CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0086 |
-0.0019 |
-0.2% |
1.0047 |
| High |
1.0105 |
1.0094 |
-0.0011 |
-0.1% |
1.0110 |
| Low |
1.0088 |
1.0035 |
-0.0053 |
-0.5% |
1.0026 |
| Close |
1.0099 |
1.0048 |
-0.0051 |
-0.5% |
1.0098 |
| Range |
0.0017 |
0.0059 |
0.0042 |
247.1% |
0.0084 |
| ATR |
0.0034 |
0.0036 |
0.0002 |
6.2% |
0.0000 |
| Volume |
71 |
22 |
-49 |
-69.0% |
190 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0201 |
1.0080 |
|
| R3 |
1.0177 |
1.0142 |
1.0064 |
|
| R2 |
1.0118 |
1.0118 |
1.0059 |
|
| R1 |
1.0083 |
1.0083 |
1.0053 |
1.0071 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0053 |
| S1 |
1.0024 |
1.0024 |
1.0043 |
1.0012 |
| S2 |
1.0000 |
1.0000 |
1.0037 |
|
| S3 |
0.9941 |
0.9965 |
1.0032 |
|
| S4 |
0.9882 |
0.9906 |
1.0016 |
|
|
| 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 |
1.0105 |
1.0026 |
0.0079 |
0.8% |
0.0017 |
0.2% |
28% |
False |
False |
39 |
| 10 |
1.0110 |
1.0017 |
0.0093 |
0.9% |
0.0024 |
0.2% |
33% |
False |
False |
39 |
| 20 |
1.0110 |
0.9975 |
0.0135 |
1.3% |
0.0022 |
0.2% |
54% |
False |
False |
52 |
| 40 |
1.0110 |
0.9715 |
0.0395 |
3.9% |
0.0020 |
0.2% |
84% |
False |
False |
36 |
| 60 |
1.0110 |
0.9610 |
0.0500 |
5.0% |
0.0024 |
0.2% |
88% |
False |
False |
37 |
| 80 |
1.0110 |
0.9536 |
0.0574 |
5.7% |
0.0025 |
0.3% |
89% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0345 |
|
2.618 |
1.0248 |
|
1.618 |
1.0189 |
|
1.000 |
1.0153 |
|
0.618 |
1.0130 |
|
HIGH |
1.0094 |
|
0.618 |
1.0071 |
|
0.500 |
1.0065 |
|
0.382 |
1.0058 |
|
LOW |
1.0035 |
|
0.618 |
0.9999 |
|
1.000 |
0.9976 |
|
1.618 |
0.9940 |
|
2.618 |
0.9881 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0070 |
| PP |
1.0059 |
1.0063 |
| S1 |
1.0054 |
1.0055 |
|