CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0062 |
-0.0001 |
0.0% |
1.0031 |
| High |
1.0063 |
1.0069 |
0.0006 |
0.1% |
1.0088 |
| Low |
1.0063 |
1.0060 |
-0.0003 |
0.0% |
1.0012 |
| Close |
1.0063 |
1.0068 |
0.0005 |
0.0% |
1.0063 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0076 |
| ATR |
0.0035 |
0.0033 |
-0.0002 |
-5.3% |
0.0000 |
| Volume |
50 |
1 |
-49 |
-98.0% |
238 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0089 |
1.0073 |
|
| R3 |
1.0084 |
1.0080 |
1.0070 |
|
| R2 |
1.0075 |
1.0075 |
1.0070 |
|
| R1 |
1.0071 |
1.0071 |
1.0069 |
1.0073 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0067 |
| S1 |
1.0062 |
1.0062 |
1.0067 |
1.0064 |
| S2 |
1.0057 |
1.0057 |
1.0066 |
|
| S3 |
1.0048 |
1.0053 |
1.0066 |
|
| S4 |
1.0039 |
1.0044 |
1.0063 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0249 |
1.0105 |
|
| R3 |
1.0206 |
1.0173 |
1.0084 |
|
| R2 |
1.0130 |
1.0130 |
1.0077 |
|
| R1 |
1.0097 |
1.0097 |
1.0070 |
1.0114 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0063 |
| S1 |
1.0021 |
1.0021 |
1.0056 |
1.0038 |
| S2 |
0.9978 |
0.9978 |
1.0049 |
|
| S3 |
0.9902 |
0.9945 |
1.0042 |
|
| S4 |
0.9826 |
0.9869 |
1.0021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0088 |
1.0030 |
0.0058 |
0.6% |
0.0014 |
0.1% |
66% |
False |
False |
35 |
| 10 |
1.0088 |
0.9975 |
0.0113 |
1.1% |
0.0018 |
0.2% |
82% |
False |
False |
64 |
| 20 |
1.0088 |
0.9734 |
0.0354 |
3.5% |
0.0020 |
0.2% |
94% |
False |
False |
40 |
| 40 |
1.0088 |
0.9610 |
0.0478 |
4.7% |
0.0026 |
0.3% |
96% |
False |
False |
31 |
| 60 |
1.0088 |
0.9536 |
0.0552 |
5.5% |
0.0026 |
0.3% |
96% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0107 |
|
2.618 |
1.0093 |
|
1.618 |
1.0084 |
|
1.000 |
1.0078 |
|
0.618 |
1.0075 |
|
HIGH |
1.0069 |
|
0.618 |
1.0066 |
|
0.500 |
1.0065 |
|
0.382 |
1.0063 |
|
LOW |
1.0060 |
|
0.618 |
1.0054 |
|
1.000 |
1.0051 |
|
1.618 |
1.0045 |
|
2.618 |
1.0036 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0072 |
| PP |
1.0066 |
1.0070 |
| S1 |
1.0065 |
1.0069 |
|