CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0030 |
1.0040 |
0.0010 |
0.1% |
0.9954 |
High |
1.0035 |
1.0061 |
0.0026 |
0.3% |
1.0030 |
Low |
1.0030 |
1.0040 |
0.0010 |
0.1% |
0.9954 |
Close |
1.0035 |
1.0061 |
0.0026 |
0.3% |
1.0027 |
Range |
0.0005 |
0.0021 |
0.0016 |
320.0% |
0.0076 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
26 |
28 |
2 |
7.7% |
423 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0117 |
1.0110 |
1.0073 |
|
R3 |
1.0096 |
1.0089 |
1.0067 |
|
R2 |
1.0075 |
1.0075 |
1.0065 |
|
R1 |
1.0068 |
1.0068 |
1.0063 |
1.0072 |
PP |
1.0054 |
1.0054 |
1.0054 |
1.0056 |
S1 |
1.0047 |
1.0047 |
1.0059 |
1.0051 |
S2 |
1.0033 |
1.0033 |
1.0057 |
|
S3 |
1.0012 |
1.0026 |
1.0055 |
|
S4 |
0.9991 |
1.0005 |
1.0049 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0232 |
1.0205 |
1.0069 |
|
R3 |
1.0156 |
1.0129 |
1.0048 |
|
R2 |
1.0080 |
1.0080 |
1.0041 |
|
R1 |
1.0053 |
1.0053 |
1.0034 |
1.0067 |
PP |
1.0004 |
1.0004 |
1.0004 |
1.0010 |
S1 |
0.9977 |
0.9977 |
1.0020 |
0.9991 |
S2 |
0.9928 |
0.9928 |
1.0013 |
|
S3 |
0.9852 |
0.9901 |
1.0006 |
|
S4 |
0.9776 |
0.9825 |
0.9985 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0061 |
0.9977 |
0.0084 |
0.8% |
0.0021 |
0.2% |
100% |
True |
False |
39 |
10 |
1.0061 |
0.9869 |
0.0192 |
1.9% |
0.0019 |
0.2% |
100% |
True |
False |
55 |
20 |
1.0061 |
0.9734 |
0.0327 |
3.3% |
0.0020 |
0.2% |
100% |
True |
False |
39 |
40 |
1.0061 |
0.9610 |
0.0451 |
4.5% |
0.0027 |
0.3% |
100% |
True |
False |
30 |
60 |
1.0061 |
0.9536 |
0.0525 |
5.2% |
0.0027 |
0.3% |
100% |
True |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0150 |
2.618 |
1.0116 |
1.618 |
1.0095 |
1.000 |
1.0082 |
0.618 |
1.0074 |
HIGH |
1.0061 |
0.618 |
1.0053 |
0.500 |
1.0051 |
0.382 |
1.0048 |
LOW |
1.0040 |
0.618 |
1.0027 |
1.000 |
1.0019 |
1.618 |
1.0006 |
2.618 |
0.9985 |
4.250 |
0.9951 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0058 |
1.0053 |
PP |
1.0054 |
1.0045 |
S1 |
1.0051 |
1.0037 |
|