CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0061 |
1.0067 |
0.0006 |
0.1% |
1.0091 |
| High |
1.0086 |
1.0135 |
0.0049 |
0.5% |
1.0132 |
| Low |
1.0060 |
1.0058 |
-0.0002 |
0.0% |
1.0026 |
| Close |
1.0070 |
1.0095 |
0.0025 |
0.2% |
1.0063 |
| Range |
0.0026 |
0.0077 |
0.0051 |
196.2% |
0.0106 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0000 |
| Volume |
889 |
325 |
-564 |
-63.4% |
3,541 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0288 |
1.0137 |
|
| R3 |
1.0250 |
1.0211 |
1.0116 |
|
| R2 |
1.0173 |
1.0173 |
1.0109 |
|
| R1 |
1.0134 |
1.0134 |
1.0102 |
1.0154 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0106 |
| S1 |
1.0057 |
1.0057 |
1.0088 |
1.0077 |
| S2 |
1.0019 |
1.0019 |
1.0081 |
|
| S3 |
0.9942 |
0.9980 |
1.0074 |
|
| S4 |
0.9865 |
0.9903 |
1.0053 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0333 |
1.0121 |
|
| R3 |
1.0286 |
1.0227 |
1.0092 |
|
| R2 |
1.0180 |
1.0180 |
1.0082 |
|
| R1 |
1.0121 |
1.0121 |
1.0073 |
1.0098 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0062 |
| S1 |
1.0015 |
1.0015 |
1.0053 |
0.9992 |
| S2 |
0.9968 |
0.9968 |
1.0044 |
|
| S3 |
0.9862 |
0.9909 |
1.0034 |
|
| S4 |
0.9756 |
0.9803 |
1.0005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0053 |
0.5% |
63% |
True |
False |
723 |
| 10 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0047 |
0.5% |
63% |
True |
False |
601 |
| 20 |
1.0135 |
0.9890 |
0.0245 |
2.4% |
0.0048 |
0.5% |
84% |
True |
False |
535 |
| 40 |
1.0135 |
0.9723 |
0.0412 |
4.1% |
0.0050 |
0.5% |
90% |
True |
False |
493 |
| 60 |
1.0135 |
0.9579 |
0.0556 |
5.5% |
0.0055 |
0.5% |
93% |
True |
False |
421 |
| 80 |
1.0135 |
0.9545 |
0.0590 |
5.8% |
0.0054 |
0.5% |
93% |
True |
False |
364 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0051 |
0.5% |
93% |
False |
False |
304 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
93% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0337 |
|
1.618 |
1.0260 |
|
1.000 |
1.0212 |
|
0.618 |
1.0183 |
|
HIGH |
1.0135 |
|
0.618 |
1.0106 |
|
0.500 |
1.0097 |
|
0.382 |
1.0087 |
|
LOW |
1.0058 |
|
0.618 |
1.0010 |
|
1.000 |
0.9981 |
|
1.618 |
0.9933 |
|
2.618 |
0.9856 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0091 |
| PP |
1.0096 |
1.0086 |
| S1 |
1.0096 |
1.0082 |
|