CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
1.0030 |
-0.0001 |
0.0% |
0.9954 |
| High |
1.0031 |
1.0035 |
0.0004 |
0.0% |
1.0030 |
| Low |
1.0012 |
1.0030 |
0.0018 |
0.2% |
0.9954 |
| Close |
1.0023 |
1.0035 |
0.0012 |
0.1% |
1.0027 |
| Range |
0.0019 |
0.0005 |
-0.0014 |
-73.7% |
0.0076 |
| ATR |
0.0039 |
0.0037 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
62 |
26 |
-36 |
-58.1% |
423 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
1.0047 |
1.0038 |
|
| R3 |
1.0043 |
1.0042 |
1.0036 |
|
| R2 |
1.0038 |
1.0038 |
1.0036 |
|
| R1 |
1.0037 |
1.0037 |
1.0035 |
1.0038 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0034 |
| S1 |
1.0032 |
1.0032 |
1.0035 |
1.0033 |
| S2 |
1.0028 |
1.0028 |
1.0034 |
|
| S3 |
1.0023 |
1.0027 |
1.0034 |
|
| S4 |
1.0018 |
1.0022 |
1.0032 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0205 |
1.0069 |
|
| R3 |
1.0156 |
1.0129 |
1.0048 |
|
| R2 |
1.0080 |
1.0080 |
1.0041 |
|
| R1 |
1.0053 |
1.0053 |
1.0034 |
1.0067 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0010 |
| S1 |
0.9977 |
0.9977 |
1.0020 |
0.9991 |
| S2 |
0.9928 |
0.9928 |
1.0013 |
|
| S3 |
0.9852 |
0.9901 |
1.0006 |
|
| S4 |
0.9776 |
0.9825 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9975 |
0.0060 |
0.6% |
0.0022 |
0.2% |
100% |
True |
False |
98 |
| 10 |
1.0035 |
0.9869 |
0.0166 |
1.7% |
0.0020 |
0.2% |
100% |
True |
False |
53 |
| 20 |
1.0035 |
0.9734 |
0.0301 |
3.0% |
0.0019 |
0.2% |
100% |
True |
False |
41 |
| 40 |
1.0035 |
0.9610 |
0.0425 |
4.2% |
0.0027 |
0.3% |
100% |
True |
False |
31 |
| 60 |
1.0035 |
0.9536 |
0.0499 |
5.0% |
0.0027 |
0.3% |
100% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
1.0048 |
|
1.618 |
1.0043 |
|
1.000 |
1.0040 |
|
0.618 |
1.0038 |
|
HIGH |
1.0035 |
|
0.618 |
1.0033 |
|
0.500 |
1.0033 |
|
0.382 |
1.0032 |
|
LOW |
1.0030 |
|
0.618 |
1.0027 |
|
1.000 |
1.0025 |
|
1.618 |
1.0022 |
|
2.618 |
1.0017 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0025 |
| PP |
1.0033 |
1.0016 |
| S1 |
1.0033 |
1.0006 |
|