CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0139 |
0.0007 |
0.1% |
1.0079 |
| High |
1.0157 |
1.0145 |
-0.0012 |
-0.1% |
1.0156 |
| Low |
1.0120 |
1.0079 |
-0.0041 |
-0.4% |
1.0064 |
| Close |
1.0145 |
1.0092 |
-0.0053 |
-0.5% |
1.0144 |
| Range |
0.0037 |
0.0066 |
0.0029 |
78.4% |
0.0092 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
106,147 |
107,474 |
1,327 |
1.3% |
362,941 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0303 |
1.0264 |
1.0128 |
|
| R3 |
1.0237 |
1.0198 |
1.0110 |
|
| R2 |
1.0171 |
1.0171 |
1.0104 |
|
| R1 |
1.0132 |
1.0132 |
1.0098 |
1.0119 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0099 |
| S1 |
1.0066 |
1.0066 |
1.0086 |
1.0053 |
| S2 |
1.0039 |
1.0039 |
1.0080 |
|
| S3 |
0.9973 |
1.0000 |
1.0074 |
|
| S4 |
0.9907 |
0.9934 |
1.0056 |
|
|
| 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 |
1.0157 |
1.0064 |
0.0093 |
0.9% |
0.0054 |
0.5% |
30% |
False |
False |
89,431 |
| 10 |
1.0157 |
1.0046 |
0.0111 |
1.1% |
0.0055 |
0.5% |
41% |
False |
False |
83,115 |
| 20 |
1.0157 |
1.0003 |
0.0154 |
1.5% |
0.0051 |
0.5% |
58% |
False |
False |
78,231 |
| 40 |
1.0157 |
0.9740 |
0.0417 |
4.1% |
0.0057 |
0.6% |
84% |
False |
False |
86,632 |
| 60 |
1.0157 |
0.9632 |
0.0525 |
5.2% |
0.0061 |
0.6% |
88% |
False |
False |
83,002 |
| 80 |
1.0157 |
0.9554 |
0.0603 |
6.0% |
0.0066 |
0.7% |
89% |
False |
False |
62,750 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0066 |
0.7% |
88% |
False |
False |
50,263 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.1% |
0.0065 |
0.6% |
88% |
False |
False |
41,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0426 |
|
2.618 |
1.0318 |
|
1.618 |
1.0252 |
|
1.000 |
1.0211 |
|
0.618 |
1.0186 |
|
HIGH |
1.0145 |
|
0.618 |
1.0120 |
|
0.500 |
1.0112 |
|
0.382 |
1.0104 |
|
LOW |
1.0079 |
|
0.618 |
1.0038 |
|
1.000 |
1.0013 |
|
1.618 |
0.9972 |
|
2.618 |
0.9906 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0112 |
1.0112 |
| PP |
1.0105 |
1.0105 |
| S1 |
1.0099 |
1.0099 |
|