CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0074 |
1.0101 |
0.0027 |
0.3% |
0.9977 |
| High |
1.0108 |
1.0135 |
0.0027 |
0.3% |
1.0087 |
| Low |
1.0057 |
1.0094 |
0.0037 |
0.4% |
0.9970 |
| Close |
1.0107 |
1.0134 |
0.0027 |
0.3% |
1.0073 |
| Range |
0.0051 |
0.0041 |
-0.0010 |
-19.6% |
0.0117 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
74,205 |
71,643 |
-2,562 |
-3.5% |
367,160 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0230 |
1.0157 |
|
| R3 |
1.0203 |
1.0189 |
1.0145 |
|
| R2 |
1.0162 |
1.0162 |
1.0142 |
|
| R1 |
1.0148 |
1.0148 |
1.0138 |
1.0155 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0125 |
| S1 |
1.0107 |
1.0107 |
1.0130 |
1.0114 |
| S2 |
1.0080 |
1.0080 |
1.0126 |
|
| S3 |
1.0039 |
1.0066 |
1.0123 |
|
| S4 |
0.9998 |
1.0025 |
1.0111 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0351 |
1.0137 |
|
| R3 |
1.0277 |
1.0234 |
1.0105 |
|
| R2 |
1.0160 |
1.0160 |
1.0094 |
|
| R1 |
1.0117 |
1.0117 |
1.0084 |
1.0139 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0054 |
| S1 |
1.0000 |
1.0000 |
1.0062 |
1.0022 |
| S2 |
0.9926 |
0.9926 |
1.0052 |
|
| S3 |
0.9809 |
0.9883 |
1.0041 |
|
| S4 |
0.9692 |
0.9766 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
1.0010 |
0.0125 |
1.2% |
0.0048 |
0.5% |
99% |
True |
False |
73,919 |
| 10 |
1.0135 |
0.9912 |
0.0223 |
2.2% |
0.0052 |
0.5% |
100% |
True |
False |
76,538 |
| 20 |
1.0135 |
0.9761 |
0.0374 |
3.7% |
0.0061 |
0.6% |
100% |
True |
False |
91,129 |
| 40 |
1.0135 |
0.9632 |
0.0503 |
5.0% |
0.0063 |
0.6% |
100% |
True |
False |
86,725 |
| 60 |
1.0135 |
0.9554 |
0.0581 |
5.7% |
0.0068 |
0.7% |
100% |
True |
False |
66,340 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0068 |
0.7% |
94% |
False |
False |
49,855 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
94% |
False |
False |
39,924 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
94% |
False |
False |
33,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0242 |
|
1.618 |
1.0201 |
|
1.000 |
1.0176 |
|
0.618 |
1.0160 |
|
HIGH |
1.0135 |
|
0.618 |
1.0119 |
|
0.500 |
1.0115 |
|
0.382 |
1.0110 |
|
LOW |
1.0094 |
|
0.618 |
1.0069 |
|
1.000 |
1.0053 |
|
1.618 |
1.0028 |
|
2.618 |
0.9987 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0121 |
| PP |
1.0121 |
1.0107 |
| S1 |
1.0115 |
1.0094 |
|