CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
0.9895 |
-0.0020 |
-0.2% |
0.9927 |
| High |
0.9962 |
0.9990 |
0.0028 |
0.3% |
0.9990 |
| Low |
0.9890 |
0.9895 |
0.0005 |
0.1% |
0.9890 |
| Close |
0.9892 |
0.9975 |
0.0083 |
0.8% |
0.9975 |
| Range |
0.0072 |
0.0095 |
0.0023 |
31.9% |
0.0100 |
| ATR |
0.0060 |
0.0062 |
0.0003 |
4.6% |
0.0000 |
| Volume |
153 |
759 |
606 |
396.1% |
2,858 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0202 |
1.0027 |
|
| R3 |
1.0143 |
1.0107 |
1.0001 |
|
| R2 |
1.0048 |
1.0048 |
0.9992 |
|
| R1 |
1.0012 |
1.0012 |
0.9984 |
1.0030 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9963 |
| S1 |
0.9917 |
0.9917 |
0.9966 |
0.9935 |
| S2 |
0.9858 |
0.9858 |
0.9958 |
|
| S3 |
0.9763 |
0.9822 |
0.9949 |
|
| S4 |
0.9668 |
0.9727 |
0.9923 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0213 |
1.0030 |
|
| R3 |
1.0152 |
1.0113 |
1.0003 |
|
| R2 |
1.0052 |
1.0052 |
0.9993 |
|
| R1 |
1.0013 |
1.0013 |
0.9984 |
1.0033 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9961 |
| S1 |
0.9913 |
0.9913 |
0.9966 |
0.9933 |
| S2 |
0.9852 |
0.9852 |
0.9957 |
|
| S3 |
0.9752 |
0.9813 |
0.9948 |
|
| S4 |
0.9652 |
0.9713 |
0.9920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9990 |
0.9890 |
0.0100 |
1.0% |
0.0057 |
0.6% |
85% |
True |
False |
571 |
| 10 |
0.9990 |
0.9745 |
0.0245 |
2.5% |
0.0065 |
0.7% |
94% |
True |
False |
521 |
| 20 |
0.9990 |
0.9723 |
0.0267 |
2.7% |
0.0055 |
0.5% |
94% |
True |
False |
464 |
| 40 |
0.9990 |
0.9620 |
0.0370 |
3.7% |
0.0059 |
0.6% |
96% |
True |
False |
376 |
| 60 |
0.9990 |
0.9545 |
0.0445 |
4.5% |
0.0058 |
0.6% |
97% |
True |
False |
320 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0054 |
0.5% |
73% |
False |
False |
258 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0050 |
0.5% |
73% |
False |
False |
239 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0047 |
0.5% |
73% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0239 |
|
1.618 |
1.0144 |
|
1.000 |
1.0085 |
|
0.618 |
1.0049 |
|
HIGH |
0.9990 |
|
0.618 |
0.9954 |
|
0.500 |
0.9943 |
|
0.382 |
0.9931 |
|
LOW |
0.9895 |
|
0.618 |
0.9836 |
|
1.000 |
0.9800 |
|
1.618 |
0.9741 |
|
2.618 |
0.9646 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9963 |
| PP |
0.9953 |
0.9952 |
| S1 |
0.9943 |
0.9940 |
|