CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9937 |
-0.0018 |
-0.2% |
0.9852 |
| High |
0.9986 |
0.9989 |
0.0003 |
0.0% |
0.9960 |
| Low |
0.9934 |
0.9906 |
-0.0028 |
-0.3% |
0.9761 |
| Close |
0.9947 |
0.9912 |
-0.0035 |
-0.4% |
0.9948 |
| Range |
0.0052 |
0.0083 |
0.0031 |
59.6% |
0.0199 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
| Volume |
79,644 |
145,637 |
65,993 |
82.9% |
575,647 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0131 |
0.9958 |
|
| R3 |
1.0102 |
1.0048 |
0.9935 |
|
| R2 |
1.0019 |
1.0019 |
0.9927 |
|
| R1 |
0.9965 |
0.9965 |
0.9920 |
0.9951 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9928 |
| S1 |
0.9882 |
0.9882 |
0.9904 |
0.9868 |
| S2 |
0.9853 |
0.9853 |
0.9897 |
|
| S3 |
0.9770 |
0.9799 |
0.9889 |
|
| S4 |
0.9687 |
0.9716 |
0.9866 |
|
|
| 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 |
0.9989 |
0.9885 |
0.0104 |
1.0% |
0.0058 |
0.6% |
26% |
True |
False |
100,020 |
| 10 |
0.9989 |
0.9761 |
0.0228 |
2.3% |
0.0069 |
0.7% |
66% |
True |
False |
105,721 |
| 20 |
0.9989 |
0.9740 |
0.0249 |
2.5% |
0.0062 |
0.6% |
69% |
True |
False |
94,586 |
| 40 |
0.9989 |
0.9632 |
0.0357 |
3.6% |
0.0069 |
0.7% |
78% |
True |
False |
79,995 |
| 60 |
1.0015 |
0.9554 |
0.0461 |
4.7% |
0.0071 |
0.7% |
78% |
False |
False |
53,668 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
58% |
False |
False |
40,324 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0067 |
0.7% |
58% |
False |
False |
32,282 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0062 |
0.6% |
58% |
False |
False |
26,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0342 |
|
2.618 |
1.0206 |
|
1.618 |
1.0123 |
|
1.000 |
1.0072 |
|
0.618 |
1.0040 |
|
HIGH |
0.9989 |
|
0.618 |
0.9957 |
|
0.500 |
0.9948 |
|
0.382 |
0.9938 |
|
LOW |
0.9906 |
|
0.618 |
0.9855 |
|
1.000 |
0.9823 |
|
1.618 |
0.9772 |
|
2.618 |
0.9689 |
|
4.250 |
0.9553 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9948 |
0.9948 |
| PP |
0.9936 |
0.9936 |
| S1 |
0.9924 |
0.9924 |
|