CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9945 |
0.0057 |
0.6% |
0.9852 |
| High |
0.9960 |
0.9976 |
0.0016 |
0.2% |
0.9960 |
| Low |
0.9885 |
0.9936 |
0.0051 |
0.5% |
0.9761 |
| Close |
0.9948 |
0.9971 |
0.0023 |
0.2% |
0.9948 |
| Range |
0.0075 |
0.0040 |
-0.0035 |
-46.7% |
0.0199 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
103,776 |
84,723 |
-19,053 |
-18.4% |
575,647 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0066 |
0.9993 |
|
| R3 |
1.0041 |
1.0026 |
0.9982 |
|
| R2 |
1.0001 |
1.0001 |
0.9978 |
|
| R1 |
0.9986 |
0.9986 |
0.9975 |
0.9994 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9965 |
| S1 |
0.9946 |
0.9946 |
0.9967 |
0.9954 |
| S2 |
0.9921 |
0.9921 |
0.9964 |
|
| S3 |
0.9881 |
0.9906 |
0.9960 |
|
| S4 |
0.9841 |
0.9866 |
0.9949 |
|
|
| 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 |
0.9976 |
0.9761 |
0.0215 |
2.2% |
0.0075 |
0.8% |
98% |
True |
False |
110,112 |
| 10 |
0.9976 |
0.9761 |
0.0215 |
2.2% |
0.0066 |
0.7% |
98% |
True |
False |
100,790 |
| 20 |
0.9976 |
0.9740 |
0.0236 |
2.4% |
0.0061 |
0.6% |
98% |
True |
False |
82,396 |
| 40 |
0.9976 |
0.9554 |
0.0422 |
4.2% |
0.0071 |
0.7% |
99% |
True |
False |
72,396 |
| 60 |
1.0091 |
0.9554 |
0.0537 |
5.4% |
0.0072 |
0.7% |
78% |
False |
False |
48,484 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
68% |
False |
False |
36,434 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0066 |
0.7% |
68% |
False |
False |
29,169 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0061 |
0.6% |
68% |
False |
False |
24,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0146 |
|
2.618 |
1.0081 |
|
1.618 |
1.0041 |
|
1.000 |
1.0016 |
|
0.618 |
1.0001 |
|
HIGH |
0.9976 |
|
0.618 |
0.9961 |
|
0.500 |
0.9956 |
|
0.382 |
0.9951 |
|
LOW |
0.9936 |
|
0.618 |
0.9911 |
|
1.000 |
0.9896 |
|
1.618 |
0.9871 |
|
2.618 |
0.9831 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9966 |
0.9948 |
| PP |
0.9961 |
0.9924 |
| S1 |
0.9956 |
0.9901 |
|