CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
1.0078 |
0.0038 |
0.4% |
0.9952 |
| High |
1.0085 |
1.0114 |
0.0029 |
0.3% |
1.0064 |
| Low |
1.0040 |
1.0078 |
0.0038 |
0.4% |
0.9952 |
| Close |
1.0085 |
1.0112 |
0.0027 |
0.3% |
1.0051 |
| Range |
0.0045 |
0.0036 |
-0.0009 |
-20.0% |
0.0112 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
195 |
526 |
331 |
169.7% |
1,817 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0197 |
1.0132 |
|
| R3 |
1.0173 |
1.0161 |
1.0122 |
|
| R2 |
1.0137 |
1.0137 |
1.0119 |
|
| R1 |
1.0125 |
1.0125 |
1.0115 |
1.0131 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0105 |
| S1 |
1.0089 |
1.0089 |
1.0109 |
1.0095 |
| S2 |
1.0065 |
1.0065 |
1.0105 |
|
| S3 |
1.0029 |
1.0053 |
1.0102 |
|
| S4 |
0.9993 |
1.0017 |
1.0092 |
|
|
| 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 |
1.0114 |
0.9995 |
0.0119 |
1.2% |
0.0042 |
0.4% |
98% |
True |
False |
585 |
| 10 |
1.0114 |
0.9895 |
0.0219 |
2.2% |
0.0044 |
0.4% |
99% |
True |
False |
490 |
| 20 |
1.0114 |
0.9745 |
0.0369 |
3.6% |
0.0052 |
0.5% |
99% |
True |
False |
506 |
| 40 |
1.0114 |
0.9620 |
0.0494 |
4.9% |
0.0055 |
0.5% |
100% |
True |
False |
431 |
| 60 |
1.0114 |
0.9545 |
0.0569 |
5.6% |
0.0055 |
0.5% |
100% |
True |
False |
372 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.8% |
0.0054 |
0.5% |
96% |
False |
False |
302 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.8% |
0.0050 |
0.5% |
96% |
False |
False |
259 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.8% |
0.0047 |
0.5% |
96% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0208 |
|
1.618 |
1.0172 |
|
1.000 |
1.0150 |
|
0.618 |
1.0136 |
|
HIGH |
1.0114 |
|
0.618 |
1.0100 |
|
0.500 |
1.0096 |
|
0.382 |
1.0092 |
|
LOW |
1.0078 |
|
0.618 |
1.0056 |
|
1.000 |
1.0042 |
|
1.618 |
1.0020 |
|
2.618 |
0.9984 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0100 |
| PP |
1.0101 |
1.0089 |
| S1 |
1.0096 |
1.0077 |
|