CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
0.9962 |
0.9915 |
-0.0047 |
-0.5% |
0.9834 |
High |
0.9964 |
0.9962 |
-0.0002 |
0.0% |
0.9935 |
Low |
0.9915 |
0.9890 |
-0.0025 |
-0.3% |
0.9745 |
Close |
0.9927 |
0.9892 |
-0.0035 |
-0.4% |
0.9927 |
Range |
0.0049 |
0.0072 |
0.0023 |
46.9% |
0.0190 |
ATR |
0.0059 |
0.0060 |
0.0001 |
1.6% |
0.0000 |
Volume |
351 |
153 |
-198 |
-56.4% |
2,359 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0131 |
1.0083 |
0.9932 |
|
R3 |
1.0059 |
1.0011 |
0.9912 |
|
R2 |
0.9987 |
0.9987 |
0.9905 |
|
R1 |
0.9939 |
0.9939 |
0.9899 |
0.9927 |
PP |
0.9915 |
0.9915 |
0.9915 |
0.9909 |
S1 |
0.9867 |
0.9867 |
0.9885 |
0.9855 |
S2 |
0.9843 |
0.9843 |
0.9879 |
|
S3 |
0.9771 |
0.9795 |
0.9872 |
|
S4 |
0.9699 |
0.9723 |
0.9852 |
|
|
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 |
0.9865 |
0.0100 |
1.0% |
0.0052 |
0.5% |
27% |
False |
False |
516 |
10 |
0.9965 |
0.9745 |
0.0220 |
2.2% |
0.0060 |
0.6% |
67% |
False |
False |
522 |
20 |
0.9965 |
0.9723 |
0.0242 |
2.4% |
0.0054 |
0.5% |
70% |
False |
False |
458 |
40 |
0.9965 |
0.9620 |
0.0345 |
3.5% |
0.0058 |
0.6% |
79% |
False |
False |
364 |
60 |
0.9988 |
0.9545 |
0.0443 |
4.5% |
0.0057 |
0.6% |
78% |
False |
False |
308 |
80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
59% |
False |
False |
252 |
100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0049 |
0.5% |
59% |
False |
False |
232 |
120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0047 |
0.5% |
59% |
False |
False |
222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0268 |
2.618 |
1.0150 |
1.618 |
1.0078 |
1.000 |
1.0034 |
0.618 |
1.0006 |
HIGH |
0.9962 |
0.618 |
0.9934 |
0.500 |
0.9926 |
0.382 |
0.9918 |
LOW |
0.9890 |
0.618 |
0.9846 |
1.000 |
0.9818 |
1.618 |
0.9774 |
2.618 |
0.9702 |
4.250 |
0.9584 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9926 |
0.9928 |
PP |
0.9915 |
0.9916 |
S1 |
0.9903 |
0.9904 |
|