CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9770 |
0.9773 |
0.0003 |
0.0% |
0.9794 |
| High |
0.9795 |
0.9790 |
-0.0005 |
-0.1% |
0.9866 |
| Low |
0.9754 |
0.9723 |
-0.0031 |
-0.3% |
0.9764 |
| Close |
0.9754 |
0.9785 |
0.0031 |
0.3% |
0.9767 |
| Range |
0.0041 |
0.0067 |
0.0026 |
63.4% |
0.0102 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
329 |
210 |
-119 |
-36.2% |
2,021 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9967 |
0.9943 |
0.9822 |
|
| R3 |
0.9900 |
0.9876 |
0.9803 |
|
| R2 |
0.9833 |
0.9833 |
0.9797 |
|
| R1 |
0.9809 |
0.9809 |
0.9791 |
0.9821 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9772 |
| S1 |
0.9742 |
0.9742 |
0.9779 |
0.9754 |
| S2 |
0.9699 |
0.9699 |
0.9773 |
|
| S3 |
0.9632 |
0.9675 |
0.9767 |
|
| S4 |
0.9565 |
0.9608 |
0.9748 |
|
|
| 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 |
0.9833 |
0.9723 |
0.0110 |
1.1% |
0.0053 |
0.5% |
56% |
False |
True |
372 |
| 10 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0065 |
0.7% |
67% |
False |
False |
387 |
| 20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0059 |
0.6% |
67% |
False |
False |
287 |
| 40 |
0.9877 |
0.9545 |
0.0332 |
3.4% |
0.0059 |
0.6% |
72% |
False |
False |
268 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
41% |
False |
False |
202 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0050 |
0.5% |
41% |
False |
False |
179 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
41% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0075 |
|
2.618 |
0.9965 |
|
1.618 |
0.9898 |
|
1.000 |
0.9857 |
|
0.618 |
0.9831 |
|
HIGH |
0.9790 |
|
0.618 |
0.9764 |
|
0.500 |
0.9757 |
|
0.382 |
0.9749 |
|
LOW |
0.9723 |
|
0.618 |
0.9682 |
|
1.000 |
0.9656 |
|
1.618 |
0.9615 |
|
2.618 |
0.9548 |
|
4.250 |
0.9438 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9777 |
| PP |
0.9766 |
0.9769 |
| S1 |
0.9757 |
0.9762 |
|