CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0029 |
-0.0021 |
-0.2% |
0.9998 |
| High |
1.0061 |
1.0038 |
-0.0023 |
-0.2% |
1.0061 |
| Low |
1.0050 |
1.0029 |
-0.0021 |
-0.2% |
0.9998 |
| Close |
1.0061 |
1.0038 |
-0.0023 |
-0.2% |
1.0038 |
| Range |
0.0011 |
0.0009 |
-0.0002 |
-18.2% |
0.0063 |
| ATR |
0.0023 |
0.0023 |
0.0001 |
2.9% |
0.0000 |
| Volume |
11 |
12 |
1 |
9.1% |
35 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0059 |
1.0043 |
|
| R3 |
1.0053 |
1.0050 |
1.0040 |
|
| R2 |
1.0044 |
1.0044 |
1.0040 |
|
| R1 |
1.0041 |
1.0041 |
1.0039 |
1.0043 |
| PP |
1.0035 |
1.0035 |
1.0035 |
1.0036 |
| S1 |
1.0032 |
1.0032 |
1.0037 |
1.0034 |
| S2 |
1.0026 |
1.0026 |
1.0036 |
|
| S3 |
1.0017 |
1.0023 |
1.0036 |
|
| S4 |
1.0008 |
1.0014 |
1.0033 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0193 |
1.0073 |
|
| R3 |
1.0158 |
1.0130 |
1.0055 |
|
| R2 |
1.0095 |
1.0095 |
1.0050 |
|
| R1 |
1.0067 |
1.0067 |
1.0044 |
1.0081 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0040 |
| S1 |
1.0004 |
1.0004 |
1.0032 |
1.0018 |
| S2 |
0.9969 |
0.9969 |
1.0026 |
|
| S3 |
0.9906 |
0.9941 |
1.0021 |
|
| S4 |
0.9843 |
0.9878 |
1.0003 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
1.0062 |
|
1.618 |
1.0053 |
|
1.000 |
1.0047 |
|
0.618 |
1.0044 |
|
HIGH |
1.0038 |
|
0.618 |
1.0035 |
|
0.500 |
1.0034 |
|
0.382 |
1.0032 |
|
LOW |
1.0029 |
|
0.618 |
1.0023 |
|
1.000 |
1.0020 |
|
1.618 |
1.0014 |
|
2.618 |
1.0005 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0038 |
| PP |
1.0035 |
1.0037 |
| S1 |
1.0034 |
1.0037 |
|