CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9784 |
-0.0050 |
-0.5% |
0.9824 |
| High |
0.9834 |
0.9805 |
-0.0029 |
-0.3% |
0.9900 |
| Low |
0.9768 |
0.9750 |
-0.0018 |
-0.2% |
0.9799 |
| Close |
0.9797 |
0.9753 |
-0.0044 |
-0.4% |
0.9846 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.7% |
0.0101 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
435 |
533 |
98 |
22.5% |
2,238 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9934 |
0.9899 |
0.9783 |
|
| R3 |
0.9879 |
0.9844 |
0.9768 |
|
| R2 |
0.9824 |
0.9824 |
0.9763 |
|
| R1 |
0.9789 |
0.9789 |
0.9758 |
0.9779 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9765 |
| S1 |
0.9734 |
0.9734 |
0.9748 |
0.9724 |
| S2 |
0.9714 |
0.9714 |
0.9743 |
|
| S3 |
0.9659 |
0.9679 |
0.9738 |
|
| S4 |
0.9604 |
0.9624 |
0.9723 |
|
|
| 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 |
0.9750 |
0.0150 |
1.5% |
0.0047 |
0.5% |
2% |
False |
True |
474 |
| 10 |
0.9900 |
0.9723 |
0.0177 |
1.8% |
0.0048 |
0.5% |
17% |
False |
False |
434 |
| 20 |
0.9900 |
0.9620 |
0.0280 |
2.9% |
0.0055 |
0.6% |
48% |
False |
False |
402 |
| 40 |
0.9900 |
0.9545 |
0.0355 |
3.6% |
0.0058 |
0.6% |
59% |
False |
False |
330 |
| 60 |
1.0125 |
0.9545 |
0.0580 |
5.9% |
0.0056 |
0.6% |
36% |
False |
False |
262 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0050 |
0.5% |
35% |
False |
False |
217 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0047 |
0.5% |
35% |
False |
False |
203 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0044 |
0.5% |
35% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0039 |
|
2.618 |
0.9949 |
|
1.618 |
0.9894 |
|
1.000 |
0.9860 |
|
0.618 |
0.9839 |
|
HIGH |
0.9805 |
|
0.618 |
0.9784 |
|
0.500 |
0.9778 |
|
0.382 |
0.9771 |
|
LOW |
0.9750 |
|
0.618 |
0.9716 |
|
1.000 |
0.9695 |
|
1.618 |
0.9661 |
|
2.618 |
0.9606 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9778 |
0.9816 |
| PP |
0.9769 |
0.9795 |
| S1 |
0.9761 |
0.9774 |
|