CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9797 |
0.0003 |
0.0% |
0.9787 |
| High |
0.9812 |
0.9858 |
0.0046 |
0.5% |
0.9858 |
| Low |
0.9740 |
0.9787 |
0.0047 |
0.5% |
0.9740 |
| Close |
0.9804 |
0.9845 |
0.0041 |
0.4% |
0.9845 |
| Range |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0118 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0000 |
| Volume |
97,851 |
94,310 |
-3,541 |
-3.6% |
412,962 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
1.0015 |
0.9884 |
|
| R3 |
0.9972 |
0.9944 |
0.9865 |
|
| R2 |
0.9901 |
0.9901 |
0.9858 |
|
| R1 |
0.9873 |
0.9873 |
0.9852 |
0.9887 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9837 |
| S1 |
0.9802 |
0.9802 |
0.9838 |
0.9816 |
| S2 |
0.9759 |
0.9759 |
0.9832 |
|
| S3 |
0.9688 |
0.9731 |
0.9825 |
|
| S4 |
0.9617 |
0.9660 |
0.9806 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0168 |
1.0125 |
0.9910 |
|
| R3 |
1.0050 |
1.0007 |
0.9877 |
|
| R2 |
0.9932 |
0.9932 |
0.9867 |
|
| R1 |
0.9889 |
0.9889 |
0.9856 |
0.9911 |
| PP |
0.9814 |
0.9814 |
0.9814 |
0.9825 |
| S1 |
0.9771 |
0.9771 |
0.9834 |
0.9793 |
| S2 |
0.9696 |
0.9696 |
0.9823 |
|
| S3 |
0.9578 |
0.9653 |
0.9813 |
|
| S4 |
0.9460 |
0.9535 |
0.9780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9858 |
0.9740 |
0.0118 |
1.2% |
0.0059 |
0.6% |
89% |
True |
False |
82,592 |
| 10 |
0.9885 |
0.9641 |
0.0244 |
2.5% |
0.0069 |
0.7% |
84% |
False |
False |
72,224 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0071 |
0.7% |
84% |
False |
False |
83,886 |
| 40 |
0.9885 |
0.9554 |
0.0331 |
3.4% |
0.0075 |
0.8% |
88% |
False |
False |
45,716 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0071 |
0.7% |
47% |
False |
False |
30,581 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
47% |
False |
False |
22,975 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0064 |
0.6% |
47% |
False |
False |
18,402 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0058 |
0.6% |
47% |
False |
False |
15,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0160 |
|
2.618 |
1.0044 |
|
1.618 |
0.9973 |
|
1.000 |
0.9929 |
|
0.618 |
0.9902 |
|
HIGH |
0.9858 |
|
0.618 |
0.9831 |
|
0.500 |
0.9823 |
|
0.382 |
0.9814 |
|
LOW |
0.9787 |
|
0.618 |
0.9743 |
|
1.000 |
0.9716 |
|
1.618 |
0.9672 |
|
2.618 |
0.9601 |
|
4.250 |
0.9485 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9830 |
| PP |
0.9830 |
0.9814 |
| S1 |
0.9823 |
0.9799 |
|