CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0079 |
1.0090 |
0.0011 |
0.1% |
1.0109 |
| High |
1.0107 |
1.0156 |
0.0049 |
0.5% |
1.0155 |
| Low |
1.0071 |
1.0079 |
0.0008 |
0.1% |
1.0046 |
| Close |
1.0091 |
1.0116 |
0.0025 |
0.2% |
1.0084 |
| Range |
0.0036 |
0.0077 |
0.0041 |
113.9% |
0.0109 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.1% |
0.0000 |
| Volume |
47,625 |
81,779 |
34,154 |
71.7% |
388,599 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0348 |
1.0309 |
1.0158 |
|
| R3 |
1.0271 |
1.0232 |
1.0137 |
|
| R2 |
1.0194 |
1.0194 |
1.0130 |
|
| R1 |
1.0155 |
1.0155 |
1.0123 |
1.0175 |
| PP |
1.0117 |
1.0117 |
1.0117 |
1.0127 |
| S1 |
1.0078 |
1.0078 |
1.0109 |
1.0098 |
| S2 |
1.0040 |
1.0040 |
1.0102 |
|
| S3 |
0.9963 |
1.0001 |
1.0095 |
|
| S4 |
0.9886 |
0.9924 |
1.0074 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0362 |
1.0144 |
|
| R3 |
1.0313 |
1.0253 |
1.0114 |
|
| R2 |
1.0204 |
1.0204 |
1.0104 |
|
| R1 |
1.0144 |
1.0144 |
1.0094 |
1.0120 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0083 |
| S1 |
1.0035 |
1.0035 |
1.0074 |
1.0011 |
| S2 |
0.9986 |
0.9986 |
1.0064 |
|
| S3 |
0.9877 |
0.9926 |
1.0054 |
|
| S4 |
0.9768 |
0.9817 |
1.0024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0156 |
1.0046 |
0.0110 |
1.1% |
0.0057 |
0.6% |
64% |
True |
False |
76,800 |
| 10 |
1.0156 |
1.0046 |
0.0110 |
1.1% |
0.0050 |
0.5% |
64% |
True |
False |
73,433 |
| 20 |
1.0156 |
0.9906 |
0.0250 |
2.5% |
0.0053 |
0.5% |
84% |
True |
False |
78,957 |
| 40 |
1.0156 |
0.9740 |
0.0416 |
4.1% |
0.0057 |
0.6% |
90% |
True |
False |
81,149 |
| 60 |
1.0156 |
0.9574 |
0.0582 |
5.8% |
0.0064 |
0.6% |
93% |
True |
False |
75,984 |
| 80 |
1.0156 |
0.9554 |
0.0602 |
6.0% |
0.0067 |
0.7% |
93% |
True |
False |
57,180 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
92% |
False |
False |
45,800 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
92% |
False |
False |
38,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0358 |
|
1.618 |
1.0281 |
|
1.000 |
1.0233 |
|
0.618 |
1.0204 |
|
HIGH |
1.0156 |
|
0.618 |
1.0127 |
|
0.500 |
1.0118 |
|
0.382 |
1.0108 |
|
LOW |
1.0079 |
|
0.618 |
1.0031 |
|
1.000 |
1.0002 |
|
1.618 |
0.9954 |
|
2.618 |
0.9877 |
|
4.250 |
0.9752 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0111 |
| PP |
1.0117 |
1.0107 |
| S1 |
1.0117 |
1.0102 |
|