CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9888 |
0.0054 |
0.5% |
0.9852 |
| High |
0.9928 |
0.9960 |
0.0032 |
0.3% |
0.9960 |
| Low |
0.9825 |
0.9885 |
0.0060 |
0.6% |
0.9761 |
| Close |
0.9892 |
0.9948 |
0.0056 |
0.6% |
0.9948 |
| Range |
0.0103 |
0.0075 |
-0.0028 |
-27.2% |
0.0199 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.5% |
0.0000 |
| Volume |
131,189 |
103,776 |
-27,413 |
-20.9% |
575,647 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0127 |
0.9989 |
|
| R3 |
1.0081 |
1.0052 |
0.9969 |
|
| R2 |
1.0006 |
1.0006 |
0.9962 |
|
| R1 |
0.9977 |
0.9977 |
0.9955 |
0.9992 |
| PP |
0.9931 |
0.9931 |
0.9931 |
0.9938 |
| S1 |
0.9902 |
0.9902 |
0.9941 |
0.9917 |
| S2 |
0.9856 |
0.9856 |
0.9934 |
|
| S3 |
0.9781 |
0.9827 |
0.9927 |
|
| S4 |
0.9706 |
0.9752 |
0.9907 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0416 |
1.0057 |
|
| R3 |
1.0288 |
1.0217 |
1.0003 |
|
| R2 |
1.0089 |
1.0089 |
0.9984 |
|
| R1 |
1.0018 |
1.0018 |
0.9966 |
1.0054 |
| PP |
0.9890 |
0.9890 |
0.9890 |
0.9907 |
| S1 |
0.9819 |
0.9819 |
0.9930 |
0.9855 |
| S2 |
0.9691 |
0.9691 |
0.9912 |
|
| S3 |
0.9492 |
0.9620 |
0.9893 |
|
| S4 |
0.9293 |
0.9421 |
0.9839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9960 |
0.9761 |
0.0199 |
2.0% |
0.0083 |
0.8% |
94% |
True |
False |
115,129 |
| 10 |
0.9960 |
0.9761 |
0.0199 |
2.0% |
0.0066 |
0.7% |
94% |
True |
False |
99,309 |
| 20 |
0.9960 |
0.9641 |
0.0319 |
3.2% |
0.0068 |
0.7% |
96% |
True |
False |
85,766 |
| 40 |
0.9960 |
0.9554 |
0.0406 |
4.1% |
0.0072 |
0.7% |
97% |
True |
False |
70,321 |
| 60 |
1.0140 |
0.9554 |
0.0586 |
5.9% |
0.0072 |
0.7% |
67% |
False |
False |
47,075 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
64% |
False |
False |
35,377 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0066 |
0.7% |
64% |
False |
False |
28,322 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0061 |
0.6% |
64% |
False |
False |
23,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0156 |
|
1.618 |
1.0081 |
|
1.000 |
1.0035 |
|
0.618 |
1.0006 |
|
HIGH |
0.9960 |
|
0.618 |
0.9931 |
|
0.500 |
0.9923 |
|
0.382 |
0.9914 |
|
LOW |
0.9885 |
|
0.618 |
0.9839 |
|
1.000 |
0.9810 |
|
1.618 |
0.9764 |
|
2.618 |
0.9689 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9940 |
0.9919 |
| PP |
0.9931 |
0.9890 |
| S1 |
0.9923 |
0.9861 |
|