CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9995 |
1.0015 |
0.0020 |
0.2% |
0.9998 |
| High |
1.0020 |
1.0015 |
-0.0005 |
0.0% |
1.0061 |
| Low |
0.9995 |
0.9992 |
-0.0003 |
0.0% |
0.9998 |
| Close |
1.0020 |
0.9992 |
-0.0028 |
-0.3% |
1.0038 |
| Range |
0.0025 |
0.0023 |
-0.0002 |
-8.0% |
0.0063 |
| ATR |
0.0024 |
0.0024 |
0.0000 |
1.2% |
0.0000 |
| Volume |
33 |
4 |
-29 |
-87.9% |
35 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0053 |
1.0005 |
|
| R3 |
1.0046 |
1.0030 |
0.9998 |
|
| R2 |
1.0023 |
1.0023 |
0.9996 |
|
| R1 |
1.0007 |
1.0007 |
0.9994 |
1.0004 |
| PP |
1.0000 |
1.0000 |
1.0000 |
0.9998 |
| S1 |
0.9984 |
0.9984 |
0.9990 |
0.9981 |
| S2 |
0.9977 |
0.9977 |
0.9988 |
|
| S3 |
0.9954 |
0.9961 |
0.9986 |
|
| S4 |
0.9931 |
0.9938 |
0.9979 |
|
|
| 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 |
1.0113 |
|
2.618 |
1.0075 |
|
1.618 |
1.0052 |
|
1.000 |
1.0038 |
|
0.618 |
1.0029 |
|
HIGH |
1.0015 |
|
0.618 |
1.0006 |
|
0.500 |
1.0004 |
|
0.382 |
1.0001 |
|
LOW |
0.9992 |
|
0.618 |
0.9978 |
|
1.000 |
0.9969 |
|
1.618 |
0.9955 |
|
2.618 |
0.9932 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
1.0029 |
| PP |
1.0000 |
1.0016 |
| S1 |
0.9996 |
1.0004 |
|