CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0152 |
0.0081 |
0.8% |
1.0110 |
| High |
1.0171 |
1.0216 |
0.0045 |
0.4% |
1.0216 |
| Low |
1.0066 |
1.0147 |
0.0081 |
0.8% |
1.0059 |
| Close |
1.0158 |
1.0200 |
0.0042 |
0.4% |
1.0200 |
| Range |
0.0105 |
0.0069 |
-0.0036 |
-34.3% |
0.0157 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0000 |
| Volume |
11,274 |
11,682 |
408 |
3.6% |
41,784 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0366 |
1.0238 |
|
| R3 |
1.0326 |
1.0297 |
1.0219 |
|
| R2 |
1.0257 |
1.0257 |
1.0213 |
|
| R1 |
1.0228 |
1.0228 |
1.0206 |
1.0243 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0195 |
| S1 |
1.0159 |
1.0159 |
1.0194 |
1.0174 |
| S2 |
1.0119 |
1.0119 |
1.0187 |
|
| S3 |
1.0050 |
1.0090 |
1.0181 |
|
| S4 |
0.9981 |
1.0021 |
1.0162 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0572 |
1.0286 |
|
| R3 |
1.0472 |
1.0415 |
1.0243 |
|
| R2 |
1.0315 |
1.0315 |
1.0229 |
|
| R1 |
1.0258 |
1.0258 |
1.0214 |
1.0287 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0173 |
| S1 |
1.0101 |
1.0101 |
1.0186 |
1.0130 |
| S2 |
1.0001 |
1.0001 |
1.0171 |
|
| S3 |
0.9844 |
0.9944 |
1.0157 |
|
| S4 |
0.9687 |
0.9787 |
1.0114 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0216 |
1.0050 |
0.0166 |
1.6% |
0.0069 |
0.7% |
90% |
True |
False |
8,598 |
| 10 |
1.0216 |
1.0028 |
0.0188 |
1.8% |
0.0057 |
0.6% |
91% |
True |
False |
4,749 |
| 20 |
1.0216 |
0.9995 |
0.0221 |
2.2% |
0.0051 |
0.5% |
93% |
True |
False |
2,671 |
| 40 |
1.0216 |
0.9745 |
0.0471 |
4.6% |
0.0051 |
0.5% |
97% |
True |
False |
1,567 |
| 60 |
1.0216 |
0.9620 |
0.0596 |
5.8% |
0.0054 |
0.5% |
97% |
True |
False |
1,141 |
| 80 |
1.0216 |
0.9545 |
0.0671 |
6.6% |
0.0055 |
0.5% |
98% |
True |
False |
918 |
| 100 |
1.0216 |
0.9545 |
0.0671 |
6.6% |
0.0053 |
0.5% |
98% |
True |
False |
748 |
| 120 |
1.0216 |
0.9545 |
0.0671 |
6.6% |
0.0050 |
0.5% |
98% |
True |
False |
642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0397 |
|
1.618 |
1.0328 |
|
1.000 |
1.0285 |
|
0.618 |
1.0259 |
|
HIGH |
1.0216 |
|
0.618 |
1.0190 |
|
0.500 |
1.0182 |
|
0.382 |
1.0173 |
|
LOW |
1.0147 |
|
0.618 |
1.0104 |
|
1.000 |
1.0078 |
|
1.618 |
1.0035 |
|
2.618 |
0.9966 |
|
4.250 |
0.9854 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0194 |
1.0179 |
| PP |
1.0188 |
1.0158 |
| S1 |
1.0182 |
1.0138 |
|