CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
1.0050 |
0.0037 |
0.4% |
0.9931 |
| High |
1.0033 |
1.0061 |
0.0028 |
0.3% |
1.0004 |
| Low |
1.0013 |
1.0050 |
0.0037 |
0.4% |
0.9931 |
| Close |
1.0033 |
1.0061 |
0.0028 |
0.3% |
1.0002 |
| Range |
0.0020 |
0.0011 |
-0.0009 |
-45.0% |
0.0073 |
| ATR |
0.0022 |
0.0023 |
0.0000 |
1.8% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
44 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0087 |
1.0067 |
|
| R3 |
1.0079 |
1.0076 |
1.0064 |
|
| R2 |
1.0068 |
1.0068 |
1.0063 |
|
| R1 |
1.0065 |
1.0065 |
1.0062 |
1.0067 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0058 |
| S1 |
1.0054 |
1.0054 |
1.0060 |
1.0056 |
| S2 |
1.0046 |
1.0046 |
1.0059 |
|
| S3 |
1.0035 |
1.0043 |
1.0058 |
|
| S4 |
1.0024 |
1.0032 |
1.0055 |
|
|
| 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 |
1.0108 |
|
2.618 |
1.0090 |
|
1.618 |
1.0079 |
|
1.000 |
1.0072 |
|
0.618 |
1.0068 |
|
HIGH |
1.0061 |
|
0.618 |
1.0057 |
|
0.500 |
1.0056 |
|
0.382 |
1.0054 |
|
LOW |
1.0050 |
|
0.618 |
1.0043 |
|
1.000 |
1.0039 |
|
1.618 |
1.0032 |
|
2.618 |
1.0021 |
|
4.250 |
1.0003 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0052 |
| PP |
1.0057 |
1.0044 |
| S1 |
1.0056 |
1.0035 |
|