CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9868 |
0.0049 |
0.5% |
0.9834 |
| High |
0.9905 |
0.9935 |
0.0030 |
0.3% |
0.9935 |
| Low |
0.9814 |
0.9865 |
0.0051 |
0.5% |
0.9745 |
| Close |
0.9872 |
0.9927 |
0.0055 |
0.6% |
0.9927 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0190 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.8% |
0.0000 |
| Volume |
322 |
482 |
160 |
49.7% |
2,359 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
1.0093 |
0.9966 |
|
| R3 |
1.0049 |
1.0023 |
0.9946 |
|
| R2 |
0.9979 |
0.9979 |
0.9940 |
|
| R1 |
0.9953 |
0.9953 |
0.9933 |
0.9966 |
| PP |
0.9909 |
0.9909 |
0.9909 |
0.9916 |
| S1 |
0.9883 |
0.9883 |
0.9921 |
0.9896 |
| S2 |
0.9839 |
0.9839 |
0.9914 |
|
| S3 |
0.9769 |
0.9813 |
0.9908 |
|
| S4 |
0.9699 |
0.9743 |
0.9889 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0373 |
1.0032 |
|
| R3 |
1.0249 |
1.0183 |
0.9979 |
|
| R2 |
1.0059 |
1.0059 |
0.9962 |
|
| R1 |
0.9993 |
0.9993 |
0.9944 |
1.0026 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9886 |
| S1 |
0.9803 |
0.9803 |
0.9910 |
0.9836 |
| S2 |
0.9679 |
0.9679 |
0.9892 |
|
| S3 |
0.9489 |
0.9613 |
0.9875 |
|
| S4 |
0.9299 |
0.9423 |
0.9823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9935 |
0.9745 |
0.0190 |
1.9% |
0.0073 |
0.7% |
96% |
True |
False |
471 |
| 10 |
0.9935 |
0.9745 |
0.0190 |
1.9% |
0.0056 |
0.6% |
96% |
True |
False |
459 |
| 20 |
0.9935 |
0.9671 |
0.0264 |
2.7% |
0.0058 |
0.6% |
97% |
True |
False |
437 |
| 40 |
0.9935 |
0.9545 |
0.0390 |
3.9% |
0.0059 |
0.6% |
98% |
True |
False |
340 |
| 60 |
1.0097 |
0.9545 |
0.0552 |
5.6% |
0.0057 |
0.6% |
69% |
False |
False |
282 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0052 |
0.5% |
65% |
False |
False |
228 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0049 |
0.5% |
65% |
False |
False |
212 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0045 |
0.5% |
65% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0118 |
|
1.618 |
1.0048 |
|
1.000 |
1.0005 |
|
0.618 |
0.9978 |
|
HIGH |
0.9935 |
|
0.618 |
0.9908 |
|
0.500 |
0.9900 |
|
0.382 |
0.9892 |
|
LOW |
0.9865 |
|
0.618 |
0.9822 |
|
1.000 |
0.9795 |
|
1.618 |
0.9752 |
|
2.618 |
0.9682 |
|
4.250 |
0.9568 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9898 |
| PP |
0.9909 |
0.9869 |
| S1 |
0.9900 |
0.9840 |
|