CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9769 |
-0.0041 |
-0.4% |
0.9794 |
| High |
0.9833 |
0.9781 |
-0.0052 |
-0.5% |
0.9866 |
| Low |
0.9764 |
0.9750 |
-0.0014 |
-0.1% |
0.9764 |
| Close |
0.9767 |
0.9773 |
0.0006 |
0.1% |
0.9767 |
| Range |
0.0069 |
0.0031 |
-0.0038 |
-55.1% |
0.0102 |
| ATR |
0.0068 |
0.0066 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
626 |
343 |
-283 |
-45.2% |
2,021 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9848 |
0.9790 |
|
| R3 |
0.9830 |
0.9817 |
0.9782 |
|
| R2 |
0.9799 |
0.9799 |
0.9779 |
|
| R1 |
0.9786 |
0.9786 |
0.9776 |
0.9793 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9771 |
| S1 |
0.9755 |
0.9755 |
0.9770 |
0.9762 |
| S2 |
0.9737 |
0.9737 |
0.9767 |
|
| S3 |
0.9706 |
0.9724 |
0.9764 |
|
| S4 |
0.9675 |
0.9693 |
0.9756 |
|
|
| 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 |
0.9750 |
0.0116 |
1.2% |
0.0049 |
0.5% |
20% |
False |
True |
472 |
| 10 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0062 |
0.6% |
62% |
False |
False |
360 |
| 20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0061 |
0.6% |
62% |
False |
False |
291 |
| 40 |
0.9988 |
0.9545 |
0.0443 |
4.5% |
0.0059 |
0.6% |
51% |
False |
False |
255 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
39% |
False |
False |
192 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0049 |
0.5% |
39% |
False |
False |
171 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
39% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9913 |
|
2.618 |
0.9862 |
|
1.618 |
0.9831 |
|
1.000 |
0.9812 |
|
0.618 |
0.9800 |
|
HIGH |
0.9781 |
|
0.618 |
0.9769 |
|
0.500 |
0.9766 |
|
0.382 |
0.9762 |
|
LOW |
0.9750 |
|
0.618 |
0.9731 |
|
1.000 |
0.9719 |
|
1.618 |
0.9700 |
|
2.618 |
0.9669 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9808 |
| PP |
0.9768 |
0.9796 |
| S1 |
0.9766 |
0.9785 |
|