CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0083 |
1.0053 |
-0.0030 |
-0.3% |
1.0061 |
| High |
1.0086 |
1.0125 |
0.0039 |
0.4% |
1.0135 |
| Low |
1.0046 |
1.0050 |
0.0004 |
0.0% |
1.0046 |
| Close |
1.0050 |
1.0123 |
0.0073 |
0.7% |
1.0123 |
| Range |
0.0040 |
0.0075 |
0.0035 |
87.5% |
0.0089 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.8% |
0.0000 |
| Volume |
277 |
1,207 |
930 |
335.7% |
4,636 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0299 |
1.0164 |
|
| R3 |
1.0249 |
1.0224 |
1.0144 |
|
| R2 |
1.0174 |
1.0174 |
1.0137 |
|
| R1 |
1.0149 |
1.0149 |
1.0130 |
1.0162 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0106 |
| S1 |
1.0074 |
1.0074 |
1.0116 |
1.0087 |
| S2 |
1.0024 |
1.0024 |
1.0109 |
|
| S3 |
0.9949 |
0.9999 |
1.0102 |
|
| S4 |
0.9874 |
0.9924 |
1.0082 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0335 |
1.0172 |
|
| R3 |
1.0279 |
1.0246 |
1.0147 |
|
| R2 |
1.0190 |
1.0190 |
1.0139 |
|
| R1 |
1.0157 |
1.0157 |
1.0131 |
1.0174 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0110 |
| S1 |
1.0068 |
1.0068 |
1.0115 |
1.0085 |
| S2 |
1.0012 |
1.0012 |
1.0107 |
|
| S3 |
0.9923 |
0.9979 |
1.0099 |
|
| S4 |
0.9834 |
0.9890 |
1.0074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
1.0046 |
0.0089 |
0.9% |
0.0050 |
0.5% |
87% |
False |
False |
927 |
| 10 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0050 |
0.5% |
89% |
False |
False |
817 |
| 20 |
1.0135 |
0.9952 |
0.0183 |
1.8% |
0.0044 |
0.4% |
93% |
False |
False |
643 |
| 40 |
1.0135 |
0.9723 |
0.0412 |
4.1% |
0.0050 |
0.5% |
97% |
False |
False |
554 |
| 60 |
1.0135 |
0.9620 |
0.0515 |
5.1% |
0.0054 |
0.5% |
98% |
False |
False |
465 |
| 80 |
1.0135 |
0.9545 |
0.0590 |
5.8% |
0.0054 |
0.5% |
98% |
False |
False |
400 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.8% |
0.0052 |
0.5% |
98% |
False |
False |
335 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.8% |
0.0049 |
0.5% |
98% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0321 |
|
1.618 |
1.0246 |
|
1.000 |
1.0200 |
|
0.618 |
1.0171 |
|
HIGH |
1.0125 |
|
0.618 |
1.0096 |
|
0.500 |
1.0088 |
|
0.382 |
1.0079 |
|
LOW |
1.0050 |
|
0.618 |
1.0004 |
|
1.000 |
0.9975 |
|
1.618 |
0.9929 |
|
2.618 |
0.9854 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0111 |
| PP |
1.0099 |
1.0098 |
| S1 |
1.0088 |
1.0086 |
|