CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0022 |
1.0045 |
0.0023 |
0.2% |
0.9945 |
| High |
1.0056 |
1.0083 |
0.0027 |
0.3% |
1.0011 |
| Low |
1.0003 |
1.0041 |
0.0038 |
0.4% |
0.9906 |
| Close |
1.0041 |
1.0074 |
0.0033 |
0.3% |
0.9995 |
| Range |
0.0053 |
0.0042 |
-0.0011 |
-20.8% |
0.0105 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
77,134 |
82,249 |
5,115 |
6.6% |
509,309 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0175 |
1.0097 |
|
| R3 |
1.0150 |
1.0133 |
1.0086 |
|
| R2 |
1.0108 |
1.0108 |
1.0082 |
|
| R1 |
1.0091 |
1.0091 |
1.0078 |
1.0100 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0070 |
| S1 |
1.0049 |
1.0049 |
1.0070 |
1.0058 |
| S2 |
1.0024 |
1.0024 |
1.0066 |
|
| S3 |
0.9982 |
1.0007 |
1.0062 |
|
| S4 |
0.9940 |
0.9965 |
1.0051 |
|
|
| 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 |
1.0083 |
0.9912 |
0.0171 |
1.7% |
0.0056 |
0.6% |
95% |
True |
False |
79,157 |
| 10 |
1.0083 |
0.9885 |
0.0198 |
2.0% |
0.0057 |
0.6% |
95% |
True |
False |
89,589 |
| 20 |
1.0083 |
0.9761 |
0.0322 |
3.2% |
0.0061 |
0.6% |
97% |
True |
False |
93,976 |
| 40 |
1.0083 |
0.9632 |
0.0451 |
4.5% |
0.0066 |
0.7% |
98% |
True |
False |
87,742 |
| 60 |
1.0083 |
0.9554 |
0.0529 |
5.3% |
0.0070 |
0.7% |
98% |
True |
False |
60,234 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0068 |
0.7% |
85% |
False |
False |
45,260 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0067 |
0.7% |
85% |
False |
False |
36,233 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0063 |
0.6% |
85% |
False |
False |
30,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0262 |
|
2.618 |
1.0193 |
|
1.618 |
1.0151 |
|
1.000 |
1.0125 |
|
0.618 |
1.0109 |
|
HIGH |
1.0083 |
|
0.618 |
1.0067 |
|
0.500 |
1.0062 |
|
0.382 |
1.0057 |
|
LOW |
1.0041 |
|
0.618 |
1.0015 |
|
1.000 |
0.9999 |
|
1.618 |
0.9973 |
|
2.618 |
0.9931 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0060 |
| PP |
1.0066 |
1.0045 |
| S1 |
1.0062 |
1.0031 |
|