CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 11-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
0.9772 |
0.9770 |
-0.0002 |
0.0% |
0.9794 |
High |
0.9800 |
0.9795 |
-0.0005 |
-0.1% |
0.9866 |
Low |
0.9743 |
0.9754 |
0.0011 |
0.1% |
0.9764 |
Close |
0.9744 |
0.9754 |
0.0010 |
0.1% |
0.9767 |
Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0102 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
355 |
329 |
-26 |
-7.3% |
2,021 |
|
Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9891 |
0.9863 |
0.9777 |
|
R3 |
0.9850 |
0.9822 |
0.9765 |
|
R2 |
0.9809 |
0.9809 |
0.9762 |
|
R1 |
0.9781 |
0.9781 |
0.9758 |
0.9775 |
PP |
0.9768 |
0.9768 |
0.9768 |
0.9764 |
S1 |
0.9740 |
0.9740 |
0.9750 |
0.9734 |
S2 |
0.9727 |
0.9727 |
0.9746 |
|
S3 |
0.9686 |
0.9699 |
0.9743 |
|
S4 |
0.9645 |
0.9658 |
0.9731 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0105 |
1.0038 |
0.9823 |
|
R3 |
1.0003 |
0.9936 |
0.9795 |
|
R2 |
0.9901 |
0.9901 |
0.9786 |
|
R1 |
0.9834 |
0.9834 |
0.9776 |
0.9817 |
PP |
0.9799 |
0.9799 |
0.9799 |
0.9790 |
S1 |
0.9732 |
0.9732 |
0.9758 |
0.9715 |
S2 |
0.9697 |
0.9697 |
0.9748 |
|
S3 |
0.9595 |
0.9630 |
0.9739 |
|
S4 |
0.9493 |
0.9528 |
0.9711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9866 |
0.9743 |
0.0123 |
1.3% |
0.0051 |
0.5% |
9% |
False |
False |
385 |
10 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0061 |
0.6% |
54% |
False |
False |
378 |
20 |
0.9866 |
0.9620 |
0.0246 |
2.5% |
0.0058 |
0.6% |
54% |
False |
False |
282 |
40 |
0.9925 |
0.9545 |
0.0380 |
3.9% |
0.0058 |
0.6% |
55% |
False |
False |
268 |
60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0053 |
0.5% |
35% |
False |
False |
201 |
80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
35% |
False |
False |
177 |
100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0046 |
0.5% |
35% |
False |
False |
189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9969 |
2.618 |
0.9902 |
1.618 |
0.9861 |
1.000 |
0.9836 |
0.618 |
0.9820 |
HIGH |
0.9795 |
0.618 |
0.9779 |
0.500 |
0.9775 |
0.382 |
0.9770 |
LOW |
0.9754 |
0.618 |
0.9729 |
1.000 |
0.9713 |
1.618 |
0.9688 |
2.618 |
0.9647 |
4.250 |
0.9580 |
|
|
Fisher Pivots for day following 11-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9775 |
0.9772 |
PP |
0.9768 |
0.9766 |
S1 |
0.9761 |
0.9760 |
|