CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9773 |
0.9780 |
0.0007 |
0.1% |
0.9769 |
| High |
0.9790 |
0.9837 |
0.0047 |
0.5% |
0.9837 |
| Low |
0.9723 |
0.9775 |
0.0052 |
0.5% |
0.9723 |
| Close |
0.9785 |
0.9825 |
0.0040 |
0.4% |
0.9825 |
| Range |
0.0067 |
0.0062 |
-0.0005 |
-7.5% |
0.0114 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
210 |
604 |
394 |
187.6% |
1,841 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9974 |
0.9859 |
|
| R3 |
0.9936 |
0.9912 |
0.9842 |
|
| R2 |
0.9874 |
0.9874 |
0.9836 |
|
| R1 |
0.9850 |
0.9850 |
0.9831 |
0.9862 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9819 |
| S1 |
0.9788 |
0.9788 |
0.9819 |
0.9800 |
| S2 |
0.9750 |
0.9750 |
0.9814 |
|
| S3 |
0.9688 |
0.9726 |
0.9808 |
|
| S4 |
0.9626 |
0.9664 |
0.9791 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0095 |
0.9888 |
|
| R3 |
1.0023 |
0.9981 |
0.9856 |
|
| R2 |
0.9909 |
0.9909 |
0.9846 |
|
| R1 |
0.9867 |
0.9867 |
0.9835 |
0.9888 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9806 |
| S1 |
0.9753 |
0.9753 |
0.9815 |
0.9774 |
| S2 |
0.9681 |
0.9681 |
0.9804 |
|
| S3 |
0.9567 |
0.9639 |
0.9794 |
|
| S4 |
0.9453 |
0.9525 |
0.9762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9837 |
0.9723 |
0.0114 |
1.2% |
0.0052 |
0.5% |
89% |
True |
False |
368 |
| 10 |
0.9866 |
0.9671 |
0.0195 |
2.0% |
0.0060 |
0.6% |
79% |
False |
False |
415 |
| 20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0060 |
0.6% |
83% |
False |
False |
313 |
| 40 |
0.9866 |
0.9545 |
0.0321 |
3.3% |
0.0059 |
0.6% |
87% |
False |
False |
282 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0054 |
0.6% |
47% |
False |
False |
211 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0050 |
0.5% |
47% |
False |
False |
185 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
47% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0101 |
|
2.618 |
0.9999 |
|
1.618 |
0.9937 |
|
1.000 |
0.9899 |
|
0.618 |
0.9875 |
|
HIGH |
0.9837 |
|
0.618 |
0.9813 |
|
0.500 |
0.9806 |
|
0.382 |
0.9799 |
|
LOW |
0.9775 |
|
0.618 |
0.9737 |
|
1.000 |
0.9713 |
|
1.618 |
0.9675 |
|
2.618 |
0.9613 |
|
4.250 |
0.9512 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9819 |
0.9810 |
| PP |
0.9812 |
0.9795 |
| S1 |
0.9806 |
0.9780 |
|