CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0106 |
-0.0003 |
0.0% |
1.0083 |
| High |
1.0120 |
1.0155 |
0.0035 |
0.3% |
1.0135 |
| Low |
1.0093 |
1.0095 |
0.0002 |
0.0% |
1.0052 |
| Close |
1.0113 |
1.0105 |
-0.0008 |
-0.1% |
1.0108 |
| Range |
0.0027 |
0.0060 |
0.0033 |
122.2% |
0.0083 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.7% |
0.0000 |
| Volume |
52,846 |
81,156 |
28,310 |
53.6% |
355,724 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0262 |
1.0138 |
|
| R3 |
1.0238 |
1.0202 |
1.0122 |
|
| R2 |
1.0178 |
1.0178 |
1.0116 |
|
| R1 |
1.0142 |
1.0142 |
1.0111 |
1.0130 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0113 |
| S1 |
1.0082 |
1.0082 |
1.0100 |
1.0070 |
| S2 |
1.0058 |
1.0058 |
1.0094 |
|
| S3 |
0.9998 |
1.0022 |
1.0089 |
|
| S4 |
0.9938 |
0.9962 |
1.0072 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0311 |
1.0154 |
|
| R3 |
1.0264 |
1.0228 |
1.0131 |
|
| R2 |
1.0181 |
1.0181 |
1.0123 |
|
| R1 |
1.0145 |
1.0145 |
1.0116 |
1.0163 |
| PP |
1.0098 |
1.0098 |
1.0098 |
1.0108 |
| S1 |
1.0062 |
1.0062 |
1.0100 |
1.0080 |
| S2 |
1.0015 |
1.0015 |
1.0093 |
|
| S3 |
0.9932 |
0.9979 |
1.0085 |
|
| S4 |
0.9849 |
0.9896 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0155 |
1.0057 |
0.0098 |
1.0% |
0.0044 |
0.4% |
49% |
True |
False |
70,066 |
| 10 |
1.0155 |
1.0003 |
0.0152 |
1.5% |
0.0046 |
0.5% |
67% |
True |
False |
73,346 |
| 20 |
1.0155 |
0.9761 |
0.0394 |
3.9% |
0.0057 |
0.6% |
87% |
True |
False |
86,159 |
| 40 |
1.0155 |
0.9632 |
0.0523 |
5.2% |
0.0061 |
0.6% |
90% |
True |
False |
84,501 |
| 60 |
1.0155 |
0.9554 |
0.0601 |
5.9% |
0.0066 |
0.7% |
92% |
True |
False |
69,687 |
| 80 |
1.0160 |
0.9554 |
0.0606 |
6.0% |
0.0067 |
0.7% |
91% |
False |
False |
52,392 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
90% |
False |
False |
41,966 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
90% |
False |
False |
34,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0410 |
|
2.618 |
1.0312 |
|
1.618 |
1.0252 |
|
1.000 |
1.0215 |
|
0.618 |
1.0192 |
|
HIGH |
1.0155 |
|
0.618 |
1.0132 |
|
0.500 |
1.0125 |
|
0.382 |
1.0118 |
|
LOW |
1.0095 |
|
0.618 |
1.0058 |
|
1.000 |
1.0035 |
|
1.618 |
0.9998 |
|
2.618 |
0.9938 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0124 |
| PP |
1.0118 |
1.0117 |
| S1 |
1.0112 |
1.0111 |
|