CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0105 |
0.0005 |
0.0% |
1.0047 |
| High |
1.0100 |
1.0105 |
0.0005 |
0.0% |
1.0110 |
| Low |
1.0096 |
1.0088 |
-0.0008 |
-0.1% |
1.0026 |
| Close |
1.0098 |
1.0099 |
0.0001 |
0.0% |
1.0098 |
| Range |
0.0004 |
0.0017 |
0.0013 |
325.0% |
0.0084 |
| ATR |
0.0036 |
0.0034 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
26 |
71 |
45 |
173.1% |
190 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0141 |
1.0108 |
|
| R3 |
1.0131 |
1.0124 |
1.0104 |
|
| R2 |
1.0114 |
1.0114 |
1.0102 |
|
| R1 |
1.0107 |
1.0107 |
1.0101 |
1.0102 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0095 |
| S1 |
1.0090 |
1.0090 |
1.0097 |
1.0085 |
| S2 |
1.0080 |
1.0080 |
1.0096 |
|
| S3 |
1.0063 |
1.0073 |
1.0094 |
|
| S4 |
1.0046 |
1.0056 |
1.0090 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0298 |
1.0144 |
|
| R3 |
1.0246 |
1.0214 |
1.0121 |
|
| R2 |
1.0162 |
1.0162 |
1.0113 |
|
| R1 |
1.0130 |
1.0130 |
1.0106 |
1.0146 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0086 |
| S1 |
1.0046 |
1.0046 |
1.0090 |
1.0062 |
| S2 |
0.9994 |
0.9994 |
1.0083 |
|
| S3 |
0.9910 |
0.9962 |
1.0075 |
|
| S4 |
0.9826 |
0.9878 |
1.0052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0110 |
1.0026 |
0.0084 |
0.8% |
0.0019 |
0.2% |
87% |
False |
False |
43 |
| 10 |
1.0110 |
1.0017 |
0.0093 |
0.9% |
0.0021 |
0.2% |
88% |
False |
False |
38 |
| 20 |
1.0110 |
0.9975 |
0.0135 |
1.3% |
0.0020 |
0.2% |
92% |
False |
False |
51 |
| 40 |
1.0110 |
0.9715 |
0.0395 |
3.9% |
0.0020 |
0.2% |
97% |
False |
False |
36 |
| 60 |
1.0110 |
0.9610 |
0.0500 |
5.0% |
0.0023 |
0.2% |
98% |
False |
False |
37 |
| 80 |
1.0110 |
0.9536 |
0.0574 |
5.7% |
0.0025 |
0.2% |
98% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0177 |
|
2.618 |
1.0150 |
|
1.618 |
1.0133 |
|
1.000 |
1.0122 |
|
0.618 |
1.0116 |
|
HIGH |
1.0105 |
|
0.618 |
1.0099 |
|
0.500 |
1.0097 |
|
0.382 |
1.0094 |
|
LOW |
1.0088 |
|
0.618 |
1.0077 |
|
1.000 |
1.0071 |
|
1.618 |
1.0060 |
|
2.618 |
1.0043 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0088 |
| PP |
1.0097 |
1.0077 |
| S1 |
1.0097 |
1.0066 |
|