CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0100 |
0.0033 |
0.3% |
1.0091 |
| High |
1.0135 |
1.0109 |
-0.0026 |
-0.3% |
1.0132 |
| Low |
1.0058 |
1.0075 |
0.0017 |
0.2% |
1.0026 |
| Close |
1.0095 |
1.0090 |
-0.0005 |
0.0% |
1.0063 |
| Range |
0.0077 |
0.0034 |
-0.0043 |
-55.8% |
0.0106 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
325 |
1,938 |
1,613 |
496.3% |
3,541 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0176 |
1.0109 |
|
| R3 |
1.0159 |
1.0142 |
1.0099 |
|
| R2 |
1.0125 |
1.0125 |
1.0096 |
|
| R1 |
1.0108 |
1.0108 |
1.0093 |
1.0100 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0087 |
| S1 |
1.0074 |
1.0074 |
1.0087 |
1.0066 |
| S2 |
1.0057 |
1.0057 |
1.0084 |
|
| S3 |
1.0023 |
1.0040 |
1.0081 |
|
| S4 |
0.9989 |
1.0006 |
1.0071 |
|
|
| 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 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0049 |
0.5% |
59% |
False |
False |
998 |
| 10 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0046 |
0.5% |
59% |
False |
False |
775 |
| 20 |
1.0135 |
0.9890 |
0.0245 |
2.4% |
0.0047 |
0.5% |
82% |
False |
False |
614 |
| 40 |
1.0135 |
0.9723 |
0.0412 |
4.1% |
0.0050 |
0.5% |
89% |
False |
False |
539 |
| 60 |
1.0135 |
0.9618 |
0.0517 |
5.1% |
0.0055 |
0.5% |
91% |
False |
False |
448 |
| 80 |
1.0135 |
0.9545 |
0.0590 |
5.8% |
0.0054 |
0.5% |
92% |
False |
False |
383 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0052 |
0.5% |
92% |
False |
False |
323 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
92% |
False |
False |
294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0198 |
|
1.618 |
1.0164 |
|
1.000 |
1.0143 |
|
0.618 |
1.0130 |
|
HIGH |
1.0109 |
|
0.618 |
1.0096 |
|
0.500 |
1.0092 |
|
0.382 |
1.0088 |
|
LOW |
1.0075 |
|
0.618 |
1.0054 |
|
1.000 |
1.0041 |
|
1.618 |
1.0020 |
|
2.618 |
0.9986 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0097 |
| PP |
1.0091 |
1.0094 |
| S1 |
1.0091 |
1.0092 |
|