CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0028 |
-0.0035 |
-0.3% |
1.0091 |
| High |
1.0091 |
1.0070 |
-0.0021 |
-0.2% |
1.0132 |
| Low |
1.0026 |
1.0028 |
0.0002 |
0.0% |
1.0026 |
| Close |
1.0040 |
1.0063 |
0.0023 |
0.2% |
1.0063 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0106 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
766 |
1,072 |
306 |
39.9% |
3,541 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0163 |
1.0086 |
|
| R3 |
1.0138 |
1.0121 |
1.0075 |
|
| R2 |
1.0096 |
1.0096 |
1.0071 |
|
| R1 |
1.0079 |
1.0079 |
1.0067 |
1.0088 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0058 |
| S1 |
1.0037 |
1.0037 |
1.0059 |
1.0046 |
| S2 |
1.0012 |
1.0012 |
1.0055 |
|
| S3 |
0.9970 |
0.9995 |
1.0051 |
|
| S4 |
0.9928 |
0.9953 |
1.0040 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0333 |
1.0121 |
|
| R3 |
1.0286 |
1.0227 |
1.0092 |
|
| R2 |
1.0180 |
1.0180 |
1.0082 |
|
| R1 |
1.0121 |
1.0121 |
1.0073 |
1.0098 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0062 |
| S1 |
1.0015 |
1.0015 |
1.0053 |
0.9992 |
| S2 |
0.9968 |
0.9968 |
1.0044 |
|
| S3 |
0.9862 |
0.9909 |
1.0034 |
|
| S4 |
0.9756 |
0.9803 |
1.0005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0132 |
1.0026 |
0.0106 |
1.1% |
0.0049 |
0.5% |
35% |
False |
False |
708 |
| 10 |
1.0132 |
1.0026 |
0.0106 |
1.1% |
0.0043 |
0.4% |
35% |
False |
False |
641 |
| 20 |
1.0132 |
0.9890 |
0.0242 |
2.4% |
0.0046 |
0.5% |
71% |
False |
False |
554 |
| 40 |
1.0132 |
0.9671 |
0.0461 |
4.6% |
0.0052 |
0.5% |
85% |
False |
False |
495 |
| 60 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.5% |
88% |
False |
False |
411 |
| 80 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.5% |
88% |
False |
False |
350 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0051 |
0.5% |
88% |
False |
False |
293 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
88% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0180 |
|
1.618 |
1.0138 |
|
1.000 |
1.0112 |
|
0.618 |
1.0096 |
|
HIGH |
1.0070 |
|
0.618 |
1.0054 |
|
0.500 |
1.0049 |
|
0.382 |
1.0044 |
|
LOW |
1.0028 |
|
0.618 |
1.0002 |
|
1.000 |
0.9986 |
|
1.618 |
0.9960 |
|
2.618 |
0.9918 |
|
4.250 |
0.9850 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0062 |
| PP |
1.0054 |
1.0060 |
| S1 |
1.0049 |
1.0059 |
|