CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0083 |
-0.0017 |
-0.2% |
1.0091 |
| High |
1.0109 |
1.0086 |
-0.0023 |
-0.2% |
1.0132 |
| Low |
1.0075 |
1.0046 |
-0.0029 |
-0.3% |
1.0026 |
| Close |
1.0090 |
1.0050 |
-0.0040 |
-0.4% |
1.0063 |
| Range |
0.0034 |
0.0040 |
0.0006 |
17.6% |
0.0106 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
1,938 |
277 |
-1,661 |
-85.7% |
3,541 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0155 |
1.0072 |
|
| R3 |
1.0141 |
1.0115 |
1.0061 |
|
| R2 |
1.0101 |
1.0101 |
1.0057 |
|
| R1 |
1.0075 |
1.0075 |
1.0054 |
1.0068 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0057 |
| S1 |
1.0035 |
1.0035 |
1.0046 |
1.0028 |
| S2 |
1.0021 |
1.0021 |
1.0043 |
|
| S3 |
0.9981 |
0.9995 |
1.0039 |
|
| S4 |
0.9941 |
0.9955 |
1.0028 |
|
|
| 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 |
1.0028 |
0.0107 |
1.1% |
0.0044 |
0.4% |
21% |
False |
False |
900 |
| 10 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0046 |
0.5% |
22% |
False |
False |
750 |
| 20 |
1.0135 |
0.9895 |
0.0240 |
2.4% |
0.0045 |
0.5% |
65% |
False |
False |
620 |
| 40 |
1.0135 |
0.9723 |
0.0412 |
4.1% |
0.0049 |
0.5% |
79% |
False |
False |
539 |
| 60 |
1.0135 |
0.9620 |
0.0515 |
5.1% |
0.0054 |
0.5% |
83% |
False |
False |
449 |
| 80 |
1.0135 |
0.9545 |
0.0590 |
5.9% |
0.0054 |
0.5% |
86% |
False |
False |
386 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0051 |
0.5% |
85% |
False |
False |
325 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
85% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0256 |
|
2.618 |
1.0191 |
|
1.618 |
1.0151 |
|
1.000 |
1.0126 |
|
0.618 |
1.0111 |
|
HIGH |
1.0086 |
|
0.618 |
1.0071 |
|
0.500 |
1.0066 |
|
0.382 |
1.0061 |
|
LOW |
1.0046 |
|
0.618 |
1.0021 |
|
1.000 |
1.0006 |
|
1.618 |
0.9981 |
|
2.618 |
0.9941 |
|
4.250 |
0.9876 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0091 |
| PP |
1.0061 |
1.0077 |
| S1 |
1.0055 |
1.0064 |
|