CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0117 |
1.0071 |
-0.0046 |
-0.5% |
1.0061 |
| High |
1.0124 |
1.0171 |
0.0047 |
0.5% |
1.0135 |
| Low |
1.0059 |
1.0066 |
0.0007 |
0.1% |
1.0046 |
| Close |
1.0071 |
1.0158 |
0.0087 |
0.9% |
1.0123 |
| Range |
0.0065 |
0.0105 |
0.0040 |
61.5% |
0.0089 |
| ATR |
0.0051 |
0.0054 |
0.0004 |
7.7% |
0.0000 |
| Volume |
11,465 |
11,274 |
-191 |
-1.7% |
4,636 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0407 |
1.0216 |
|
| R3 |
1.0342 |
1.0302 |
1.0187 |
|
| R2 |
1.0237 |
1.0237 |
1.0177 |
|
| R1 |
1.0197 |
1.0197 |
1.0168 |
1.0217 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0142 |
| S1 |
1.0092 |
1.0092 |
1.0148 |
1.0112 |
| S2 |
1.0027 |
1.0027 |
1.0139 |
|
| S3 |
0.9922 |
0.9987 |
1.0129 |
|
| S4 |
0.9817 |
0.9882 |
1.0100 |
|
|
| 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 |
1.0171 |
1.0046 |
0.0125 |
1.2% |
0.0064 |
0.6% |
90% |
True |
False |
6,317 |
| 10 |
1.0171 |
1.0026 |
0.0145 |
1.4% |
0.0056 |
0.6% |
91% |
True |
False |
3,657 |
| 20 |
1.0171 |
0.9995 |
0.0176 |
1.7% |
0.0049 |
0.5% |
93% |
True |
False |
2,095 |
| 40 |
1.0171 |
0.9723 |
0.0448 |
4.4% |
0.0051 |
0.5% |
97% |
True |
False |
1,280 |
| 60 |
1.0171 |
0.9620 |
0.0551 |
5.4% |
0.0053 |
0.5% |
98% |
True |
False |
948 |
| 80 |
1.0171 |
0.9545 |
0.0626 |
6.2% |
0.0055 |
0.5% |
98% |
True |
False |
774 |
| 100 |
1.0171 |
0.9545 |
0.0626 |
6.2% |
0.0053 |
0.5% |
98% |
True |
False |
633 |
| 120 |
1.0171 |
0.9545 |
0.0626 |
6.2% |
0.0050 |
0.5% |
98% |
True |
False |
544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0446 |
|
1.618 |
1.0341 |
|
1.000 |
1.0276 |
|
0.618 |
1.0236 |
|
HIGH |
1.0171 |
|
0.618 |
1.0131 |
|
0.500 |
1.0119 |
|
0.382 |
1.0106 |
|
LOW |
1.0066 |
|
0.618 |
1.0001 |
|
1.000 |
0.9961 |
|
1.618 |
0.9896 |
|
2.618 |
0.9791 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0144 |
| PP |
1.0132 |
1.0129 |
| S1 |
1.0119 |
1.0115 |
|