CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0112 |
0.0022 |
0.2% |
1.0109 |
| High |
1.0156 |
1.0132 |
-0.0024 |
-0.2% |
1.0155 |
| Low |
1.0079 |
1.0096 |
0.0017 |
0.2% |
1.0046 |
| Close |
1.0116 |
1.0112 |
-0.0004 |
0.0% |
1.0084 |
| Range |
0.0077 |
0.0036 |
-0.0041 |
-53.2% |
0.0109 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
81,779 |
61,501 |
-20,278 |
-24.8% |
388,599 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0203 |
1.0132 |
|
| R3 |
1.0185 |
1.0167 |
1.0122 |
|
| R2 |
1.0149 |
1.0149 |
1.0119 |
|
| R1 |
1.0131 |
1.0131 |
1.0115 |
1.0130 |
| PP |
1.0113 |
1.0113 |
1.0113 |
1.0113 |
| S1 |
1.0095 |
1.0095 |
1.0109 |
1.0094 |
| S2 |
1.0077 |
1.0077 |
1.0105 |
|
| S3 |
1.0041 |
1.0059 |
1.0102 |
|
| S4 |
1.0005 |
1.0023 |
1.0092 |
|
|
| 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% |
0.0052 |
0.5% |
60% |
False |
False |
68,382 |
| 10 |
1.0156 |
1.0046 |
0.0110 |
1.1% |
0.0049 |
0.5% |
60% |
False |
False |
72,162 |
| 20 |
1.0156 |
0.9906 |
0.0250 |
2.5% |
0.0053 |
0.5% |
82% |
False |
False |
78,050 |
| 40 |
1.0156 |
0.9740 |
0.0416 |
4.1% |
0.0056 |
0.6% |
89% |
False |
False |
82,683 |
| 60 |
1.0156 |
0.9610 |
0.0546 |
5.4% |
0.0064 |
0.6% |
92% |
False |
False |
76,978 |
| 80 |
1.0156 |
0.9554 |
0.0602 |
6.0% |
0.0066 |
0.7% |
93% |
False |
False |
57,946 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
91% |
False |
False |
46,414 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
91% |
False |
False |
38,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0226 |
|
1.618 |
1.0190 |
|
1.000 |
1.0168 |
|
0.618 |
1.0154 |
|
HIGH |
1.0132 |
|
0.618 |
1.0118 |
|
0.500 |
1.0114 |
|
0.382 |
1.0110 |
|
LOW |
1.0096 |
|
0.618 |
1.0074 |
|
1.000 |
1.0060 |
|
1.618 |
1.0038 |
|
2.618 |
1.0002 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0114 |
| PP |
1.0113 |
1.0113 |
| S1 |
1.0113 |
1.0113 |
|