CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9795 |
0.9761 |
-0.0034 |
-0.3% |
0.9819 |
| High |
0.9821 |
0.9815 |
-0.0006 |
-0.1% |
0.9885 |
| Low |
0.9761 |
0.9760 |
-0.0001 |
0.0% |
0.9781 |
| Close |
0.9762 |
0.9773 |
0.0011 |
0.1% |
0.9786 |
| Range |
0.0060 |
0.0055 |
-0.0005 |
-8.3% |
0.0104 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
73,468 |
82,669 |
9,201 |
12.5% |
157,149 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9915 |
0.9803 |
|
| R3 |
0.9893 |
0.9860 |
0.9788 |
|
| R2 |
0.9838 |
0.9838 |
0.9783 |
|
| R1 |
0.9805 |
0.9805 |
0.9778 |
0.9822 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9791 |
| S1 |
0.9750 |
0.9750 |
0.9768 |
0.9767 |
| S2 |
0.9728 |
0.9728 |
0.9763 |
|
| S3 |
0.9673 |
0.9695 |
0.9758 |
|
| S4 |
0.9618 |
0.9640 |
0.9743 |
|
|
| 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 |
0.9760 |
0.0125 |
1.3% |
0.0055 |
0.6% |
10% |
False |
True |
62,074 |
| 10 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0071 |
0.7% |
56% |
False |
False |
72,919 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0070 |
0.7% |
56% |
False |
False |
79,135 |
| 40 |
0.9980 |
0.9554 |
0.0426 |
4.4% |
0.0075 |
0.8% |
51% |
False |
False |
40,921 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0072 |
0.7% |
36% |
False |
False |
27,392 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
36% |
False |
False |
20,575 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0063 |
0.6% |
36% |
False |
False |
16,480 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0057 |
0.6% |
36% |
False |
False |
13,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9959 |
|
1.618 |
0.9904 |
|
1.000 |
0.9870 |
|
0.618 |
0.9849 |
|
HIGH |
0.9815 |
|
0.618 |
0.9794 |
|
0.500 |
0.9788 |
|
0.382 |
0.9781 |
|
LOW |
0.9760 |
|
0.618 |
0.9726 |
|
1.000 |
0.9705 |
|
1.618 |
0.9671 |
|
2.618 |
0.9616 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9791 |
| PP |
0.9783 |
0.9785 |
| S1 |
0.9778 |
0.9779 |
|