CME Canadian Dollar Future June 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 |
1.0065 |
0.9995 |
-0.0070 |
-0.7% |
0.9998 |
| High |
1.0065 |
1.0020 |
-0.0045 |
-0.4% |
1.0061 |
| Low |
1.0035 |
0.9995 |
-0.0040 |
-0.4% |
0.9998 |
| Close |
1.0035 |
1.0020 |
-0.0015 |
-0.1% |
1.0038 |
| Range |
0.0030 |
0.0025 |
-0.0005 |
-16.7% |
0.0063 |
| ATR |
0.0023 |
0.0024 |
0.0001 |
5.5% |
0.0000 |
| Volume |
30 |
33 |
3 |
10.0% |
35 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0087 |
1.0078 |
1.0034 |
|
| R3 |
1.0062 |
1.0053 |
1.0027 |
|
| R2 |
1.0037 |
1.0037 |
1.0025 |
|
| R1 |
1.0028 |
1.0028 |
1.0022 |
1.0033 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0014 |
| S1 |
1.0003 |
1.0003 |
1.0018 |
1.0008 |
| S2 |
0.9987 |
0.9987 |
1.0015 |
|
| S3 |
0.9962 |
0.9978 |
1.0013 |
|
| S4 |
0.9937 |
0.9953 |
1.0006 |
|
|
| 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 |
1.0126 |
|
2.618 |
1.0085 |
|
1.618 |
1.0060 |
|
1.000 |
1.0045 |
|
0.618 |
1.0035 |
|
HIGH |
1.0020 |
|
0.618 |
1.0010 |
|
0.500 |
1.0008 |
|
0.382 |
1.0005 |
|
LOW |
0.9995 |
|
0.618 |
0.9980 |
|
1.000 |
0.9970 |
|
1.618 |
0.9955 |
|
2.618 |
0.9930 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0030 |
| PP |
1.0012 |
1.0027 |
| S1 |
1.0008 |
1.0023 |
|