CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9851 |
0.9842 |
-0.0009 |
-0.1% |
0.9819 |
High |
0.9885 |
0.9847 |
-0.0038 |
-0.4% |
0.9885 |
Low |
0.9829 |
0.9781 |
-0.0048 |
-0.5% |
0.9781 |
Close |
0.9851 |
0.9786 |
-0.0065 |
-0.7% |
0.9786 |
Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0104 |
ATR |
0.0076 |
0.0076 |
0.0000 |
-0.6% |
0.0000 |
Volume |
233 |
89,338 |
89,105 |
38,242.5% |
157,149 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0003 |
0.9960 |
0.9822 |
|
R3 |
0.9937 |
0.9894 |
0.9804 |
|
R2 |
0.9871 |
0.9871 |
0.9798 |
|
R1 |
0.9828 |
0.9828 |
0.9792 |
0.9817 |
PP |
0.9805 |
0.9805 |
0.9805 |
0.9799 |
S1 |
0.9762 |
0.9762 |
0.9780 |
0.9751 |
S2 |
0.9739 |
0.9739 |
0.9774 |
|
S3 |
0.9673 |
0.9696 |
0.9768 |
|
S4 |
0.9607 |
0.9630 |
0.9750 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0129 |
1.0062 |
0.9843 |
|
R3 |
1.0025 |
0.9958 |
0.9815 |
|
R2 |
0.9921 |
0.9921 |
0.9805 |
|
R1 |
0.9854 |
0.9854 |
0.9796 |
0.9836 |
PP |
0.9817 |
0.9817 |
0.9817 |
0.9808 |
S1 |
0.9750 |
0.9750 |
0.9776 |
0.9732 |
S2 |
0.9713 |
0.9713 |
0.9767 |
|
S3 |
0.9609 |
0.9646 |
0.9757 |
|
S4 |
0.9505 |
0.9542 |
0.9729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9885 |
0.9641 |
0.0244 |
2.5% |
0.0079 |
0.8% |
59% |
False |
False |
61,855 |
10 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0074 |
0.8% |
61% |
False |
False |
77,388 |
20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0076 |
0.8% |
61% |
False |
False |
69,688 |
40 |
1.0015 |
0.9554 |
0.0461 |
4.7% |
0.0076 |
0.8% |
50% |
False |
False |
35,431 |
60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0073 |
0.7% |
38% |
False |
False |
23,722 |
80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
38% |
False |
False |
17,822 |
100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0062 |
0.6% |
38% |
False |
False |
14,273 |
120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0056 |
0.6% |
38% |
False |
False |
11,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0128 |
2.618 |
1.0020 |
1.618 |
0.9954 |
1.000 |
0.9913 |
0.618 |
0.9888 |
HIGH |
0.9847 |
0.618 |
0.9822 |
0.500 |
0.9814 |
0.382 |
0.9806 |
LOW |
0.9781 |
0.618 |
0.9740 |
1.000 |
0.9715 |
1.618 |
0.9674 |
2.618 |
0.9608 |
4.250 |
0.9501 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9814 |
0.9833 |
PP |
0.9805 |
0.9817 |
S1 |
0.9795 |
0.9802 |
|