CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0040 |
-0.0012 |
-0.1% |
0.9952 |
| High |
1.0065 |
1.0085 |
0.0020 |
0.2% |
1.0064 |
| Low |
1.0040 |
1.0040 |
0.0000 |
0.0% |
0.9952 |
| Close |
1.0059 |
1.0085 |
0.0026 |
0.3% |
1.0051 |
| Range |
0.0025 |
0.0045 |
0.0020 |
80.0% |
0.0112 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
703 |
195 |
-508 |
-72.3% |
1,817 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0190 |
1.0110 |
|
| R3 |
1.0160 |
1.0145 |
1.0097 |
|
| R2 |
1.0115 |
1.0115 |
1.0093 |
|
| R1 |
1.0100 |
1.0100 |
1.0089 |
1.0108 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0074 |
| S1 |
1.0055 |
1.0055 |
1.0081 |
1.0063 |
| S2 |
1.0025 |
1.0025 |
1.0077 |
|
| S3 |
0.9980 |
1.0010 |
1.0073 |
|
| S4 |
0.9935 |
0.9965 |
1.0060 |
|
|
| 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 |
1.0085 |
0.9995 |
0.0090 |
0.9% |
0.0042 |
0.4% |
100% |
True |
False |
515 |
| 10 |
1.0085 |
0.9890 |
0.0195 |
1.9% |
0.0048 |
0.5% |
100% |
True |
False |
453 |
| 20 |
1.0085 |
0.9745 |
0.0340 |
3.4% |
0.0052 |
0.5% |
100% |
True |
False |
496 |
| 40 |
1.0085 |
0.9620 |
0.0465 |
4.6% |
0.0055 |
0.5% |
100% |
True |
False |
424 |
| 60 |
1.0085 |
0.9545 |
0.0540 |
5.4% |
0.0056 |
0.6% |
100% |
True |
False |
364 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0053 |
0.5% |
91% |
False |
False |
296 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
91% |
False |
False |
254 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
91% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0203 |
|
1.618 |
1.0158 |
|
1.000 |
1.0130 |
|
0.618 |
1.0113 |
|
HIGH |
1.0085 |
|
0.618 |
1.0068 |
|
0.500 |
1.0063 |
|
0.382 |
1.0057 |
|
LOW |
1.0040 |
|
0.618 |
1.0012 |
|
1.000 |
0.9995 |
|
1.618 |
0.9967 |
|
2.618 |
0.9922 |
|
4.250 |
0.9849 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0076 |
| PP |
1.0070 |
1.0067 |
| S1 |
1.0063 |
1.0058 |
|