CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0058 |
0.0030 |
0.3% |
0.9952 |
| High |
1.0060 |
1.0064 |
0.0004 |
0.0% |
1.0064 |
| Low |
1.0023 |
0.9995 |
-0.0028 |
-0.3% |
0.9952 |
| Close |
1.0052 |
1.0051 |
-0.0001 |
0.0% |
1.0051 |
| Range |
0.0037 |
0.0069 |
0.0032 |
86.5% |
0.0112 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.7% |
0.0000 |
| Volume |
172 |
596 |
424 |
246.5% |
1,817 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0216 |
1.0089 |
|
| R3 |
1.0175 |
1.0147 |
1.0070 |
|
| R2 |
1.0106 |
1.0106 |
1.0064 |
|
| R1 |
1.0078 |
1.0078 |
1.0057 |
1.0058 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0026 |
| S1 |
1.0009 |
1.0009 |
1.0045 |
0.9989 |
| S2 |
0.9968 |
0.9968 |
1.0038 |
|
| S3 |
0.9899 |
0.9940 |
1.0032 |
|
| S4 |
0.9830 |
0.9871 |
1.0013 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0317 |
1.0113 |
|
| R3 |
1.0246 |
1.0205 |
1.0082 |
|
| R2 |
1.0134 |
1.0134 |
1.0072 |
|
| R1 |
1.0093 |
1.0093 |
1.0061 |
1.0114 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0033 |
| S1 |
0.9981 |
0.9981 |
1.0041 |
1.0002 |
| S2 |
0.9910 |
0.9910 |
1.0030 |
|
| S3 |
0.9798 |
0.9869 |
1.0020 |
|
| S4 |
0.9686 |
0.9757 |
0.9989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0064 |
0.9952 |
0.0112 |
1.1% |
0.0042 |
0.4% |
88% |
True |
False |
363 |
| 10 |
1.0064 |
0.9890 |
0.0174 |
1.7% |
0.0049 |
0.5% |
93% |
True |
False |
467 |
| 20 |
1.0064 |
0.9745 |
0.0319 |
3.2% |
0.0052 |
0.5% |
96% |
True |
False |
463 |
| 40 |
1.0064 |
0.9620 |
0.0444 |
4.4% |
0.0056 |
0.6% |
97% |
True |
False |
388 |
| 60 |
1.0064 |
0.9545 |
0.0519 |
5.2% |
0.0057 |
0.6% |
97% |
True |
False |
343 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0054 |
0.5% |
86% |
False |
False |
274 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0051 |
0.5% |
86% |
False |
False |
241 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
86% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0357 |
|
2.618 |
1.0245 |
|
1.618 |
1.0176 |
|
1.000 |
1.0133 |
|
0.618 |
1.0107 |
|
HIGH |
1.0064 |
|
0.618 |
1.0038 |
|
0.500 |
1.0030 |
|
0.382 |
1.0021 |
|
LOW |
0.9995 |
|
0.618 |
0.9952 |
|
1.000 |
0.9926 |
|
1.618 |
0.9883 |
|
2.618 |
0.9814 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0043 |
| PP |
1.0037 |
1.0035 |
| S1 |
1.0030 |
1.0028 |
|