CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0086 |
-0.0009 |
-0.1% |
1.0055 |
| High |
1.0132 |
1.0086 |
-0.0046 |
-0.5% |
1.0114 |
| Low |
1.0074 |
1.0029 |
-0.0045 |
-0.4% |
1.0030 |
| Close |
1.0084 |
1.0067 |
-0.0017 |
-0.2% |
1.0087 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0084 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
329 |
566 |
237 |
72.0% |
2,870 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0206 |
1.0098 |
|
| R3 |
1.0175 |
1.0149 |
1.0083 |
|
| R2 |
1.0118 |
1.0118 |
1.0077 |
|
| R1 |
1.0092 |
1.0092 |
1.0072 |
1.0077 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0053 |
| S1 |
1.0035 |
1.0035 |
1.0062 |
1.0020 |
| S2 |
1.0004 |
1.0004 |
1.0057 |
|
| S3 |
0.9947 |
0.9978 |
1.0051 |
|
| S4 |
0.9890 |
0.9921 |
1.0036 |
|
|
| 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 |
1.0029 |
0.0103 |
1.0% |
0.0043 |
0.4% |
37% |
False |
True |
553 |
| 10 |
1.0132 |
0.9995 |
0.0137 |
1.4% |
0.0042 |
0.4% |
53% |
False |
False |
534 |
| 20 |
1.0132 |
0.9814 |
0.0318 |
3.2% |
0.0049 |
0.5% |
80% |
False |
False |
502 |
| 40 |
1.0132 |
0.9620 |
0.0512 |
5.1% |
0.0052 |
0.5% |
87% |
False |
False |
461 |
| 60 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.5% |
89% |
False |
False |
391 |
| 80 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0054 |
0.5% |
89% |
False |
False |
329 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
88% |
False |
False |
278 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
88% |
False |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0235 |
|
1.618 |
1.0178 |
|
1.000 |
1.0143 |
|
0.618 |
1.0121 |
|
HIGH |
1.0086 |
|
0.618 |
1.0064 |
|
0.500 |
1.0058 |
|
0.382 |
1.0051 |
|
LOW |
1.0029 |
|
0.618 |
0.9994 |
|
1.000 |
0.9972 |
|
1.618 |
0.9937 |
|
2.618 |
0.9880 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0064 |
1.0081 |
| PP |
1.0061 |
1.0076 |
| S1 |
1.0058 |
1.0072 |
|