CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9937 |
0.9917 |
-0.0020 |
-0.2% |
0.9945 |
| High |
0.9989 |
1.0011 |
0.0022 |
0.2% |
1.0011 |
| Low |
0.9906 |
0.9912 |
0.0006 |
0.1% |
0.9906 |
| Close |
0.9912 |
0.9995 |
0.0083 |
0.8% |
0.9995 |
| Range |
0.0083 |
0.0099 |
0.0016 |
19.3% |
0.0105 |
| ATR |
0.0066 |
0.0069 |
0.0002 |
3.5% |
0.0000 |
| Volume |
145,637 |
112,983 |
-32,654 |
-22.4% |
509,309 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0231 |
1.0049 |
|
| R3 |
1.0171 |
1.0132 |
1.0022 |
|
| R2 |
1.0072 |
1.0072 |
1.0013 |
|
| R1 |
1.0033 |
1.0033 |
1.0004 |
1.0053 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9982 |
| S1 |
0.9934 |
0.9934 |
0.9986 |
0.9954 |
| S2 |
0.9874 |
0.9874 |
0.9977 |
|
| S3 |
0.9775 |
0.9835 |
0.9968 |
|
| S4 |
0.9676 |
0.9736 |
0.9941 |
|
|
| 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 |
1.0011 |
0.9906 |
0.0105 |
1.1% |
0.0063 |
0.6% |
85% |
True |
False |
101,861 |
| 10 |
1.0011 |
0.9761 |
0.0250 |
2.5% |
0.0073 |
0.7% |
94% |
True |
False |
108,495 |
| 20 |
1.0011 |
0.9740 |
0.0271 |
2.7% |
0.0063 |
0.6% |
94% |
True |
False |
95,768 |
| 40 |
1.0011 |
0.9632 |
0.0379 |
3.8% |
0.0070 |
0.7% |
96% |
True |
False |
82,728 |
| 60 |
1.0015 |
0.9554 |
0.0461 |
4.6% |
0.0072 |
0.7% |
96% |
False |
False |
55,544 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0070 |
0.7% |
72% |
False |
False |
41,734 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
72% |
False |
False |
33,411 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0062 |
0.6% |
72% |
False |
False |
27,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0270 |
|
1.618 |
1.0171 |
|
1.000 |
1.0110 |
|
0.618 |
1.0072 |
|
HIGH |
1.0011 |
|
0.618 |
0.9973 |
|
0.500 |
0.9962 |
|
0.382 |
0.9950 |
|
LOW |
0.9912 |
|
0.618 |
0.9851 |
|
1.000 |
0.9813 |
|
1.618 |
0.9752 |
|
2.618 |
0.9653 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9984 |
0.9983 |
| PP |
0.9973 |
0.9971 |
| S1 |
0.9962 |
0.9959 |
|