CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9907 |
0.9852 |
-0.0055 |
-0.6% |
0.9845 |
| High |
0.9918 |
0.9866 |
-0.0052 |
-0.5% |
0.9921 |
| Low |
0.9858 |
0.9787 |
-0.0071 |
-0.7% |
0.9816 |
| Close |
0.9866 |
0.9816 |
-0.0050 |
-0.5% |
0.9866 |
| Range |
0.0060 |
0.0079 |
0.0019 |
31.7% |
0.0105 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
85,238 |
109,807 |
24,569 |
28.8% |
417,451 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0017 |
0.9859 |
|
| R3 |
0.9981 |
0.9938 |
0.9838 |
|
| R2 |
0.9902 |
0.9902 |
0.9830 |
|
| R1 |
0.9859 |
0.9859 |
0.9823 |
0.9841 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9814 |
| S1 |
0.9780 |
0.9780 |
0.9809 |
0.9762 |
| S2 |
0.9744 |
0.9744 |
0.9802 |
|
| S3 |
0.9665 |
0.9701 |
0.9794 |
|
| S4 |
0.9586 |
0.9622 |
0.9773 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0129 |
0.9924 |
|
| R3 |
1.0078 |
1.0024 |
0.9895 |
|
| R2 |
0.9973 |
0.9973 |
0.9885 |
|
| R1 |
0.9919 |
0.9919 |
0.9876 |
0.9946 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9881 |
| S1 |
0.9814 |
0.9814 |
0.9856 |
0.9841 |
| S2 |
0.9763 |
0.9763 |
0.9847 |
|
| S3 |
0.9658 |
0.9709 |
0.9837 |
|
| S4 |
0.9553 |
0.9604 |
0.9808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9921 |
0.9787 |
0.0134 |
1.4% |
0.0056 |
0.6% |
22% |
False |
True |
91,468 |
| 10 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0058 |
0.6% |
42% |
False |
False |
87,555 |
| 20 |
0.9921 |
0.9632 |
0.0289 |
2.9% |
0.0065 |
0.7% |
64% |
False |
False |
81,412 |
| 40 |
0.9921 |
0.9554 |
0.0367 |
3.7% |
0.0071 |
0.7% |
71% |
False |
False |
58,797 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
43% |
False |
False |
39,326 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
43% |
False |
False |
29,559 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
43% |
False |
False |
23,667 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0059 |
0.6% |
43% |
False |
False |
19,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0202 |
|
2.618 |
1.0073 |
|
1.618 |
0.9994 |
|
1.000 |
0.9945 |
|
0.618 |
0.9915 |
|
HIGH |
0.9866 |
|
0.618 |
0.9836 |
|
0.500 |
0.9827 |
|
0.382 |
0.9817 |
|
LOW |
0.9787 |
|
0.618 |
0.9738 |
|
1.000 |
0.9708 |
|
1.618 |
0.9659 |
|
2.618 |
0.9580 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9854 |
| PP |
0.9823 |
0.9841 |
| S1 |
0.9820 |
0.9829 |
|