CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0171 |
0.0077 |
0.8% |
1.0132 |
| High |
1.0193 |
1.0239 |
0.0046 |
0.5% |
1.0239 |
| Low |
1.0083 |
1.0166 |
0.0083 |
0.8% |
1.0079 |
| Close |
1.0179 |
1.0221 |
0.0042 |
0.4% |
1.0221 |
| Range |
0.0110 |
0.0073 |
-0.0037 |
-33.6% |
0.0160 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
121,673 |
124,245 |
2,572 |
2.1% |
459,539 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0428 |
1.0397 |
1.0261 |
|
| R3 |
1.0355 |
1.0324 |
1.0241 |
|
| R2 |
1.0282 |
1.0282 |
1.0234 |
|
| R1 |
1.0251 |
1.0251 |
1.0228 |
1.0267 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0216 |
| S1 |
1.0178 |
1.0178 |
1.0214 |
1.0194 |
| S2 |
1.0136 |
1.0136 |
1.0208 |
|
| S3 |
1.0063 |
1.0105 |
1.0201 |
|
| S4 |
0.9990 |
1.0032 |
1.0181 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0600 |
1.0309 |
|
| R3 |
1.0500 |
1.0440 |
1.0265 |
|
| R2 |
1.0340 |
1.0340 |
1.0250 |
|
| R1 |
1.0280 |
1.0280 |
1.0236 |
1.0310 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0195 |
| S1 |
1.0120 |
1.0120 |
1.0206 |
1.0150 |
| S2 |
1.0020 |
1.0020 |
1.0192 |
|
| S3 |
0.9860 |
0.9960 |
1.0177 |
|
| S4 |
0.9700 |
0.9800 |
1.0133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0239 |
1.0066 |
0.0173 |
1.7% |
0.0074 |
0.7% |
90% |
True |
False |
114,320 |
| 10 |
1.0239 |
1.0048 |
0.0191 |
1.9% |
0.0061 |
0.6% |
91% |
True |
False |
89,097 |
| 20 |
1.0239 |
1.0010 |
0.0229 |
2.2% |
0.0055 |
0.5% |
92% |
True |
False |
82,557 |
| 40 |
1.0239 |
0.9761 |
0.0478 |
4.7% |
0.0058 |
0.6% |
96% |
True |
False |
88,267 |
| 60 |
1.0239 |
0.9632 |
0.0607 |
5.9% |
0.0062 |
0.6% |
97% |
True |
False |
86,014 |
| 80 |
1.0239 |
0.9554 |
0.0685 |
6.7% |
0.0066 |
0.6% |
97% |
True |
False |
65,815 |
| 100 |
1.0239 |
0.9554 |
0.0685 |
6.7% |
0.0066 |
0.6% |
97% |
True |
False |
52,719 |
| 120 |
1.0239 |
0.9554 |
0.0685 |
6.7% |
0.0065 |
0.6% |
97% |
True |
False |
43,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0549 |
|
2.618 |
1.0430 |
|
1.618 |
1.0357 |
|
1.000 |
1.0312 |
|
0.618 |
1.0284 |
|
HIGH |
1.0239 |
|
0.618 |
1.0211 |
|
0.500 |
1.0203 |
|
0.382 |
1.0194 |
|
LOW |
1.0166 |
|
0.618 |
1.0121 |
|
1.000 |
1.0093 |
|
1.618 |
1.0048 |
|
2.618 |
0.9975 |
|
4.250 |
0.9856 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0200 |
| PP |
1.0209 |
1.0180 |
| S1 |
1.0203 |
1.0159 |
|