CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0103 |
1.0088 |
-0.0015 |
-0.1% |
1.0083 |
| High |
1.0108 |
1.0111 |
0.0003 |
0.0% |
1.0135 |
| Low |
1.0047 |
1.0046 |
-0.0001 |
0.0% |
1.0052 |
| Close |
1.0088 |
1.0061 |
-0.0027 |
-0.3% |
1.0108 |
| Range |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0083 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
103,592 |
82,514 |
-21,078 |
-20.3% |
355,724 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0229 |
1.0097 |
|
| R3 |
1.0203 |
1.0164 |
1.0079 |
|
| R2 |
1.0138 |
1.0138 |
1.0073 |
|
| R1 |
1.0099 |
1.0099 |
1.0067 |
1.0086 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0066 |
| S1 |
1.0034 |
1.0034 |
1.0055 |
1.0021 |
| S2 |
1.0008 |
1.0008 |
1.0049 |
|
| S3 |
0.9943 |
0.9969 |
1.0043 |
|
| S4 |
0.9878 |
0.9904 |
1.0025 |
|
|
| 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 |
1.0046 |
0.0109 |
1.1% |
0.0051 |
0.5% |
14% |
False |
True |
78,117 |
| 10 |
1.0155 |
1.0010 |
0.0145 |
1.4% |
0.0049 |
0.5% |
35% |
False |
False |
76,018 |
| 20 |
1.0155 |
0.9885 |
0.0270 |
2.7% |
0.0053 |
0.5% |
65% |
False |
False |
82,803 |
| 40 |
1.0155 |
0.9632 |
0.0523 |
5.2% |
0.0062 |
0.6% |
82% |
False |
False |
84,801 |
| 60 |
1.0155 |
0.9554 |
0.0601 |
6.0% |
0.0066 |
0.7% |
84% |
False |
False |
72,765 |
| 80 |
1.0155 |
0.9554 |
0.0601 |
6.0% |
0.0067 |
0.7% |
84% |
False |
False |
54,712 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
83% |
False |
False |
43,825 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
83% |
False |
False |
36,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0281 |
|
1.618 |
1.0216 |
|
1.000 |
1.0176 |
|
0.618 |
1.0151 |
|
HIGH |
1.0111 |
|
0.618 |
1.0086 |
|
0.500 |
1.0079 |
|
0.382 |
1.0071 |
|
LOW |
1.0046 |
|
0.618 |
1.0006 |
|
1.000 |
0.9981 |
|
1.618 |
0.9941 |
|
2.618 |
0.9876 |
|
4.250 |
0.9770 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0101 |
| PP |
1.0073 |
1.0087 |
| S1 |
1.0067 |
1.0074 |
|