CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
1.0027 |
0.0052 |
0.5% |
0.9928 |
| High |
1.0000 |
1.0028 |
0.0028 |
0.3% |
0.9961 |
| Low |
0.9975 |
1.0019 |
0.0044 |
0.4% |
0.9869 |
| Close |
0.9996 |
1.0028 |
0.0032 |
0.3% |
0.9951 |
| Range |
0.0025 |
0.0009 |
-0.0016 |
-64.0% |
0.0092 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
324 |
59 |
-265 |
-81.8% |
42 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
1.0049 |
1.0033 |
|
| R3 |
1.0043 |
1.0040 |
1.0030 |
|
| R2 |
1.0034 |
1.0034 |
1.0030 |
|
| R1 |
1.0031 |
1.0031 |
1.0029 |
1.0033 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0026 |
| S1 |
1.0022 |
1.0022 |
1.0027 |
1.0024 |
| S2 |
1.0016 |
1.0016 |
1.0026 |
|
| S3 |
1.0007 |
1.0013 |
1.0026 |
|
| S4 |
0.9998 |
1.0004 |
1.0023 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0169 |
1.0002 |
|
| R3 |
1.0111 |
1.0077 |
0.9976 |
|
| R2 |
1.0019 |
1.0019 |
0.9968 |
|
| R1 |
0.9985 |
0.9985 |
0.9959 |
1.0002 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9936 |
| S1 |
0.9893 |
0.9893 |
0.9943 |
0.9910 |
| S2 |
0.9835 |
0.9835 |
0.9934 |
|
| S3 |
0.9743 |
0.9801 |
0.9926 |
|
| S4 |
0.9651 |
0.9709 |
0.9900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0028 |
0.9930 |
0.0098 |
1.0% |
0.0014 |
0.1% |
100% |
True |
False |
82 |
| 10 |
1.0028 |
0.9869 |
0.0159 |
1.6% |
0.0012 |
0.1% |
100% |
True |
False |
50 |
| 20 |
1.0028 |
0.9734 |
0.0294 |
2.9% |
0.0017 |
0.2% |
100% |
True |
False |
38 |
| 40 |
1.0028 |
0.9610 |
0.0418 |
4.2% |
0.0025 |
0.3% |
100% |
True |
False |
34 |
| 60 |
1.0028 |
0.9536 |
0.0492 |
4.9% |
0.0027 |
0.3% |
100% |
True |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0066 |
|
2.618 |
1.0052 |
|
1.618 |
1.0043 |
|
1.000 |
1.0037 |
|
0.618 |
1.0034 |
|
HIGH |
1.0028 |
|
0.618 |
1.0025 |
|
0.500 |
1.0024 |
|
0.382 |
1.0022 |
|
LOW |
1.0019 |
|
0.618 |
1.0013 |
|
1.000 |
1.0010 |
|
1.618 |
1.0004 |
|
2.618 |
0.9995 |
|
4.250 |
0.9981 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0027 |
1.0019 |
| PP |
1.0025 |
1.0010 |
| S1 |
1.0024 |
1.0002 |
|