CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9745 |
-0.0039 |
-0.4% |
0.9824 |
| High |
0.9805 |
0.9830 |
0.0025 |
0.3% |
0.9900 |
| Low |
0.9750 |
0.9745 |
-0.0005 |
-0.1% |
0.9799 |
| Close |
0.9753 |
0.9827 |
0.0074 |
0.8% |
0.9846 |
| Range |
0.0055 |
0.0085 |
0.0030 |
54.5% |
0.0101 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.2% |
0.0000 |
| Volume |
533 |
587 |
54 |
10.1% |
2,238 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0026 |
0.9874 |
|
| R3 |
0.9971 |
0.9941 |
0.9850 |
|
| R2 |
0.9886 |
0.9886 |
0.9843 |
|
| R1 |
0.9856 |
0.9856 |
0.9835 |
0.9871 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9808 |
| S1 |
0.9771 |
0.9771 |
0.9819 |
0.9786 |
| S2 |
0.9716 |
0.9716 |
0.9811 |
|
| S3 |
0.9631 |
0.9686 |
0.9804 |
|
| S4 |
0.9546 |
0.9601 |
0.9780 |
|
|
| 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 |
0.9745 |
0.0155 |
1.6% |
0.0056 |
0.6% |
53% |
False |
True |
527 |
| 10 |
0.9900 |
0.9723 |
0.0177 |
1.8% |
0.0052 |
0.5% |
59% |
False |
False |
460 |
| 20 |
0.9900 |
0.9620 |
0.0280 |
2.8% |
0.0056 |
0.6% |
74% |
False |
False |
419 |
| 40 |
0.9900 |
0.9545 |
0.0355 |
3.6% |
0.0058 |
0.6% |
79% |
False |
False |
335 |
| 60 |
1.0097 |
0.9545 |
0.0552 |
5.6% |
0.0056 |
0.6% |
51% |
False |
False |
272 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0051 |
0.5% |
48% |
False |
False |
222 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0047 |
0.5% |
48% |
False |
False |
208 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0044 |
0.5% |
48% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0191 |
|
2.618 |
1.0053 |
|
1.618 |
0.9968 |
|
1.000 |
0.9915 |
|
0.618 |
0.9883 |
|
HIGH |
0.9830 |
|
0.618 |
0.9798 |
|
0.500 |
0.9788 |
|
0.382 |
0.9777 |
|
LOW |
0.9745 |
|
0.618 |
0.9692 |
|
1.000 |
0.9660 |
|
1.618 |
0.9607 |
|
2.618 |
0.9522 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9814 |
0.9815 |
| PP |
0.9801 |
0.9802 |
| S1 |
0.9788 |
0.9790 |
|