CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9977 |
0.0060 |
0.6% |
0.9945 |
| High |
1.0011 |
1.0007 |
-0.0004 |
0.0% |
1.0011 |
| Low |
0.9912 |
0.9970 |
0.0058 |
0.6% |
0.9906 |
| Close |
0.9995 |
0.9998 |
0.0003 |
0.0% |
0.9995 |
| Range |
0.0099 |
0.0037 |
-0.0062 |
-62.6% |
0.0105 |
| ATR |
0.0069 |
0.0066 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
112,983 |
56,505 |
-56,478 |
-50.0% |
509,309 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0103 |
1.0087 |
1.0018 |
|
| R3 |
1.0066 |
1.0050 |
1.0008 |
|
| R2 |
1.0029 |
1.0029 |
1.0005 |
|
| R1 |
1.0013 |
1.0013 |
1.0001 |
1.0021 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9996 |
| S1 |
0.9976 |
0.9976 |
0.9995 |
0.9984 |
| S2 |
0.9955 |
0.9955 |
0.9991 |
|
| S3 |
0.9918 |
0.9939 |
0.9988 |
|
| S4 |
0.9881 |
0.9902 |
0.9978 |
|
|
| 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% |
0.0062 |
0.6% |
88% |
False |
False |
96,218 |
| 10 |
1.0011 |
0.9761 |
0.0250 |
2.5% |
0.0069 |
0.7% |
95% |
False |
False |
103,165 |
| 20 |
1.0011 |
0.9740 |
0.0271 |
2.7% |
0.0063 |
0.6% |
95% |
False |
False |
95,360 |
| 40 |
1.0011 |
0.9632 |
0.0379 |
3.8% |
0.0068 |
0.7% |
97% |
False |
False |
84,008 |
| 60 |
1.0015 |
0.9554 |
0.0461 |
4.6% |
0.0072 |
0.7% |
96% |
False |
False |
56,478 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0070 |
0.7% |
72% |
False |
False |
42,438 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
72% |
False |
False |
33,973 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0062 |
0.6% |
72% |
False |
False |
28,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0164 |
|
2.618 |
1.0104 |
|
1.618 |
1.0067 |
|
1.000 |
1.0044 |
|
0.618 |
1.0030 |
|
HIGH |
1.0007 |
|
0.618 |
0.9993 |
|
0.500 |
0.9989 |
|
0.382 |
0.9984 |
|
LOW |
0.9970 |
|
0.618 |
0.9947 |
|
1.000 |
0.9933 |
|
1.618 |
0.9910 |
|
2.618 |
0.9873 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9995 |
0.9985 |
| PP |
0.9992 |
0.9972 |
| S1 |
0.9989 |
0.9959 |
|