CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 05-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9799 |
0.9840 |
0.0041 |
0.4% |
0.9710 |
High |
0.9847 |
0.9866 |
0.0019 |
0.2% |
0.9804 |
Low |
0.9799 |
0.9811 |
0.0012 |
0.1% |
0.9620 |
Close |
0.9837 |
0.9832 |
-0.0005 |
-0.1% |
0.9797 |
Range |
0.0048 |
0.0055 |
0.0007 |
14.6% |
0.0184 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
114 |
274 |
160 |
140.4% |
1,239 |
|
Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0001 |
0.9972 |
0.9862 |
|
R3 |
0.9946 |
0.9917 |
0.9847 |
|
R2 |
0.9891 |
0.9891 |
0.9842 |
|
R1 |
0.9862 |
0.9862 |
0.9837 |
0.9849 |
PP |
0.9836 |
0.9836 |
0.9836 |
0.9830 |
S1 |
0.9807 |
0.9807 |
0.9827 |
0.9794 |
S2 |
0.9781 |
0.9781 |
0.9822 |
|
S3 |
0.9726 |
0.9752 |
0.9817 |
|
S4 |
0.9671 |
0.9697 |
0.9802 |
|
|
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 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0077 |
0.8% |
86% |
True |
False |
402 |
10 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0067 |
0.7% |
86% |
True |
False |
317 |
20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0063 |
0.6% |
86% |
True |
False |
270 |
40 |
0.9988 |
0.9545 |
0.0443 |
4.5% |
0.0059 |
0.6% |
65% |
False |
False |
233 |
60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
49% |
False |
False |
183 |
80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0048 |
0.5% |
49% |
False |
False |
175 |
100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0045 |
0.5% |
49% |
False |
False |
175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0100 |
2.618 |
1.0010 |
1.618 |
0.9955 |
1.000 |
0.9921 |
0.618 |
0.9900 |
HIGH |
0.9866 |
0.618 |
0.9845 |
0.500 |
0.9839 |
0.382 |
0.9832 |
LOW |
0.9811 |
0.618 |
0.9777 |
1.000 |
0.9756 |
1.618 |
0.9722 |
2.618 |
0.9667 |
4.250 |
0.9577 |
|
|
Fisher Pivots for day following 05-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9839 |
0.9827 |
PP |
0.9836 |
0.9823 |
S1 |
0.9834 |
0.9818 |
|