CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
1.0009 |
0.0011 |
0.1% |
0.9931 |
| High |
0.9998 |
1.0009 |
0.0011 |
0.1% |
1.0004 |
| Low |
0.9998 |
1.0009 |
0.0011 |
0.1% |
0.9931 |
| Close |
0.9998 |
1.0009 |
0.0011 |
0.1% |
1.0002 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
10 |
1 |
-9 |
-90.0% |
44 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
1.0009 |
1.0009 |
|
| R3 |
1.0009 |
1.0009 |
1.0009 |
|
| R2 |
1.0009 |
1.0009 |
1.0009 |
|
| R1 |
1.0009 |
1.0009 |
1.0009 |
1.0009 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0009 |
| S1 |
1.0009 |
1.0009 |
1.0009 |
1.0009 |
| S2 |
1.0009 |
1.0009 |
1.0009 |
|
| S3 |
1.0009 |
1.0009 |
1.0009 |
|
| S4 |
1.0009 |
1.0009 |
1.0009 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0173 |
1.0042 |
|
| R3 |
1.0125 |
1.0100 |
1.0022 |
|
| R2 |
1.0052 |
1.0052 |
1.0015 |
|
| R1 |
1.0027 |
1.0027 |
1.0009 |
1.0040 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9985 |
| S1 |
0.9954 |
0.9954 |
0.9995 |
0.9967 |
| S2 |
0.9906 |
0.9906 |
0.9989 |
|
| S3 |
0.9833 |
0.9881 |
0.9982 |
|
| S4 |
0.9760 |
0.9808 |
0.9962 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
1.0009 |
|
1.618 |
1.0009 |
|
1.000 |
1.0009 |
|
0.618 |
1.0009 |
|
HIGH |
1.0009 |
|
0.618 |
1.0009 |
|
0.500 |
1.0009 |
|
0.382 |
1.0009 |
|
LOW |
1.0009 |
|
0.618 |
1.0009 |
|
1.000 |
1.0009 |
|
1.618 |
1.0009 |
|
2.618 |
1.0009 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0003 |
| PP |
1.0009 |
0.9998 |
| S1 |
1.0009 |
0.9992 |
|