CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9842 |
0.9787 |
-0.0055 |
-0.6% |
0.9819 |
| High |
0.9847 |
0.9806 |
-0.0041 |
-0.4% |
0.9885 |
| Low |
0.9781 |
0.9767 |
-0.0014 |
-0.1% |
0.9781 |
| Close |
0.9786 |
0.9791 |
0.0005 |
0.1% |
0.9786 |
| Range |
0.0066 |
0.0039 |
-0.0027 |
-40.9% |
0.0104 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
89,338 |
64,664 |
-24,674 |
-27.6% |
157,149 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9887 |
0.9812 |
|
| R3 |
0.9866 |
0.9848 |
0.9802 |
|
| R2 |
0.9827 |
0.9827 |
0.9798 |
|
| R1 |
0.9809 |
0.9809 |
0.9795 |
0.9818 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9793 |
| S1 |
0.9770 |
0.9770 |
0.9787 |
0.9779 |
| S2 |
0.9749 |
0.9749 |
0.9784 |
|
| S3 |
0.9710 |
0.9731 |
0.9780 |
|
| S4 |
0.9671 |
0.9692 |
0.9770 |
|
|
| 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 |
0.9767 |
0.0118 |
1.2% |
0.0051 |
0.5% |
20% |
False |
True |
44,362 |
| 10 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0072 |
0.7% |
63% |
False |
False |
75,269 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0073 |
0.7% |
63% |
False |
False |
72,656 |
| 40 |
1.0015 |
0.9554 |
0.0461 |
4.7% |
0.0076 |
0.8% |
51% |
False |
False |
37,037 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0072 |
0.7% |
39% |
False |
False |
24,798 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
39% |
False |
False |
18,626 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0062 |
0.6% |
39% |
False |
False |
14,919 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0056 |
0.6% |
39% |
False |
False |
12,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9972 |
|
2.618 |
0.9908 |
|
1.618 |
0.9869 |
|
1.000 |
0.9845 |
|
0.618 |
0.9830 |
|
HIGH |
0.9806 |
|
0.618 |
0.9791 |
|
0.500 |
0.9787 |
|
0.382 |
0.9782 |
|
LOW |
0.9767 |
|
0.618 |
0.9743 |
|
1.000 |
0.9728 |
|
1.618 |
0.9704 |
|
2.618 |
0.9665 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9790 |
0.9826 |
| PP |
0.9788 |
0.9814 |
| S1 |
0.9787 |
0.9803 |
|