CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 07-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
0.9977 |
0.9987 |
0.0010 |
0.1% |
0.9945 |
High |
1.0007 |
1.0029 |
0.0022 |
0.2% |
1.0011 |
Low |
0.9970 |
0.9979 |
0.0009 |
0.1% |
0.9906 |
Close |
0.9998 |
1.0026 |
0.0028 |
0.3% |
0.9995 |
Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0105 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
56,505 |
66,918 |
10,413 |
18.4% |
509,309 |
|
Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0161 |
1.0144 |
1.0054 |
|
R3 |
1.0111 |
1.0094 |
1.0040 |
|
R2 |
1.0061 |
1.0061 |
1.0035 |
|
R1 |
1.0044 |
1.0044 |
1.0031 |
1.0053 |
PP |
1.0011 |
1.0011 |
1.0011 |
1.0016 |
S1 |
0.9994 |
0.9994 |
1.0021 |
1.0003 |
S2 |
0.9961 |
0.9961 |
1.0017 |
|
S3 |
0.9911 |
0.9944 |
1.0012 |
|
S4 |
0.9861 |
0.9894 |
0.9999 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0286 |
1.0245 |
1.0053 |
|
R3 |
1.0181 |
1.0140 |
1.0024 |
|
R2 |
1.0076 |
1.0076 |
1.0014 |
|
R1 |
1.0035 |
1.0035 |
1.0005 |
1.0056 |
PP |
0.9971 |
0.9971 |
0.9971 |
0.9981 |
S1 |
0.9930 |
0.9930 |
0.9985 |
0.9951 |
S2 |
0.9866 |
0.9866 |
0.9976 |
|
S3 |
0.9761 |
0.9825 |
0.9966 |
|
S4 |
0.9656 |
0.9720 |
0.9937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0029 |
0.9906 |
0.0123 |
1.2% |
0.0064 |
0.6% |
98% |
True |
False |
92,337 |
10 |
1.0029 |
0.9761 |
0.0268 |
2.7% |
0.0067 |
0.7% |
99% |
True |
False |
98,973 |
20 |
1.0029 |
0.9740 |
0.0289 |
2.9% |
0.0063 |
0.6% |
99% |
True |
False |
95,033 |
40 |
1.0029 |
0.9632 |
0.0397 |
4.0% |
0.0067 |
0.7% |
99% |
True |
False |
85,387 |
60 |
1.0029 |
0.9554 |
0.0475 |
4.7% |
0.0071 |
0.7% |
99% |
True |
False |
57,590 |
80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0070 |
0.7% |
77% |
False |
False |
43,271 |
100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
77% |
False |
False |
34,641 |
120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0062 |
0.6% |
77% |
False |
False |
28,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0242 |
2.618 |
1.0160 |
1.618 |
1.0110 |
1.000 |
1.0079 |
0.618 |
1.0060 |
HIGH |
1.0029 |
0.618 |
1.0010 |
0.500 |
1.0004 |
0.382 |
0.9998 |
LOW |
0.9979 |
0.618 |
0.9948 |
1.000 |
0.9929 |
1.618 |
0.9898 |
2.618 |
0.9848 |
4.250 |
0.9767 |
|
|
Fisher Pivots for day following 07-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0019 |
1.0008 |
PP |
1.0011 |
0.9989 |
S1 |
1.0004 |
0.9971 |
|