CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9797 |
0.9845 |
0.0048 |
0.5% |
0.9787 |
| High |
0.9858 |
0.9855 |
-0.0003 |
0.0% |
0.9858 |
| Low |
0.9787 |
0.9816 |
0.0029 |
0.3% |
0.9740 |
| Close |
0.9845 |
0.9842 |
-0.0003 |
0.0% |
0.9845 |
| Range |
0.0071 |
0.0039 |
-0.0032 |
-45.1% |
0.0118 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
94,310 |
69,916 |
-24,394 |
-25.9% |
412,962 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9937 |
0.9863 |
|
| R3 |
0.9916 |
0.9898 |
0.9853 |
|
| R2 |
0.9877 |
0.9877 |
0.9849 |
|
| R1 |
0.9859 |
0.9859 |
0.9846 |
0.9849 |
| PP |
0.9838 |
0.9838 |
0.9838 |
0.9832 |
| S1 |
0.9820 |
0.9820 |
0.9838 |
0.9810 |
| S2 |
0.9799 |
0.9799 |
0.9835 |
|
| S3 |
0.9760 |
0.9781 |
0.9831 |
|
| S4 |
0.9721 |
0.9742 |
0.9821 |
|
|
| 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% |
86% |
False |
False |
83,642 |
| 10 |
0.9885 |
0.9740 |
0.0145 |
1.5% |
0.0055 |
0.6% |
70% |
False |
False |
64,002 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0071 |
0.7% |
83% |
False |
False |
84,117 |
| 40 |
0.9885 |
0.9554 |
0.0331 |
3.4% |
0.0073 |
0.7% |
87% |
False |
False |
47,449 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0071 |
0.7% |
47% |
False |
False |
31,743 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
47% |
False |
False |
23,848 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0064 |
0.6% |
47% |
False |
False |
19,101 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0057 |
0.6% |
47% |
False |
False |
15,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0021 |
|
2.618 |
0.9957 |
|
1.618 |
0.9918 |
|
1.000 |
0.9894 |
|
0.618 |
0.9879 |
|
HIGH |
0.9855 |
|
0.618 |
0.9840 |
|
0.500 |
0.9836 |
|
0.382 |
0.9831 |
|
LOW |
0.9816 |
|
0.618 |
0.9792 |
|
1.000 |
0.9777 |
|
1.618 |
0.9753 |
|
2.618 |
0.9714 |
|
4.250 |
0.9650 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9840 |
0.9828 |
| PP |
0.9838 |
0.9813 |
| S1 |
0.9836 |
0.9799 |
|