CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0041 |
0.0012 |
0.1% |
0.9998 |
| High |
1.0038 |
1.0042 |
0.0004 |
0.0% |
1.0061 |
| Low |
1.0029 |
1.0039 |
0.0010 |
0.1% |
0.9998 |
| Close |
1.0038 |
1.0042 |
0.0004 |
0.0% |
1.0038 |
| Range |
0.0009 |
0.0003 |
-0.0006 |
-66.7% |
0.0063 |
| ATR |
0.0023 |
0.0022 |
-0.0001 |
-5.9% |
0.0000 |
| Volume |
12 |
12 |
0 |
0.0% |
35 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0049 |
1.0044 |
|
| R3 |
1.0047 |
1.0046 |
1.0043 |
|
| R2 |
1.0044 |
1.0044 |
1.0043 |
|
| R1 |
1.0043 |
1.0043 |
1.0042 |
1.0044 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0041 |
| S1 |
1.0040 |
1.0040 |
1.0042 |
1.0041 |
| S2 |
1.0038 |
1.0038 |
1.0041 |
|
| S3 |
1.0035 |
1.0037 |
1.0041 |
|
| S4 |
1.0032 |
1.0034 |
1.0040 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0193 |
1.0073 |
|
| R3 |
1.0158 |
1.0130 |
1.0055 |
|
| R2 |
1.0095 |
1.0095 |
1.0050 |
|
| R1 |
1.0067 |
1.0067 |
1.0044 |
1.0081 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0040 |
| S1 |
1.0004 |
1.0004 |
1.0032 |
1.0018 |
| S2 |
0.9969 |
0.9969 |
1.0026 |
|
| S3 |
0.9906 |
0.9941 |
1.0021 |
|
| S4 |
0.9843 |
0.9878 |
1.0003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0055 |
|
2.618 |
1.0050 |
|
1.618 |
1.0047 |
|
1.000 |
1.0045 |
|
0.618 |
1.0044 |
|
HIGH |
1.0042 |
|
0.618 |
1.0041 |
|
0.500 |
1.0041 |
|
0.382 |
1.0040 |
|
LOW |
1.0039 |
|
0.618 |
1.0037 |
|
1.000 |
1.0036 |
|
1.618 |
1.0034 |
|
2.618 |
1.0031 |
|
4.250 |
1.0026 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0045 |
| PP |
1.0041 |
1.0044 |
| S1 |
1.0041 |
1.0043 |
|