CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 21-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0062 |
1.0088 |
0.0026 |
0.3% |
1.0031 |
High |
1.0069 |
1.0088 |
0.0019 |
0.2% |
1.0088 |
Low |
1.0060 |
1.0055 |
-0.0005 |
0.0% |
1.0012 |
Close |
1.0068 |
1.0061 |
-0.0007 |
-0.1% |
1.0063 |
Range |
0.0009 |
0.0033 |
0.0024 |
266.7% |
0.0076 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.1% |
0.0000 |
Volume |
1 |
12 |
11 |
1,100.0% |
238 |
|
Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0167 |
1.0147 |
1.0079 |
|
R3 |
1.0134 |
1.0114 |
1.0070 |
|
R2 |
1.0101 |
1.0101 |
1.0067 |
|
R1 |
1.0081 |
1.0081 |
1.0064 |
1.0075 |
PP |
1.0068 |
1.0068 |
1.0068 |
1.0065 |
S1 |
1.0048 |
1.0048 |
1.0058 |
1.0042 |
S2 |
1.0035 |
1.0035 |
1.0055 |
|
S3 |
1.0002 |
1.0015 |
1.0052 |
|
S4 |
0.9969 |
0.9982 |
1.0043 |
|
|
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 |
1.0040 |
0.0048 |
0.5% |
0.0019 |
0.2% |
44% |
True |
False |
32 |
10 |
1.0088 |
0.9975 |
0.0113 |
1.1% |
0.0021 |
0.2% |
76% |
True |
False |
65 |
20 |
1.0088 |
0.9762 |
0.0326 |
3.2% |
0.0019 |
0.2% |
92% |
True |
False |
40 |
40 |
1.0088 |
0.9610 |
0.0478 |
4.8% |
0.0026 |
0.3% |
94% |
True |
False |
31 |
60 |
1.0088 |
0.9536 |
0.0552 |
5.5% |
0.0026 |
0.3% |
95% |
True |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0228 |
2.618 |
1.0174 |
1.618 |
1.0141 |
1.000 |
1.0121 |
0.618 |
1.0108 |
HIGH |
1.0088 |
0.618 |
1.0075 |
0.500 |
1.0072 |
0.382 |
1.0068 |
LOW |
1.0055 |
0.618 |
1.0035 |
1.000 |
1.0022 |
1.618 |
1.0002 |
2.618 |
0.9969 |
4.250 |
0.9915 |
|
|
Fisher Pivots for day following 21-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0072 |
1.0072 |
PP |
1.0068 |
1.0068 |
S1 |
1.0065 |
1.0065 |
|