CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0095 |
0.0004 |
0.0% |
1.0055 |
| High |
1.0098 |
1.0132 |
0.0034 |
0.3% |
1.0114 |
| Low |
1.0073 |
1.0074 |
0.0001 |
0.0% |
1.0030 |
| Close |
1.0092 |
1.0084 |
-0.0008 |
-0.1% |
1.0087 |
| Range |
0.0025 |
0.0058 |
0.0033 |
132.0% |
0.0084 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
| Volume |
808 |
329 |
-479 |
-59.3% |
2,870 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0235 |
1.0116 |
|
| R3 |
1.0213 |
1.0177 |
1.0100 |
|
| R2 |
1.0155 |
1.0155 |
1.0095 |
|
| R1 |
1.0119 |
1.0119 |
1.0089 |
1.0108 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0091 |
| S1 |
1.0061 |
1.0061 |
1.0079 |
1.0050 |
| S2 |
1.0039 |
1.0039 |
1.0073 |
|
| S3 |
0.9981 |
1.0003 |
1.0068 |
|
| S4 |
0.9923 |
0.9945 |
1.0052 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0292 |
1.0133 |
|
| R3 |
1.0245 |
1.0208 |
1.0110 |
|
| R2 |
1.0161 |
1.0161 |
1.0102 |
|
| R1 |
1.0124 |
1.0124 |
1.0095 |
1.0143 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0086 |
| S1 |
1.0040 |
1.0040 |
1.0079 |
1.0059 |
| S2 |
0.9993 |
0.9993 |
1.0072 |
|
| S3 |
0.9909 |
0.9956 |
1.0064 |
|
| S4 |
0.9825 |
0.9872 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0132 |
1.0040 |
0.0092 |
0.9% |
0.0040 |
0.4% |
48% |
True |
False |
479 |
| 10 |
1.0132 |
0.9991 |
0.0141 |
1.4% |
0.0041 |
0.4% |
66% |
True |
False |
529 |
| 20 |
1.0132 |
0.9745 |
0.0387 |
3.8% |
0.0050 |
0.5% |
88% |
True |
False |
503 |
| 40 |
1.0132 |
0.9620 |
0.0512 |
5.1% |
0.0052 |
0.5% |
91% |
True |
False |
453 |
| 60 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.5% |
92% |
True |
False |
388 |
| 80 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.5% |
92% |
True |
False |
323 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
91% |
False |
False |
274 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
91% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0284 |
|
1.618 |
1.0226 |
|
1.000 |
1.0190 |
|
0.618 |
1.0168 |
|
HIGH |
1.0132 |
|
0.618 |
1.0110 |
|
0.500 |
1.0103 |
|
0.382 |
1.0096 |
|
LOW |
1.0074 |
|
0.618 |
1.0038 |
|
1.000 |
1.0016 |
|
1.618 |
0.9980 |
|
2.618 |
0.9922 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0103 |
| PP |
1.0097 |
1.0096 |
| S1 |
1.0090 |
1.0090 |
|