CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0029 |
-0.0059 |
-0.6% |
1.0031 |
| High |
1.0088 |
1.0062 |
-0.0026 |
-0.3% |
1.0088 |
| Low |
1.0055 |
1.0029 |
-0.0026 |
-0.3% |
1.0012 |
| Close |
1.0061 |
1.0044 |
-0.0017 |
-0.2% |
1.0063 |
| Range |
0.0033 |
0.0033 |
0.0000 |
0.0% |
0.0076 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.0% |
0.0000 |
| Volume |
12 |
71 |
59 |
491.7% |
238 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0127 |
1.0062 |
|
| R3 |
1.0111 |
1.0094 |
1.0053 |
|
| R2 |
1.0078 |
1.0078 |
1.0050 |
|
| R1 |
1.0061 |
1.0061 |
1.0047 |
1.0070 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0049 |
| S1 |
1.0028 |
1.0028 |
1.0041 |
1.0037 |
| S2 |
1.0012 |
1.0012 |
1.0038 |
|
| S3 |
0.9979 |
0.9995 |
1.0035 |
|
| S4 |
0.9946 |
0.9962 |
1.0026 |
|
|
| 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 |
1.0029 |
0.0059 |
0.6% |
0.0022 |
0.2% |
25% |
False |
True |
41 |
| 10 |
1.0088 |
0.9977 |
0.0111 |
1.1% |
0.0022 |
0.2% |
60% |
False |
False |
40 |
| 20 |
1.0088 |
0.9845 |
0.0243 |
2.4% |
0.0019 |
0.2% |
82% |
False |
False |
43 |
| 40 |
1.0088 |
0.9610 |
0.0478 |
4.8% |
0.0025 |
0.3% |
91% |
False |
False |
32 |
| 60 |
1.0088 |
0.9536 |
0.0552 |
5.5% |
0.0027 |
0.3% |
92% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0202 |
|
2.618 |
1.0148 |
|
1.618 |
1.0115 |
|
1.000 |
1.0095 |
|
0.618 |
1.0082 |
|
HIGH |
1.0062 |
|
0.618 |
1.0049 |
|
0.500 |
1.0046 |
|
0.382 |
1.0042 |
|
LOW |
1.0029 |
|
0.618 |
1.0009 |
|
1.000 |
0.9996 |
|
1.618 |
0.9976 |
|
2.618 |
0.9943 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0059 |
| PP |
1.0045 |
1.0054 |
| S1 |
1.0045 |
1.0049 |
|