CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0094 |
-0.0045 |
-0.4% |
1.0079 |
| High |
1.0145 |
1.0193 |
0.0048 |
0.5% |
1.0156 |
| Low |
1.0079 |
1.0083 |
0.0004 |
0.0% |
1.0064 |
| Close |
1.0092 |
1.0179 |
0.0087 |
0.9% |
1.0144 |
| Range |
0.0066 |
0.0110 |
0.0044 |
66.7% |
0.0092 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.1% |
0.0000 |
| Volume |
107,474 |
121,673 |
14,199 |
13.2% |
362,941 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0440 |
1.0240 |
|
| R3 |
1.0372 |
1.0330 |
1.0209 |
|
| R2 |
1.0262 |
1.0262 |
1.0199 |
|
| R1 |
1.0220 |
1.0220 |
1.0189 |
1.0241 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0162 |
| S1 |
1.0110 |
1.0110 |
1.0169 |
1.0131 |
| S2 |
1.0042 |
1.0042 |
1.0159 |
|
| S3 |
0.9932 |
1.0000 |
1.0149 |
|
| S4 |
0.9822 |
0.9890 |
1.0119 |
|
|
| 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 |
1.0193 |
1.0064 |
0.0129 |
1.3% |
0.0069 |
0.7% |
89% |
True |
False |
101,466 |
| 10 |
1.0193 |
1.0046 |
0.0147 |
1.4% |
0.0060 |
0.6% |
90% |
True |
False |
84,924 |
| 20 |
1.0193 |
1.0010 |
0.0183 |
1.8% |
0.0054 |
0.5% |
92% |
True |
False |
80,458 |
| 40 |
1.0193 |
0.9740 |
0.0453 |
4.5% |
0.0058 |
0.6% |
97% |
True |
False |
87,607 |
| 60 |
1.0193 |
0.9632 |
0.0561 |
5.5% |
0.0062 |
0.6% |
98% |
True |
False |
84,783 |
| 80 |
1.0193 |
0.9554 |
0.0639 |
6.3% |
0.0066 |
0.7% |
98% |
True |
False |
64,264 |
| 100 |
1.0193 |
0.9554 |
0.0639 |
6.3% |
0.0066 |
0.7% |
98% |
True |
False |
51,478 |
| 120 |
1.0193 |
0.9554 |
0.0639 |
6.3% |
0.0065 |
0.6% |
98% |
True |
False |
42,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0661 |
|
2.618 |
1.0481 |
|
1.618 |
1.0371 |
|
1.000 |
1.0303 |
|
0.618 |
1.0261 |
|
HIGH |
1.0193 |
|
0.618 |
1.0151 |
|
0.500 |
1.0138 |
|
0.382 |
1.0125 |
|
LOW |
1.0083 |
|
0.618 |
1.0015 |
|
1.000 |
0.9973 |
|
1.618 |
0.9905 |
|
2.618 |
0.9795 |
|
4.250 |
0.9616 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0165 |
| PP |
1.0152 |
1.0150 |
| S1 |
1.0138 |
1.0136 |
|