CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 03-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9794 |
0.9799 |
0.0005 |
0.1% |
0.9710 |
High |
0.9810 |
0.9847 |
0.0037 |
0.4% |
0.9804 |
Low |
0.9770 |
0.9799 |
0.0029 |
0.3% |
0.9620 |
Close |
0.9800 |
0.9837 |
0.0037 |
0.4% |
0.9797 |
Range |
0.0040 |
0.0048 |
0.0008 |
20.0% |
0.0184 |
ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
1,007 |
114 |
-893 |
-88.7% |
1,239 |
|
Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9972 |
0.9952 |
0.9863 |
|
R3 |
0.9924 |
0.9904 |
0.9850 |
|
R2 |
0.9876 |
0.9876 |
0.9846 |
|
R1 |
0.9856 |
0.9856 |
0.9841 |
0.9866 |
PP |
0.9828 |
0.9828 |
0.9828 |
0.9833 |
S1 |
0.9808 |
0.9808 |
0.9833 |
0.9818 |
S2 |
0.9780 |
0.9780 |
0.9828 |
|
S3 |
0.9732 |
0.9760 |
0.9824 |
|
S4 |
0.9684 |
0.9712 |
0.9811 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0292 |
1.0229 |
0.9898 |
|
R3 |
1.0108 |
1.0045 |
0.9848 |
|
R2 |
0.9924 |
0.9924 |
0.9831 |
|
R1 |
0.9861 |
0.9861 |
0.9814 |
0.9893 |
PP |
0.9740 |
0.9740 |
0.9740 |
0.9756 |
S1 |
0.9677 |
0.9677 |
0.9780 |
0.9709 |
S2 |
0.9556 |
0.9556 |
0.9763 |
|
S3 |
0.9372 |
0.9493 |
0.9746 |
|
S4 |
0.9188 |
0.9309 |
0.9696 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9847 |
0.9620 |
0.0227 |
2.3% |
0.0070 |
0.7% |
96% |
True |
False |
371 |
10 |
0.9847 |
0.9620 |
0.0227 |
2.3% |
0.0067 |
0.7% |
96% |
True |
False |
315 |
20 |
0.9847 |
0.9618 |
0.0229 |
2.3% |
0.0065 |
0.7% |
96% |
True |
False |
265 |
40 |
0.9988 |
0.9545 |
0.0443 |
4.5% |
0.0059 |
0.6% |
66% |
False |
False |
228 |
60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
49% |
False |
False |
179 |
80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0048 |
0.5% |
49% |
False |
False |
172 |
100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0045 |
0.5% |
49% |
False |
False |
173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0051 |
2.618 |
0.9973 |
1.618 |
0.9925 |
1.000 |
0.9895 |
0.618 |
0.9877 |
HIGH |
0.9847 |
0.618 |
0.9829 |
0.500 |
0.9823 |
0.382 |
0.9817 |
LOW |
0.9799 |
0.618 |
0.9769 |
1.000 |
0.9751 |
1.618 |
0.9721 |
2.618 |
0.9673 |
4.250 |
0.9595 |
|
|
Fisher Pivots for day following 03-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9832 |
0.9811 |
PP |
0.9828 |
0.9785 |
S1 |
0.9823 |
0.9759 |
|