CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0061 |
0.0033 |
0.3% |
1.0091 |
| High |
1.0070 |
1.0086 |
0.0016 |
0.2% |
1.0132 |
| Low |
1.0028 |
1.0060 |
0.0032 |
0.3% |
1.0026 |
| Close |
1.0063 |
1.0070 |
0.0007 |
0.1% |
1.0063 |
| Range |
0.0042 |
0.0026 |
-0.0016 |
-38.1% |
0.0106 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
1,072 |
889 |
-183 |
-17.1% |
3,541 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0136 |
1.0084 |
|
| R3 |
1.0124 |
1.0110 |
1.0077 |
|
| R2 |
1.0098 |
1.0098 |
1.0075 |
|
| R1 |
1.0084 |
1.0084 |
1.0072 |
1.0091 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0076 |
| S1 |
1.0058 |
1.0058 |
1.0068 |
1.0065 |
| S2 |
1.0046 |
1.0046 |
1.0065 |
|
| S3 |
1.0020 |
1.0032 |
1.0063 |
|
| S4 |
0.9994 |
1.0006 |
1.0056 |
|
|
| 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% |
0.0050 |
0.5% |
42% |
False |
False |
724 |
| 10 |
1.0132 |
1.0026 |
0.0106 |
1.1% |
0.0042 |
0.4% |
42% |
False |
False |
639 |
| 20 |
1.0132 |
0.9890 |
0.0242 |
2.4% |
0.0046 |
0.5% |
74% |
False |
False |
554 |
| 40 |
1.0132 |
0.9723 |
0.0409 |
4.1% |
0.0049 |
0.5% |
85% |
False |
False |
510 |
| 60 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0054 |
0.5% |
89% |
False |
False |
419 |
| 80 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0054 |
0.5% |
89% |
False |
False |
361 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0051 |
0.5% |
89% |
False |
False |
301 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
89% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0197 |
|
2.618 |
1.0154 |
|
1.618 |
1.0128 |
|
1.000 |
1.0112 |
|
0.618 |
1.0102 |
|
HIGH |
1.0086 |
|
0.618 |
1.0076 |
|
0.500 |
1.0073 |
|
0.382 |
1.0070 |
|
LOW |
1.0060 |
|
0.618 |
1.0044 |
|
1.000 |
1.0034 |
|
1.618 |
1.0018 |
|
2.618 |
0.9992 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0066 |
| PP |
1.0072 |
1.0062 |
| S1 |
1.0071 |
1.0059 |
|