CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0066 |
1.0030 |
-0.0036 |
-0.4% |
1.0062 |
| High |
1.0066 |
1.0030 |
-0.0036 |
-0.4% |
1.0088 |
| Low |
1.0066 |
1.0026 |
-0.0040 |
-0.4% |
1.0017 |
| Close |
1.0066 |
1.0026 |
-0.0040 |
-0.4% |
1.0040 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0071 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
1.8% |
0.0000 |
| Volume |
77 |
3 |
-74 |
-96.1% |
127 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0037 |
1.0028 |
|
| R3 |
1.0035 |
1.0033 |
1.0027 |
|
| R2 |
1.0031 |
1.0031 |
1.0027 |
|
| R1 |
1.0029 |
1.0029 |
1.0026 |
1.0028 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0027 |
| S1 |
1.0025 |
1.0025 |
1.0026 |
1.0024 |
| S2 |
1.0023 |
1.0023 |
1.0025 |
|
| S3 |
1.0019 |
1.0021 |
1.0025 |
|
| S4 |
1.0015 |
1.0017 |
1.0024 |
|
|
| 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 |
1.0110 |
1.0026 |
0.0084 |
0.8% |
0.0017 |
0.2% |
0% |
False |
True |
33 |
| 10 |
1.0110 |
1.0017 |
0.0093 |
0.9% |
0.0020 |
0.2% |
10% |
False |
False |
34 |
| 20 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0020 |
0.2% |
53% |
False |
False |
48 |
| 40 |
1.0110 |
0.9715 |
0.0395 |
3.9% |
0.0021 |
0.2% |
79% |
False |
False |
34 |
| 60 |
1.0110 |
0.9610 |
0.0500 |
5.0% |
0.0024 |
0.2% |
83% |
False |
False |
45 |
| 80 |
1.0110 |
0.9536 |
0.0574 |
5.7% |
0.0025 |
0.2% |
85% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0047 |
|
2.618 |
1.0040 |
|
1.618 |
1.0036 |
|
1.000 |
1.0034 |
|
0.618 |
1.0032 |
|
HIGH |
1.0030 |
|
0.618 |
1.0028 |
|
0.500 |
1.0028 |
|
0.382 |
1.0028 |
|
LOW |
1.0026 |
|
0.618 |
1.0024 |
|
1.000 |
1.0022 |
|
1.618 |
1.0020 |
|
2.618 |
1.0016 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0068 |
| PP |
1.0027 |
1.0054 |
| S1 |
1.0027 |
1.0040 |
|