CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
1.0055 |
-0.0003 |
0.0% |
0.9952 |
| High |
1.0064 |
1.0065 |
0.0001 |
0.0% |
1.0064 |
| Low |
0.9995 |
1.0030 |
0.0035 |
0.4% |
0.9952 |
| Close |
1.0051 |
1.0047 |
-0.0004 |
0.0% |
1.0051 |
| Range |
0.0069 |
0.0035 |
-0.0034 |
-49.3% |
0.0112 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
596 |
909 |
313 |
52.5% |
1,817 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0135 |
1.0066 |
|
| R3 |
1.0117 |
1.0100 |
1.0057 |
|
| R2 |
1.0082 |
1.0082 |
1.0053 |
|
| R1 |
1.0065 |
1.0065 |
1.0050 |
1.0056 |
| PP |
1.0047 |
1.0047 |
1.0047 |
1.0043 |
| S1 |
1.0030 |
1.0030 |
1.0044 |
1.0021 |
| S2 |
1.0012 |
1.0012 |
1.0041 |
|
| S3 |
0.9977 |
0.9995 |
1.0037 |
|
| S4 |
0.9942 |
0.9960 |
1.0028 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0317 |
1.0113 |
|
| R3 |
1.0246 |
1.0205 |
1.0082 |
|
| R2 |
1.0134 |
1.0134 |
1.0072 |
|
| R1 |
1.0093 |
1.0093 |
1.0061 |
1.0114 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0033 |
| S1 |
0.9981 |
0.9981 |
1.0041 |
1.0002 |
| S2 |
0.9910 |
0.9910 |
1.0030 |
|
| S3 |
0.9798 |
0.9869 |
1.0020 |
|
| S4 |
0.9686 |
0.9757 |
0.9989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0065 |
0.9976 |
0.0089 |
0.9% |
0.0043 |
0.4% |
80% |
True |
False |
477 |
| 10 |
1.0065 |
0.9890 |
0.0175 |
1.7% |
0.0050 |
0.5% |
90% |
True |
False |
470 |
| 20 |
1.0065 |
0.9745 |
0.0320 |
3.2% |
0.0052 |
0.5% |
94% |
True |
False |
477 |
| 40 |
1.0065 |
0.9620 |
0.0445 |
4.4% |
0.0057 |
0.6% |
96% |
True |
False |
408 |
| 60 |
1.0065 |
0.9545 |
0.0520 |
5.2% |
0.0057 |
0.6% |
97% |
True |
False |
356 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0053 |
0.5% |
85% |
False |
False |
285 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
85% |
False |
False |
249 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
85% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0214 |
|
2.618 |
1.0157 |
|
1.618 |
1.0122 |
|
1.000 |
1.0100 |
|
0.618 |
1.0087 |
|
HIGH |
1.0065 |
|
0.618 |
1.0052 |
|
0.500 |
1.0048 |
|
0.382 |
1.0043 |
|
LOW |
1.0030 |
|
0.618 |
1.0008 |
|
1.000 |
0.9995 |
|
1.618 |
0.9973 |
|
2.618 |
0.9938 |
|
4.250 |
0.9881 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0041 |
| PP |
1.0047 |
1.0036 |
| S1 |
1.0047 |
1.0030 |
|