CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9839 |
-0.0006 |
-0.1% |
0.9787 |
| High |
0.9855 |
0.9868 |
0.0013 |
0.1% |
0.9858 |
| Low |
0.9816 |
0.9819 |
0.0003 |
0.0% |
0.9740 |
| Close |
0.9842 |
0.9862 |
0.0020 |
0.2% |
0.9845 |
| Range |
0.0039 |
0.0049 |
0.0010 |
25.6% |
0.0118 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
69,916 |
89,877 |
19,961 |
28.5% |
412,962 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9997 |
0.9978 |
0.9889 |
|
| R3 |
0.9948 |
0.9929 |
0.9875 |
|
| R2 |
0.9899 |
0.9899 |
0.9871 |
|
| R1 |
0.9880 |
0.9880 |
0.9866 |
0.9890 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9854 |
| S1 |
0.9831 |
0.9831 |
0.9858 |
0.9841 |
| S2 |
0.9801 |
0.9801 |
0.9853 |
|
| S3 |
0.9752 |
0.9782 |
0.9849 |
|
| S4 |
0.9703 |
0.9733 |
0.9835 |
|
|
| 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 |
0.9868 |
0.9740 |
0.0128 |
1.3% |
0.0057 |
0.6% |
95% |
True |
False |
86,924 |
| 10 |
0.9885 |
0.9740 |
0.0145 |
1.5% |
0.0056 |
0.6% |
84% |
False |
False |
66,249 |
| 20 |
0.9885 |
0.9632 |
0.0253 |
2.6% |
0.0069 |
0.7% |
91% |
False |
False |
83,540 |
| 40 |
0.9885 |
0.9554 |
0.0331 |
3.4% |
0.0073 |
0.7% |
93% |
False |
False |
49,669 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0071 |
0.7% |
50% |
False |
False |
33,236 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
50% |
False |
False |
24,970 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0064 |
0.7% |
50% |
False |
False |
19,995 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0058 |
0.6% |
50% |
False |
False |
16,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
0.9996 |
|
1.618 |
0.9947 |
|
1.000 |
0.9917 |
|
0.618 |
0.9898 |
|
HIGH |
0.9868 |
|
0.618 |
0.9849 |
|
0.500 |
0.9844 |
|
0.382 |
0.9838 |
|
LOW |
0.9819 |
|
0.618 |
0.9789 |
|
1.000 |
0.9770 |
|
1.618 |
0.9740 |
|
2.618 |
0.9691 |
|
4.250 |
0.9611 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9851 |
| PP |
0.9850 |
0.9839 |
| S1 |
0.9844 |
0.9828 |
|