CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9952 |
0.9976 |
0.0024 |
0.2% |
0.9927 |
| High |
0.9982 |
1.0006 |
0.0024 |
0.2% |
0.9990 |
| Low |
0.9952 |
0.9976 |
0.0024 |
0.2% |
0.9890 |
| Close |
0.9977 |
1.0005 |
0.0028 |
0.3% |
0.9975 |
| Range |
0.0030 |
0.0030 |
0.0000 |
0.0% |
0.0100 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
338 |
187 |
-151 |
-44.7% |
2,858 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0075 |
1.0022 |
|
| R3 |
1.0056 |
1.0045 |
1.0013 |
|
| R2 |
1.0026 |
1.0026 |
1.0011 |
|
| R1 |
1.0015 |
1.0015 |
1.0008 |
1.0021 |
| PP |
0.9996 |
0.9996 |
0.9996 |
0.9998 |
| S1 |
0.9985 |
0.9985 |
1.0002 |
0.9991 |
| S2 |
0.9966 |
0.9966 |
1.0000 |
|
| S3 |
0.9936 |
0.9955 |
0.9997 |
|
| S4 |
0.9906 |
0.9925 |
0.9989 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0213 |
1.0030 |
|
| R3 |
1.0152 |
1.0113 |
1.0003 |
|
| R2 |
1.0052 |
1.0052 |
0.9993 |
|
| R1 |
1.0013 |
1.0013 |
0.9984 |
1.0033 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9961 |
| S1 |
0.9913 |
0.9913 |
0.9966 |
0.9933 |
| S2 |
0.9852 |
0.9852 |
0.9957 |
|
| S3 |
0.9752 |
0.9813 |
0.9948 |
|
| S4 |
0.9652 |
0.9713 |
0.9920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0006 |
0.9890 |
0.0116 |
1.2% |
0.0055 |
0.6% |
99% |
True |
False |
357 |
| 10 |
1.0006 |
0.9745 |
0.0261 |
2.6% |
0.0059 |
0.6% |
100% |
True |
False |
477 |
| 20 |
1.0006 |
0.9723 |
0.0283 |
2.8% |
0.0053 |
0.5% |
100% |
True |
False |
456 |
| 40 |
1.0006 |
0.9620 |
0.0386 |
3.9% |
0.0056 |
0.6% |
100% |
True |
False |
374 |
| 60 |
1.0006 |
0.9545 |
0.0461 |
4.6% |
0.0056 |
0.6% |
100% |
True |
False |
326 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0053 |
0.5% |
78% |
False |
False |
261 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
78% |
False |
False |
230 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
78% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0134 |
|
2.618 |
1.0085 |
|
1.618 |
1.0055 |
|
1.000 |
1.0036 |
|
0.618 |
1.0025 |
|
HIGH |
1.0006 |
|
0.618 |
0.9995 |
|
0.500 |
0.9991 |
|
0.382 |
0.9987 |
|
LOW |
0.9976 |
|
0.618 |
0.9957 |
|
1.000 |
0.9946 |
|
1.618 |
0.9927 |
|
2.618 |
0.9897 |
|
4.250 |
0.9849 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
0.9987 |
| PP |
0.9996 |
0.9969 |
| S1 |
0.9991 |
0.9951 |
|