CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
0.9962 |
0.0012 |
0.1% |
0.9834 |
| High |
0.9965 |
0.9964 |
-0.0001 |
0.0% |
0.9935 |
| Low |
0.9925 |
0.9915 |
-0.0010 |
-0.1% |
0.9745 |
| Close |
0.9942 |
0.9927 |
-0.0015 |
-0.2% |
0.9927 |
| Range |
0.0040 |
0.0049 |
0.0009 |
22.5% |
0.0190 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
718 |
351 |
-367 |
-51.1% |
2,359 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0054 |
0.9954 |
|
| R3 |
1.0033 |
1.0005 |
0.9940 |
|
| R2 |
0.9984 |
0.9984 |
0.9936 |
|
| R1 |
0.9956 |
0.9956 |
0.9931 |
0.9946 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9930 |
| S1 |
0.9907 |
0.9907 |
0.9923 |
0.9897 |
| S2 |
0.9886 |
0.9886 |
0.9918 |
|
| S3 |
0.9837 |
0.9858 |
0.9914 |
|
| S4 |
0.9788 |
0.9809 |
0.9900 |
|
|
| 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 |
0.9814 |
0.0151 |
1.5% |
0.0055 |
0.6% |
75% |
False |
False |
550 |
| 10 |
0.9965 |
0.9745 |
0.0220 |
2.2% |
0.0056 |
0.6% |
83% |
False |
False |
538 |
| 20 |
0.9965 |
0.9723 |
0.0242 |
2.4% |
0.0053 |
0.5% |
84% |
False |
False |
464 |
| 40 |
0.9965 |
0.9618 |
0.0347 |
3.5% |
0.0059 |
0.6% |
89% |
False |
False |
364 |
| 60 |
0.9988 |
0.9545 |
0.0443 |
4.5% |
0.0057 |
0.6% |
86% |
False |
False |
307 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
65% |
False |
False |
250 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0049 |
0.5% |
65% |
False |
False |
231 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
65% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
1.0092 |
|
1.618 |
1.0043 |
|
1.000 |
1.0013 |
|
0.618 |
0.9994 |
|
HIGH |
0.9964 |
|
0.618 |
0.9945 |
|
0.500 |
0.9940 |
|
0.382 |
0.9934 |
|
LOW |
0.9915 |
|
0.618 |
0.9885 |
|
1.000 |
0.9866 |
|
1.618 |
0.9836 |
|
2.618 |
0.9787 |
|
4.250 |
0.9707 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9940 |
0.9940 |
| PP |
0.9935 |
0.9936 |
| S1 |
0.9931 |
0.9931 |
|