CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9991 |
1.0028 |
0.0037 |
0.4% |
0.9927 |
| High |
1.0033 |
1.0060 |
0.0027 |
0.3% |
0.9990 |
| Low |
0.9991 |
1.0023 |
0.0032 |
0.3% |
0.9890 |
| Close |
1.0020 |
1.0052 |
0.0032 |
0.3% |
0.9975 |
| Range |
0.0042 |
0.0037 |
-0.0005 |
-11.9% |
0.0100 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
524 |
172 |
-352 |
-67.2% |
2,858 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0141 |
1.0072 |
|
| R3 |
1.0119 |
1.0104 |
1.0062 |
|
| R2 |
1.0082 |
1.0082 |
1.0059 |
|
| R1 |
1.0067 |
1.0067 |
1.0055 |
1.0075 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0049 |
| S1 |
1.0030 |
1.0030 |
1.0049 |
1.0038 |
| S2 |
1.0008 |
1.0008 |
1.0045 |
|
| S3 |
0.9971 |
0.9993 |
1.0042 |
|
| S4 |
0.9934 |
0.9956 |
1.0032 |
|
|
| 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 |
1.0060 |
0.9895 |
0.0165 |
1.6% |
0.0047 |
0.5% |
95% |
True |
False |
396 |
| 10 |
1.0060 |
0.9865 |
0.0195 |
1.9% |
0.0049 |
0.5% |
96% |
True |
False |
456 |
| 20 |
1.0060 |
0.9745 |
0.0315 |
3.1% |
0.0052 |
0.5% |
97% |
True |
False |
464 |
| 40 |
1.0060 |
0.9620 |
0.0440 |
4.4% |
0.0055 |
0.5% |
98% |
True |
False |
375 |
| 60 |
1.0060 |
0.9545 |
0.0515 |
5.1% |
0.0057 |
0.6% |
98% |
True |
False |
333 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0053 |
0.5% |
86% |
False |
False |
267 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
86% |
False |
False |
236 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
86% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
1.0157 |
|
1.618 |
1.0120 |
|
1.000 |
1.0097 |
|
0.618 |
1.0083 |
|
HIGH |
1.0060 |
|
0.618 |
1.0046 |
|
0.500 |
1.0042 |
|
0.382 |
1.0037 |
|
LOW |
1.0023 |
|
0.618 |
1.0000 |
|
1.000 |
0.9986 |
|
1.618 |
0.9963 |
|
2.618 |
0.9926 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0049 |
1.0041 |
| PP |
1.0045 |
1.0029 |
| S1 |
1.0042 |
1.0018 |
|