CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9761 |
0.9794 |
0.0033 |
0.3% |
0.9819 |
| High |
0.9815 |
0.9812 |
-0.0003 |
0.0% |
0.9885 |
| Low |
0.9760 |
0.9740 |
-0.0020 |
-0.2% |
0.9781 |
| Close |
0.9773 |
0.9804 |
0.0031 |
0.3% |
0.9786 |
| Range |
0.0055 |
0.0072 |
0.0017 |
30.9% |
0.0104 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
| Volume |
82,669 |
97,851 |
15,182 |
18.4% |
157,149 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9975 |
0.9844 |
|
| R3 |
0.9929 |
0.9903 |
0.9824 |
|
| R2 |
0.9857 |
0.9857 |
0.9817 |
|
| R1 |
0.9831 |
0.9831 |
0.9811 |
0.9844 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9792 |
| S1 |
0.9759 |
0.9759 |
0.9797 |
0.9772 |
| S2 |
0.9713 |
0.9713 |
0.9791 |
|
| S3 |
0.9641 |
0.9687 |
0.9784 |
|
| S4 |
0.9569 |
0.9615 |
0.9764 |
|
|
| 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 |
0.9847 |
0.9740 |
0.0107 |
1.1% |
0.0058 |
0.6% |
60% |
False |
True |
81,598 |
| 10 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0075 |
0.8% |
68% |
False |
False |
75,236 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0071 |
0.7% |
68% |
False |
False |
81,508 |
| 40 |
0.9915 |
0.9554 |
0.0361 |
3.7% |
0.0075 |
0.8% |
69% |
False |
False |
43,363 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
41% |
False |
False |
29,021 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
41% |
False |
False |
21,797 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0063 |
0.6% |
41% |
False |
False |
17,459 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0057 |
0.6% |
41% |
False |
False |
14,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
1.0000 |
|
1.618 |
0.9928 |
|
1.000 |
0.9884 |
|
0.618 |
0.9856 |
|
HIGH |
0.9812 |
|
0.618 |
0.9784 |
|
0.500 |
0.9776 |
|
0.382 |
0.9768 |
|
LOW |
0.9740 |
|
0.618 |
0.9696 |
|
1.000 |
0.9668 |
|
1.618 |
0.9624 |
|
2.618 |
0.9552 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9795 |
0.9796 |
| PP |
0.9785 |
0.9788 |
| S1 |
0.9776 |
0.9781 |
|