CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9881 |
0.9834 |
-0.0047 |
-0.5% |
0.9824 |
High |
0.9881 |
0.9834 |
-0.0047 |
-0.5% |
0.9900 |
Low |
0.9840 |
0.9768 |
-0.0072 |
-0.7% |
0.9799 |
Close |
0.9846 |
0.9797 |
-0.0049 |
-0.5% |
0.9846 |
Range |
0.0041 |
0.0066 |
0.0025 |
61.0% |
0.0101 |
ATR |
0.0058 |
0.0059 |
0.0001 |
2.5% |
0.0000 |
Volume |
766 |
435 |
-331 |
-43.2% |
2,238 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9998 |
0.9963 |
0.9833 |
|
R3 |
0.9932 |
0.9897 |
0.9815 |
|
R2 |
0.9866 |
0.9866 |
0.9809 |
|
R1 |
0.9831 |
0.9831 |
0.9803 |
0.9816 |
PP |
0.9800 |
0.9800 |
0.9800 |
0.9792 |
S1 |
0.9765 |
0.9765 |
0.9791 |
0.9750 |
S2 |
0.9734 |
0.9734 |
0.9785 |
|
S3 |
0.9668 |
0.9699 |
0.9779 |
|
S4 |
0.9602 |
0.9633 |
0.9761 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0151 |
1.0100 |
0.9902 |
|
R3 |
1.0050 |
0.9999 |
0.9874 |
|
R2 |
0.9949 |
0.9949 |
0.9865 |
|
R1 |
0.9898 |
0.9898 |
0.9855 |
0.9924 |
PP |
0.9848 |
0.9848 |
0.9848 |
0.9861 |
S1 |
0.9797 |
0.9797 |
0.9837 |
0.9823 |
S2 |
0.9747 |
0.9747 |
0.9827 |
|
S3 |
0.9646 |
0.9696 |
0.9818 |
|
S4 |
0.9545 |
0.9595 |
0.9790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9900 |
0.9768 |
0.0132 |
1.3% |
0.0044 |
0.5% |
22% |
False |
True |
408 |
10 |
0.9900 |
0.9723 |
0.0177 |
1.8% |
0.0048 |
0.5% |
42% |
False |
False |
417 |
20 |
0.9900 |
0.9620 |
0.0280 |
2.9% |
0.0055 |
0.6% |
63% |
False |
False |
388 |
40 |
0.9900 |
0.9545 |
0.0355 |
3.6% |
0.0057 |
0.6% |
71% |
False |
False |
325 |
60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0055 |
0.6% |
43% |
False |
False |
254 |
80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0050 |
0.5% |
43% |
False |
False |
211 |
100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0047 |
0.5% |
43% |
False |
False |
203 |
120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0044 |
0.4% |
43% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0115 |
2.618 |
1.0007 |
1.618 |
0.9941 |
1.000 |
0.9900 |
0.618 |
0.9875 |
HIGH |
0.9834 |
0.618 |
0.9809 |
0.500 |
0.9801 |
0.382 |
0.9793 |
LOW |
0.9768 |
0.618 |
0.9727 |
1.000 |
0.9702 |
1.618 |
0.9661 |
2.618 |
0.9595 |
4.250 |
0.9488 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9801 |
0.9834 |
PP |
0.9800 |
0.9822 |
S1 |
0.9798 |
0.9809 |
|