CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9824 |
0.9826 |
0.0002 |
0.0% |
0.9769 |
| High |
0.9832 |
0.9845 |
0.0013 |
0.1% |
0.9837 |
| Low |
0.9799 |
0.9804 |
0.0005 |
0.1% |
0.9723 |
| Close |
0.9823 |
0.9843 |
0.0020 |
0.2% |
0.9825 |
| Range |
0.0033 |
0.0041 |
0.0008 |
24.2% |
0.0114 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
630 |
204 |
-426 |
-67.6% |
1,841 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9954 |
0.9939 |
0.9866 |
|
| R3 |
0.9913 |
0.9898 |
0.9854 |
|
| R2 |
0.9872 |
0.9872 |
0.9851 |
|
| R1 |
0.9857 |
0.9857 |
0.9847 |
0.9865 |
| PP |
0.9831 |
0.9831 |
0.9831 |
0.9834 |
| S1 |
0.9816 |
0.9816 |
0.9839 |
0.9824 |
| S2 |
0.9790 |
0.9790 |
0.9835 |
|
| S3 |
0.9749 |
0.9775 |
0.9832 |
|
| S4 |
0.9708 |
0.9734 |
0.9820 |
|
|
| 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 |
0.9845 |
0.9723 |
0.0122 |
1.2% |
0.0049 |
0.5% |
98% |
True |
False |
395 |
| 10 |
0.9866 |
0.9723 |
0.0143 |
1.5% |
0.0050 |
0.5% |
84% |
False |
False |
368 |
| 20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0059 |
0.6% |
91% |
False |
False |
348 |
| 40 |
0.9866 |
0.9545 |
0.0321 |
3.3% |
0.0058 |
0.6% |
93% |
False |
False |
299 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0054 |
0.5% |
50% |
False |
False |
224 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0050 |
0.5% |
50% |
False |
False |
193 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
50% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0019 |
|
2.618 |
0.9952 |
|
1.618 |
0.9911 |
|
1.000 |
0.9886 |
|
0.618 |
0.9870 |
|
HIGH |
0.9845 |
|
0.618 |
0.9829 |
|
0.500 |
0.9825 |
|
0.382 |
0.9820 |
|
LOW |
0.9804 |
|
0.618 |
0.9779 |
|
1.000 |
0.9763 |
|
1.618 |
0.9738 |
|
2.618 |
0.9697 |
|
4.250 |
0.9630 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9832 |
| PP |
0.9831 |
0.9821 |
| S1 |
0.9825 |
0.9810 |
|