CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9927 |
0.9950 |
0.0023 |
0.2% |
0.9834 |
High |
0.9951 |
0.9965 |
0.0014 |
0.1% |
0.9935 |
Low |
0.9924 |
0.9925 |
0.0001 |
0.0% |
0.9745 |
Close |
0.9950 |
0.9942 |
-0.0008 |
-0.1% |
0.9927 |
Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0190 |
ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
877 |
718 |
-159 |
-18.1% |
2,359 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0064 |
1.0043 |
0.9964 |
|
R3 |
1.0024 |
1.0003 |
0.9953 |
|
R2 |
0.9984 |
0.9984 |
0.9949 |
|
R1 |
0.9963 |
0.9963 |
0.9946 |
0.9954 |
PP |
0.9944 |
0.9944 |
0.9944 |
0.9939 |
S1 |
0.9923 |
0.9923 |
0.9938 |
0.9914 |
S2 |
0.9904 |
0.9904 |
0.9935 |
|
S3 |
0.9864 |
0.9883 |
0.9931 |
|
S4 |
0.9824 |
0.9843 |
0.9920 |
|
|
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 |
0.9965 |
0.9745 |
0.0220 |
2.2% |
0.0063 |
0.6% |
90% |
True |
False |
597 |
10 |
0.9965 |
0.9745 |
0.0220 |
2.2% |
0.0055 |
0.6% |
90% |
True |
False |
535 |
20 |
0.9965 |
0.9723 |
0.0242 |
2.4% |
0.0053 |
0.5% |
90% |
True |
False |
452 |
40 |
0.9965 |
0.9579 |
0.0386 |
3.9% |
0.0058 |
0.6% |
94% |
True |
False |
364 |
60 |
1.0017 |
0.9545 |
0.0472 |
4.7% |
0.0057 |
0.6% |
84% |
False |
False |
308 |
80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0052 |
0.5% |
67% |
False |
False |
246 |
100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
67% |
False |
False |
227 |
120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0046 |
0.5% |
67% |
False |
False |
219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0135 |
2.618 |
1.0070 |
1.618 |
1.0030 |
1.000 |
1.0005 |
0.618 |
0.9990 |
HIGH |
0.9965 |
0.618 |
0.9950 |
0.500 |
0.9945 |
0.382 |
0.9940 |
LOW |
0.9925 |
0.618 |
0.9900 |
1.000 |
0.9885 |
1.618 |
0.9860 |
2.618 |
0.9820 |
4.250 |
0.9755 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9945 |
0.9933 |
PP |
0.9944 |
0.9924 |
S1 |
0.9943 |
0.9915 |
|