CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0074 |
-0.0032 |
-0.3% |
1.0079 |
| High |
1.0112 |
1.0148 |
0.0036 |
0.4% |
1.0156 |
| Low |
1.0064 |
1.0066 |
0.0002 |
0.0% |
1.0064 |
| Close |
1.0071 |
1.0144 |
0.0073 |
0.7% |
1.0144 |
| Range |
0.0048 |
0.0082 |
0.0034 |
70.8% |
0.0092 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.8% |
0.0000 |
| Volume |
59,972 |
112,064 |
52,092 |
86.9% |
362,941 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0337 |
1.0189 |
|
| R3 |
1.0283 |
1.0255 |
1.0167 |
|
| R2 |
1.0201 |
1.0201 |
1.0159 |
|
| R1 |
1.0173 |
1.0173 |
1.0152 |
1.0187 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0127 |
| S1 |
1.0091 |
1.0091 |
1.0136 |
1.0105 |
| S2 |
1.0037 |
1.0037 |
1.0129 |
|
| S3 |
0.9955 |
1.0009 |
1.0121 |
|
| S4 |
0.9873 |
0.9927 |
1.0099 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0363 |
1.0195 |
|
| R3 |
1.0305 |
1.0271 |
1.0169 |
|
| R2 |
1.0213 |
1.0213 |
1.0161 |
|
| R1 |
1.0179 |
1.0179 |
1.0152 |
1.0196 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0130 |
| S1 |
1.0087 |
1.0087 |
1.0136 |
1.0104 |
| S2 |
1.0029 |
1.0029 |
1.0127 |
|
| S3 |
0.9937 |
0.9995 |
1.0119 |
|
| S4 |
0.9845 |
0.9903 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0156 |
1.0064 |
0.0092 |
0.9% |
0.0056 |
0.6% |
87% |
False |
False |
72,588 |
| 10 |
1.0156 |
1.0046 |
0.0110 |
1.1% |
0.0054 |
0.5% |
89% |
False |
False |
75,154 |
| 20 |
1.0156 |
0.9970 |
0.0186 |
1.8% |
0.0050 |
0.5% |
94% |
False |
False |
73,721 |
| 40 |
1.0156 |
0.9740 |
0.0416 |
4.1% |
0.0057 |
0.6% |
97% |
False |
False |
84,744 |
| 60 |
1.0156 |
0.9632 |
0.0524 |
5.2% |
0.0063 |
0.6% |
98% |
False |
False |
79,725 |
| 80 |
1.0156 |
0.9554 |
0.0602 |
5.9% |
0.0067 |
0.7% |
98% |
False |
False |
60,088 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
96% |
False |
False |
48,131 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0064 |
0.6% |
96% |
False |
False |
40,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0363 |
|
1.618 |
1.0281 |
|
1.000 |
1.0230 |
|
0.618 |
1.0199 |
|
HIGH |
1.0148 |
|
0.618 |
1.0117 |
|
0.500 |
1.0107 |
|
0.382 |
1.0097 |
|
LOW |
1.0066 |
|
0.618 |
1.0015 |
|
1.000 |
0.9984 |
|
1.618 |
0.9933 |
|
2.618 |
0.9851 |
|
4.250 |
0.9718 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0131 |
| PP |
1.0119 |
1.0119 |
| S1 |
1.0107 |
1.0106 |
|