CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9819 |
0.0159 |
1.6% |
0.9730 |
| High |
0.9821 |
0.9829 |
0.0008 |
0.1% |
0.9821 |
| Low |
0.9641 |
0.9786 |
0.0145 |
1.5% |
0.9632 |
| Close |
0.9816 |
0.9819 |
0.0003 |
0.0% |
0.9816 |
| Range |
0.0180 |
0.0043 |
-0.0137 |
-76.1% |
0.0189 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
152,130 |
67,410 |
-84,720 |
-55.7% |
530,879 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9923 |
0.9843 |
|
| R3 |
0.9897 |
0.9880 |
0.9831 |
|
| R2 |
0.9854 |
0.9854 |
0.9827 |
|
| R1 |
0.9837 |
0.9837 |
0.9823 |
0.9841 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9813 |
| S1 |
0.9794 |
0.9794 |
0.9815 |
0.9798 |
| S2 |
0.9768 |
0.9768 |
0.9811 |
|
| S3 |
0.9725 |
0.9751 |
0.9807 |
|
| S4 |
0.9682 |
0.9708 |
0.9795 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0259 |
0.9920 |
|
| R3 |
1.0134 |
1.0070 |
0.9868 |
|
| R2 |
0.9945 |
0.9945 |
0.9851 |
|
| R1 |
0.9881 |
0.9881 |
0.9833 |
0.9913 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9773 |
| S1 |
0.9692 |
0.9692 |
0.9799 |
0.9724 |
| S2 |
0.9567 |
0.9567 |
0.9781 |
|
| S3 |
0.9378 |
0.9503 |
0.9764 |
|
| S4 |
0.9189 |
0.9314 |
0.9712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9829 |
0.9632 |
0.0197 |
2.0% |
0.0088 |
0.9% |
95% |
True |
False |
103,612 |
| 10 |
0.9829 |
0.9632 |
0.0197 |
2.0% |
0.0082 |
0.8% |
95% |
True |
False |
100,831 |
| 20 |
0.9829 |
0.9574 |
0.0255 |
2.6% |
0.0079 |
0.8% |
96% |
True |
False |
65,654 |
| 40 |
1.0040 |
0.9554 |
0.0486 |
4.9% |
0.0076 |
0.8% |
55% |
False |
False |
33,210 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0073 |
0.7% |
43% |
False |
False |
22,233 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0067 |
0.7% |
43% |
False |
False |
16,703 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0061 |
0.6% |
43% |
False |
False |
13,377 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0055 |
0.6% |
43% |
False |
False |
11,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0012 |
|
2.618 |
0.9942 |
|
1.618 |
0.9899 |
|
1.000 |
0.9872 |
|
0.618 |
0.9856 |
|
HIGH |
0.9829 |
|
0.618 |
0.9813 |
|
0.500 |
0.9808 |
|
0.382 |
0.9802 |
|
LOW |
0.9786 |
|
0.618 |
0.9759 |
|
1.000 |
0.9743 |
|
1.618 |
0.9716 |
|
2.618 |
0.9673 |
|
4.250 |
0.9603 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9815 |
0.9790 |
| PP |
0.9811 |
0.9760 |
| S1 |
0.9808 |
0.9731 |
|