CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 17-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0055 |
1.0063 |
0.0008 |
0.1% |
1.0031 |
High |
1.0088 |
1.0063 |
-0.0025 |
-0.2% |
1.0088 |
Low |
1.0055 |
1.0063 |
0.0008 |
0.1% |
1.0012 |
Close |
1.0088 |
1.0063 |
-0.0025 |
-0.2% |
1.0063 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0076 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
72 |
50 |
-22 |
-30.6% |
238 |
|
Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0063 |
1.0063 |
1.0063 |
|
R3 |
1.0063 |
1.0063 |
1.0063 |
|
R2 |
1.0063 |
1.0063 |
1.0063 |
|
R1 |
1.0063 |
1.0063 |
1.0063 |
1.0063 |
PP |
1.0063 |
1.0063 |
1.0063 |
1.0063 |
S1 |
1.0063 |
1.0063 |
1.0063 |
1.0063 |
S2 |
1.0063 |
1.0063 |
1.0063 |
|
S3 |
1.0063 |
1.0063 |
1.0063 |
|
S4 |
1.0063 |
1.0063 |
1.0063 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0282 |
1.0249 |
1.0105 |
|
R3 |
1.0206 |
1.0173 |
1.0084 |
|
R2 |
1.0130 |
1.0130 |
1.0077 |
|
R1 |
1.0097 |
1.0097 |
1.0070 |
1.0114 |
PP |
1.0054 |
1.0054 |
1.0054 |
1.0063 |
S1 |
1.0021 |
1.0021 |
1.0056 |
1.0038 |
S2 |
0.9978 |
0.9978 |
1.0049 |
|
S3 |
0.9902 |
0.9945 |
1.0042 |
|
S4 |
0.9826 |
0.9869 |
1.0021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0088 |
1.0012 |
0.0076 |
0.8% |
0.0016 |
0.2% |
67% |
False |
False |
47 |
10 |
1.0088 |
0.9954 |
0.0134 |
1.3% |
0.0017 |
0.2% |
81% |
False |
False |
66 |
20 |
1.0088 |
0.9734 |
0.0354 |
3.5% |
0.0020 |
0.2% |
93% |
False |
False |
42 |
40 |
1.0088 |
0.9610 |
0.0478 |
4.8% |
0.0026 |
0.3% |
95% |
False |
False |
32 |
60 |
1.0088 |
0.9536 |
0.0552 |
5.5% |
0.0027 |
0.3% |
95% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0063 |
2.618 |
1.0063 |
1.618 |
1.0063 |
1.000 |
1.0063 |
0.618 |
1.0063 |
HIGH |
1.0063 |
0.618 |
1.0063 |
0.500 |
1.0063 |
0.382 |
1.0063 |
LOW |
1.0063 |
0.618 |
1.0063 |
1.000 |
1.0063 |
1.618 |
1.0063 |
2.618 |
1.0063 |
4.250 |
1.0063 |
|
|
Fisher Pivots for day following 17-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0063 |
1.0064 |
PP |
1.0063 |
1.0064 |
S1 |
1.0063 |
1.0063 |
|