CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
1.0055 |
0.0015 |
0.1% |
0.9954 |
| High |
1.0061 |
1.0088 |
0.0027 |
0.3% |
1.0030 |
| Low |
1.0040 |
1.0055 |
0.0015 |
0.1% |
0.9954 |
| Close |
1.0061 |
1.0088 |
0.0027 |
0.3% |
1.0027 |
| Range |
0.0021 |
0.0033 |
0.0012 |
57.1% |
0.0076 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
28 |
72 |
44 |
157.1% |
423 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0165 |
1.0106 |
|
| R3 |
1.0143 |
1.0132 |
1.0097 |
|
| R2 |
1.0110 |
1.0110 |
1.0094 |
|
| R1 |
1.0099 |
1.0099 |
1.0091 |
1.0105 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0080 |
| S1 |
1.0066 |
1.0066 |
1.0085 |
1.0072 |
| S2 |
1.0044 |
1.0044 |
1.0082 |
|
| S3 |
1.0011 |
1.0033 |
1.0079 |
|
| S4 |
0.9978 |
1.0000 |
1.0070 |
|
|
| 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 |
1.0088 |
0.9977 |
0.0111 |
1.1% |
0.0026 |
0.3% |
100% |
True |
False |
42 |
| 10 |
1.0088 |
0.9930 |
0.0158 |
1.6% |
0.0020 |
0.2% |
100% |
True |
False |
62 |
| 20 |
1.0088 |
0.9734 |
0.0354 |
3.5% |
0.0020 |
0.2% |
100% |
True |
False |
41 |
| 40 |
1.0088 |
0.9610 |
0.0478 |
4.7% |
0.0028 |
0.3% |
100% |
True |
False |
31 |
| 60 |
1.0088 |
0.9536 |
0.0552 |
5.5% |
0.0027 |
0.3% |
100% |
True |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0228 |
|
2.618 |
1.0174 |
|
1.618 |
1.0141 |
|
1.000 |
1.0121 |
|
0.618 |
1.0108 |
|
HIGH |
1.0088 |
|
0.618 |
1.0075 |
|
0.500 |
1.0072 |
|
0.382 |
1.0068 |
|
LOW |
1.0055 |
|
0.618 |
1.0035 |
|
1.000 |
1.0022 |
|
1.618 |
1.0002 |
|
2.618 |
0.9969 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0083 |
1.0078 |
| PP |
1.0077 |
1.0069 |
| S1 |
1.0072 |
1.0059 |
|