CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0112 |
1.0091 |
-0.0021 |
-0.2% |
1.0055 |
| High |
1.0112 |
1.0098 |
-0.0014 |
-0.1% |
1.0114 |
| Low |
1.0075 |
1.0073 |
-0.0002 |
0.0% |
1.0030 |
| Close |
1.0087 |
1.0092 |
0.0005 |
0.0% |
1.0087 |
| Range |
0.0037 |
0.0025 |
-0.0012 |
-32.4% |
0.0084 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
537 |
808 |
271 |
50.5% |
2,870 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0152 |
1.0106 |
|
| R3 |
1.0138 |
1.0127 |
1.0099 |
|
| R2 |
1.0113 |
1.0113 |
1.0097 |
|
| R1 |
1.0102 |
1.0102 |
1.0094 |
1.0108 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0090 |
| S1 |
1.0077 |
1.0077 |
1.0090 |
1.0083 |
| S2 |
1.0063 |
1.0063 |
1.0087 |
|
| S3 |
1.0038 |
1.0052 |
1.0085 |
|
| S4 |
1.0013 |
1.0027 |
1.0078 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0292 |
1.0133 |
|
| R3 |
1.0245 |
1.0208 |
1.0110 |
|
| R2 |
1.0161 |
1.0161 |
1.0102 |
|
| R1 |
1.0124 |
1.0124 |
1.0095 |
1.0143 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0086 |
| S1 |
1.0040 |
1.0040 |
1.0079 |
1.0059 |
| S2 |
0.9993 |
0.9993 |
1.0072 |
|
| S3 |
0.9909 |
0.9956 |
1.0064 |
|
| S4 |
0.9825 |
0.9872 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0114 |
1.0040 |
0.0074 |
0.7% |
0.0034 |
0.3% |
70% |
False |
False |
553 |
| 10 |
1.0114 |
0.9976 |
0.0138 |
1.4% |
0.0038 |
0.4% |
84% |
False |
False |
515 |
| 20 |
1.0114 |
0.9745 |
0.0369 |
3.7% |
0.0050 |
0.5% |
94% |
False |
False |
513 |
| 40 |
1.0114 |
0.9620 |
0.0494 |
4.9% |
0.0052 |
0.5% |
96% |
False |
False |
451 |
| 60 |
1.0114 |
0.9545 |
0.0569 |
5.6% |
0.0055 |
0.5% |
96% |
False |
False |
388 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0054 |
0.5% |
93% |
False |
False |
318 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
93% |
False |
False |
271 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
93% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0163 |
|
1.618 |
1.0138 |
|
1.000 |
1.0123 |
|
0.618 |
1.0113 |
|
HIGH |
1.0098 |
|
0.618 |
1.0088 |
|
0.500 |
1.0086 |
|
0.382 |
1.0083 |
|
LOW |
1.0073 |
|
0.618 |
1.0058 |
|
1.000 |
1.0048 |
|
1.618 |
1.0033 |
|
2.618 |
1.0008 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0094 |
| PP |
1.0088 |
1.0093 |
| S1 |
1.0086 |
1.0093 |
|