CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 10-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9769 |
0.9772 |
0.0003 |
0.0% |
0.9794 |
High |
0.9781 |
0.9800 |
0.0019 |
0.2% |
0.9866 |
Low |
0.9750 |
0.9743 |
-0.0007 |
-0.1% |
0.9764 |
Close |
0.9773 |
0.9744 |
-0.0029 |
-0.3% |
0.9767 |
Range |
0.0031 |
0.0057 |
0.0026 |
83.9% |
0.0102 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
343 |
355 |
12 |
3.5% |
2,021 |
|
Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9933 |
0.9896 |
0.9775 |
|
R3 |
0.9876 |
0.9839 |
0.9760 |
|
R2 |
0.9819 |
0.9819 |
0.9754 |
|
R1 |
0.9782 |
0.9782 |
0.9749 |
0.9772 |
PP |
0.9762 |
0.9762 |
0.9762 |
0.9758 |
S1 |
0.9725 |
0.9725 |
0.9739 |
0.9715 |
S2 |
0.9705 |
0.9705 |
0.9734 |
|
S3 |
0.9648 |
0.9668 |
0.9728 |
|
S4 |
0.9591 |
0.9611 |
0.9713 |
|
|
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 |
0.9743 |
0.0123 |
1.3% |
0.0052 |
0.5% |
1% |
False |
True |
342 |
10 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0062 |
0.6% |
50% |
False |
False |
370 |
20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0059 |
0.6% |
50% |
False |
False |
293 |
40 |
0.9930 |
0.9545 |
0.0385 |
4.0% |
0.0058 |
0.6% |
52% |
False |
False |
261 |
60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0054 |
0.5% |
34% |
False |
False |
196 |
80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
34% |
False |
False |
173 |
100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0046 |
0.5% |
34% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0042 |
2.618 |
0.9949 |
1.618 |
0.9892 |
1.000 |
0.9857 |
0.618 |
0.9835 |
HIGH |
0.9800 |
0.618 |
0.9778 |
0.500 |
0.9772 |
0.382 |
0.9765 |
LOW |
0.9743 |
0.618 |
0.9708 |
1.000 |
0.9686 |
1.618 |
0.9651 |
2.618 |
0.9594 |
4.250 |
0.9501 |
|
|
Fisher Pivots for day following 10-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9772 |
0.9788 |
PP |
0.9762 |
0.9773 |
S1 |
0.9753 |
0.9759 |
|