CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9810 |
-0.0030 |
-0.3% |
0.9794 |
| High |
0.9866 |
0.9833 |
-0.0033 |
-0.3% |
0.9866 |
| Low |
0.9811 |
0.9764 |
-0.0047 |
-0.5% |
0.9764 |
| Close |
0.9832 |
0.9767 |
-0.0065 |
-0.7% |
0.9767 |
| Range |
0.0055 |
0.0069 |
0.0014 |
25.5% |
0.0102 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
274 |
626 |
352 |
128.5% |
2,021 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9995 |
0.9950 |
0.9805 |
|
| R3 |
0.9926 |
0.9881 |
0.9786 |
|
| R2 |
0.9857 |
0.9857 |
0.9780 |
|
| R1 |
0.9812 |
0.9812 |
0.9773 |
0.9800 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9782 |
| S1 |
0.9743 |
0.9743 |
0.9761 |
0.9731 |
| S2 |
0.9719 |
0.9719 |
0.9754 |
|
| S3 |
0.9650 |
0.9674 |
0.9748 |
|
| S4 |
0.9581 |
0.9605 |
0.9729 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0038 |
0.9823 |
|
| R3 |
1.0003 |
0.9936 |
0.9795 |
|
| R2 |
0.9901 |
0.9901 |
0.9786 |
|
| R1 |
0.9834 |
0.9834 |
0.9776 |
0.9817 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9790 |
| S1 |
0.9732 |
0.9732 |
0.9758 |
0.9715 |
| S2 |
0.9697 |
0.9697 |
0.9748 |
|
| S3 |
0.9595 |
0.9630 |
0.9739 |
|
| S4 |
0.9493 |
0.9528 |
0.9711 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9866 |
0.9671 |
0.0195 |
2.0% |
0.0069 |
0.7% |
49% |
False |
False |
462 |
| 10 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0064 |
0.7% |
60% |
False |
False |
354 |
| 20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0063 |
0.6% |
60% |
False |
False |
287 |
| 40 |
0.9988 |
0.9545 |
0.0443 |
4.5% |
0.0059 |
0.6% |
50% |
False |
False |
247 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0053 |
0.5% |
38% |
False |
False |
190 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
38% |
False |
False |
183 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0046 |
0.5% |
38% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0126 |
|
2.618 |
1.0014 |
|
1.618 |
0.9945 |
|
1.000 |
0.9902 |
|
0.618 |
0.9876 |
|
HIGH |
0.9833 |
|
0.618 |
0.9807 |
|
0.500 |
0.9799 |
|
0.382 |
0.9790 |
|
LOW |
0.9764 |
|
0.618 |
0.9721 |
|
1.000 |
0.9695 |
|
1.618 |
0.9652 |
|
2.618 |
0.9583 |
|
4.250 |
0.9471 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9815 |
| PP |
0.9788 |
0.9799 |
| S1 |
0.9778 |
0.9783 |
|