CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9851 |
0.0032 |
0.3% |
0.9730 |
| High |
0.9865 |
0.9885 |
0.0020 |
0.2% |
0.9821 |
| Low |
0.9813 |
0.9829 |
0.0016 |
0.2% |
0.9632 |
| Close |
0.9856 |
0.9851 |
-0.0005 |
-0.1% |
0.9816 |
| Range |
0.0052 |
0.0056 |
0.0004 |
7.7% |
0.0189 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
168 |
233 |
65 |
38.7% |
530,879 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0023 |
0.9993 |
0.9882 |
|
| R3 |
0.9967 |
0.9937 |
0.9866 |
|
| R2 |
0.9911 |
0.9911 |
0.9861 |
|
| R1 |
0.9881 |
0.9881 |
0.9856 |
0.9879 |
| PP |
0.9855 |
0.9855 |
0.9855 |
0.9854 |
| S1 |
0.9825 |
0.9825 |
0.9846 |
0.9823 |
| S2 |
0.9799 |
0.9799 |
0.9841 |
|
| S3 |
0.9743 |
0.9769 |
0.9836 |
|
| S4 |
0.9687 |
0.9713 |
0.9820 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0259 |
0.9920 |
|
| R3 |
1.0134 |
1.0070 |
0.9868 |
|
| R2 |
0.9945 |
0.9945 |
0.9851 |
|
| R1 |
0.9881 |
0.9881 |
0.9833 |
0.9913 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9773 |
| S1 |
0.9692 |
0.9692 |
0.9799 |
0.9724 |
| S2 |
0.9567 |
0.9567 |
0.9781 |
|
| S3 |
0.9378 |
0.9503 |
0.9764 |
|
| S4 |
0.9189 |
0.9314 |
0.9712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0091 |
0.9% |
87% |
True |
False |
68,875 |
| 10 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0078 |
0.8% |
87% |
True |
False |
81,191 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0077 |
0.8% |
87% |
True |
False |
65,405 |
| 40 |
1.0015 |
0.9554 |
0.0461 |
4.7% |
0.0076 |
0.8% |
64% |
False |
False |
33,209 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0072 |
0.7% |
48% |
False |
False |
22,237 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
48% |
False |
False |
16,706 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0062 |
0.6% |
48% |
False |
False |
13,380 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0056 |
0.6% |
48% |
False |
False |
11,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0123 |
|
2.618 |
1.0032 |
|
1.618 |
0.9976 |
|
1.000 |
0.9941 |
|
0.618 |
0.9920 |
|
HIGH |
0.9885 |
|
0.618 |
0.9864 |
|
0.500 |
0.9857 |
|
0.382 |
0.9850 |
|
LOW |
0.9829 |
|
0.618 |
0.9794 |
|
1.000 |
0.9773 |
|
1.618 |
0.9738 |
|
2.618 |
0.9682 |
|
4.250 |
0.9591 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9857 |
0.9846 |
| PP |
0.9855 |
0.9841 |
| S1 |
0.9853 |
0.9836 |
|