CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0041 |
-0.0014 |
-0.1% |
1.0062 |
| High |
1.0055 |
1.0044 |
-0.0011 |
-0.1% |
1.0088 |
| Low |
1.0017 |
1.0037 |
0.0020 |
0.2% |
1.0017 |
| Close |
1.0017 |
1.0040 |
0.0023 |
0.2% |
1.0040 |
| Range |
0.0038 |
0.0007 |
-0.0031 |
-81.6% |
0.0071 |
| ATR |
0.0034 |
0.0033 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
41 |
2 |
-39 |
-95.1% |
127 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
1.0058 |
1.0044 |
|
| R3 |
1.0054 |
1.0051 |
1.0042 |
|
| R2 |
1.0047 |
1.0047 |
1.0041 |
|
| R1 |
1.0044 |
1.0044 |
1.0041 |
1.0042 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0040 |
| S1 |
1.0037 |
1.0037 |
1.0039 |
1.0035 |
| S2 |
1.0033 |
1.0033 |
1.0039 |
|
| S3 |
1.0026 |
1.0030 |
1.0038 |
|
| S4 |
1.0019 |
1.0023 |
1.0036 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0222 |
1.0079 |
|
| R3 |
1.0190 |
1.0151 |
1.0060 |
|
| R2 |
1.0119 |
1.0119 |
1.0053 |
|
| R1 |
1.0080 |
1.0080 |
1.0047 |
1.0064 |
| PP |
1.0048 |
1.0048 |
1.0048 |
1.0041 |
| S1 |
1.0009 |
1.0009 |
1.0033 |
0.9993 |
| S2 |
0.9977 |
0.9977 |
1.0027 |
|
| S3 |
0.9906 |
0.9938 |
1.0020 |
|
| S4 |
0.9835 |
0.9867 |
1.0001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0088 |
1.0017 |
0.0071 |
0.7% |
0.0024 |
0.2% |
32% |
False |
False |
25 |
| 10 |
1.0088 |
1.0012 |
0.0076 |
0.8% |
0.0020 |
0.2% |
37% |
False |
False |
36 |
| 20 |
1.0088 |
0.9869 |
0.0219 |
2.2% |
0.0019 |
0.2% |
78% |
False |
False |
41 |
| 40 |
1.0088 |
0.9630 |
0.0458 |
4.6% |
0.0024 |
0.2% |
90% |
False |
False |
32 |
| 60 |
1.0088 |
0.9536 |
0.0552 |
5.5% |
0.0026 |
0.3% |
91% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
1.0062 |
|
1.618 |
1.0055 |
|
1.000 |
1.0051 |
|
0.618 |
1.0048 |
|
HIGH |
1.0044 |
|
0.618 |
1.0041 |
|
0.500 |
1.0041 |
|
0.382 |
1.0040 |
|
LOW |
1.0037 |
|
0.618 |
1.0033 |
|
1.000 |
1.0030 |
|
1.618 |
1.0026 |
|
2.618 |
1.0019 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0041 |
1.0040 |
| PP |
1.0040 |
1.0040 |
| S1 |
1.0040 |
1.0040 |
|