CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0056 |
0.0011 |
0.1% |
1.0041 |
| High |
1.0070 |
1.0056 |
-0.0014 |
-0.1% |
1.0065 |
| Low |
1.0044 |
1.0035 |
-0.0009 |
-0.1% |
0.9992 |
| Close |
1.0044 |
1.0040 |
-0.0004 |
0.0% |
1.0016 |
| Range |
0.0026 |
0.0021 |
-0.0005 |
-19.2% |
0.0073 |
| ATR |
0.0025 |
0.0025 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
15 |
7 |
-8 |
-53.3% |
90 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0094 |
1.0052 |
|
| R3 |
1.0086 |
1.0073 |
1.0046 |
|
| R2 |
1.0065 |
1.0065 |
1.0044 |
|
| R1 |
1.0052 |
1.0052 |
1.0042 |
1.0048 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0042 |
| S1 |
1.0031 |
1.0031 |
1.0038 |
1.0027 |
| S2 |
1.0023 |
1.0023 |
1.0036 |
|
| S3 |
1.0002 |
1.0010 |
1.0034 |
|
| S4 |
0.9981 |
0.9989 |
1.0028 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0243 |
1.0203 |
1.0056 |
|
| R3 |
1.0170 |
1.0130 |
1.0036 |
|
| R2 |
1.0097 |
1.0097 |
1.0029 |
|
| R1 |
1.0057 |
1.0057 |
1.0023 |
1.0041 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0016 |
| S1 |
0.9984 |
0.9984 |
1.0009 |
0.9968 |
| S2 |
0.9951 |
0.9951 |
1.0003 |
|
| S3 |
0.9878 |
0.9911 |
0.9996 |
|
| S4 |
0.9805 |
0.9838 |
0.9976 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0111 |
|
1.618 |
1.0090 |
|
1.000 |
1.0077 |
|
0.618 |
1.0069 |
|
HIGH |
1.0056 |
|
0.618 |
1.0048 |
|
0.500 |
1.0046 |
|
0.382 |
1.0043 |
|
LOW |
1.0035 |
|
0.618 |
1.0022 |
|
1.000 |
1.0014 |
|
1.618 |
1.0001 |
|
2.618 |
0.9980 |
|
4.250 |
0.9946 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0046 |
1.0046 |
| PP |
1.0044 |
1.0044 |
| S1 |
1.0042 |
1.0042 |
|