CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0117 |
0.0007 |
0.1% |
1.0061 |
| High |
1.0135 |
1.0124 |
-0.0011 |
-0.1% |
1.0135 |
| Low |
1.0102 |
1.0059 |
-0.0043 |
-0.4% |
1.0046 |
| Close |
1.0124 |
1.0071 |
-0.0053 |
-0.5% |
1.0123 |
| Range |
0.0033 |
0.0065 |
0.0032 |
97.0% |
0.0089 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.2% |
0.0000 |
| Volume |
7,363 |
11,465 |
4,102 |
55.7% |
4,636 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0240 |
1.0107 |
|
| R3 |
1.0215 |
1.0175 |
1.0089 |
|
| R2 |
1.0150 |
1.0150 |
1.0083 |
|
| R1 |
1.0110 |
1.0110 |
1.0077 |
1.0098 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0078 |
| S1 |
1.0045 |
1.0045 |
1.0065 |
1.0033 |
| S2 |
1.0020 |
1.0020 |
1.0059 |
|
| S3 |
0.9955 |
0.9980 |
1.0053 |
|
| S4 |
0.9890 |
0.9915 |
1.0035 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0335 |
1.0172 |
|
| R3 |
1.0279 |
1.0246 |
1.0147 |
|
| R2 |
1.0190 |
1.0190 |
1.0139 |
|
| R1 |
1.0157 |
1.0157 |
1.0131 |
1.0174 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0110 |
| S1 |
1.0068 |
1.0068 |
1.0115 |
1.0085 |
| S2 |
1.0012 |
1.0012 |
1.0107 |
|
| S3 |
0.9923 |
0.9979 |
1.0099 |
|
| S4 |
0.9834 |
0.9890 |
1.0074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
1.0046 |
0.0089 |
0.9% |
0.0049 |
0.5% |
28% |
False |
False |
4,450 |
| 10 |
1.0135 |
1.0026 |
0.0109 |
1.1% |
0.0051 |
0.5% |
41% |
False |
False |
2,586 |
| 20 |
1.0135 |
0.9991 |
0.0144 |
1.4% |
0.0046 |
0.5% |
56% |
False |
False |
1,558 |
| 40 |
1.0135 |
0.9723 |
0.0412 |
4.1% |
0.0050 |
0.5% |
84% |
False |
False |
1,007 |
| 60 |
1.0135 |
0.9620 |
0.0515 |
5.1% |
0.0053 |
0.5% |
88% |
False |
False |
769 |
| 80 |
1.0135 |
0.9545 |
0.0590 |
5.9% |
0.0054 |
0.5% |
89% |
False |
False |
634 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0052 |
0.5% |
89% |
False |
False |
520 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0049 |
0.5% |
89% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0294 |
|
1.618 |
1.0229 |
|
1.000 |
1.0189 |
|
0.618 |
1.0164 |
|
HIGH |
1.0124 |
|
0.618 |
1.0099 |
|
0.500 |
1.0092 |
|
0.382 |
1.0084 |
|
LOW |
1.0059 |
|
0.618 |
1.0019 |
|
1.000 |
0.9994 |
|
1.618 |
0.9954 |
|
2.618 |
0.9889 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0093 |
| PP |
1.0085 |
1.0085 |
| S1 |
1.0078 |
1.0078 |
|