.0050 |
1.0125 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0363 |
1.0195 |
|
| R3 |
1.0305 |
1.0271 |
1.0169 |
|
| R2 |
1.0213 |
1.0213 |
1.0161 |
|
| R1 |
1.0179 |
1.0179 |
1.0152 |
1.0196 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0130 |
| S1 |
1.0087 |
1.0087 |
1.0136 |
1.0104 |
| S2 |
1.0029 |
1.0029 |
1.0127 |
|
| S3 |
0.9937 |
0.9995 |
1.0119 |
|
| S4 |
0.9845 |
0.9903 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0157 |
1.0064 |
0.0093 |
0.9% |
0.0056 |
0.6% |
87% |
True |
False |
84,292 |
| 10 |
1.0157 |
1.0046 |
0.0111 |
1.1% |
0.0055 |
0.5% |
89% |
True |
False |
80,484 |
| 20 |
1.0157 |
0.9979 |
0.0178 |
1.8% |
0.0050 |
0.5% |
93% |
True |
False |
76,203 |
| 40 |
1.0157 |
0.9740 |
0.0417 |
4.1% |
0.0057 |
0.6% |
97% |
True |
False |
85,781 |
| 60 |
1.0157 |
0.9632 |
0.0525 |
5.2% |
0.0062 |
0.6% |
98% |
True |
False |
81,406 |
| 80 |
1.0157 |
0.9554 |
0.0603 |
5.9% |
0.0066 |
0.7% |
98% |
True |
False |
61,409 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.6% |
96% |
False |
False |
49,191 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
96% |
False |
False |
41,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0314 |
|
2.618 |
1.0254 |
|
1.618 |
1.0217 |
|
1.000 |
1.0194 |
|
0.618 |
1.0180 |
|
HIGH |
1.0157 |
|
0.618 |
1.0143 |
|
0.500 |
1.0139 |
|
0.382 |
1.0134 |
|
LOW |
1.0120 |
|
0.618 |
1.0097 |
|
1.000 |
1.0083 |
|
1.618 |
1.0060 |
|
2.618 |
1.0023 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0134 |
| PP |
1.0141 |
1.0122 |
| S1 |
1.0139 |
1.0111 |
|