CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0064 |
-0.0022 |
-0.2% |
1.0047 |
| High |
1.0094 |
1.0139 |
0.0045 |
0.4% |
1.0110 |
| Low |
1.0035 |
1.0064 |
0.0029 |
0.3% |
1.0026 |
| Close |
1.0048 |
1.0134 |
0.0086 |
0.9% |
1.0098 |
| Range |
0.0059 |
0.0075 |
0.0016 |
27.1% |
0.0084 |
| ATR |
0.0036 |
0.0040 |
0.0004 |
10.7% |
0.0000 |
| Volume |
22 |
38 |
16 |
72.7% |
190 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0311 |
1.0175 |
|
| R3 |
1.0262 |
1.0236 |
1.0155 |
|
| R2 |
1.0187 |
1.0187 |
1.0148 |
|
| R1 |
1.0161 |
1.0161 |
1.0141 |
1.0174 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0119 |
| S1 |
1.0086 |
1.0086 |
1.0127 |
1.0099 |
| S2 |
1.0037 |
1.0037 |
1.0120 |
|
| S3 |
0.9962 |
1.0011 |
1.0113 |
|
| S4 |
0.9887 |
0.9936 |
1.0093 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0298 |
1.0144 |
|
| R3 |
1.0246 |
1.0214 |
1.0121 |
|
| R2 |
1.0162 |
1.0162 |
1.0113 |
|
| R1 |
1.0130 |
1.0130 |
1.0106 |
1.0146 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0086 |
| S1 |
1.0046 |
1.0046 |
1.0090 |
1.0062 |
| S2 |
0.9994 |
0.9994 |
1.0083 |
|
| S3 |
0.9910 |
0.9962 |
1.0075 |
|
| S4 |
0.9826 |
0.9878 |
1.0052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0139 |
1.0026 |
0.0113 |
1.1% |
0.0032 |
0.3% |
96% |
True |
False |
32 |
| 10 |
1.0139 |
1.0017 |
0.0122 |
1.2% |
0.0028 |
0.3% |
96% |
True |
False |
36 |
| 20 |
1.0139 |
0.9977 |
0.0162 |
1.6% |
0.0025 |
0.2% |
97% |
True |
False |
38 |
| 40 |
1.0139 |
0.9715 |
0.0424 |
4.2% |
0.0022 |
0.2% |
99% |
True |
False |
37 |
| 60 |
1.0139 |
0.9610 |
0.0529 |
5.2% |
0.0025 |
0.2% |
99% |
True |
False |
34 |
| 80 |
1.0139 |
0.9536 |
0.0603 |
6.0% |
0.0026 |
0.3% |
99% |
True |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0458 |
|
2.618 |
1.0335 |
|
1.618 |
1.0260 |
|
1.000 |
1.0214 |
|
0.618 |
1.0185 |
|
HIGH |
1.0139 |
|
0.618 |
1.0110 |
|
0.500 |
1.0102 |
|
0.382 |
1.0093 |
|
LOW |
1.0064 |
|
0.618 |
1.0018 |
|
1.000 |
0.9989 |
|
1.618 |
0.9943 |
|
2.618 |
0.9868 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0118 |
| PP |
1.0112 |
1.0103 |
| S1 |
1.0102 |
1.0087 |
|