CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0063 |
-0.0023 |
-0.2% |
1.0055 |
| High |
1.0086 |
1.0091 |
0.0005 |
0.0% |
1.0114 |
| Low |
1.0029 |
1.0026 |
-0.0003 |
0.0% |
1.0030 |
| Close |
1.0067 |
1.0040 |
-0.0027 |
-0.3% |
1.0087 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0084 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.2% |
0.0000 |
| Volume |
566 |
766 |
200 |
35.3% |
2,870 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0209 |
1.0076 |
|
| R3 |
1.0182 |
1.0144 |
1.0058 |
|
| R2 |
1.0117 |
1.0117 |
1.0052 |
|
| R1 |
1.0079 |
1.0079 |
1.0046 |
1.0066 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0046 |
| S1 |
1.0014 |
1.0014 |
1.0034 |
1.0001 |
| S2 |
0.9987 |
0.9987 |
1.0028 |
|
| S3 |
0.9922 |
0.9949 |
1.0022 |
|
| S4 |
0.9857 |
0.9884 |
1.0004 |
|
|
| 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 |
1.0026 |
0.0106 |
1.1% |
0.0048 |
0.5% |
13% |
False |
True |
601 |
| 10 |
1.0132 |
0.9995 |
0.0137 |
1.4% |
0.0045 |
0.5% |
33% |
False |
False |
593 |
| 20 |
1.0132 |
0.9865 |
0.0267 |
2.7% |
0.0047 |
0.5% |
66% |
False |
False |
524 |
| 40 |
1.0132 |
0.9620 |
0.0512 |
5.1% |
0.0054 |
0.5% |
82% |
False |
False |
477 |
| 60 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.6% |
84% |
False |
False |
395 |
| 80 |
1.0132 |
0.9545 |
0.0587 |
5.8% |
0.0055 |
0.5% |
84% |
False |
False |
337 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0051 |
0.5% |
84% |
False |
False |
284 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
84% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0367 |
|
2.618 |
1.0261 |
|
1.618 |
1.0196 |
|
1.000 |
1.0156 |
|
0.618 |
1.0131 |
|
HIGH |
1.0091 |
|
0.618 |
1.0066 |
|
0.500 |
1.0059 |
|
0.382 |
1.0051 |
|
LOW |
1.0026 |
|
0.618 |
0.9986 |
|
1.000 |
0.9961 |
|
1.618 |
0.9921 |
|
2.618 |
0.9856 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0079 |
| PP |
1.0052 |
1.0066 |
| S1 |
1.0046 |
1.0053 |
|