CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9819 |
0.0000 |
0.0% |
0.9730 |
| High |
0.9829 |
0.9865 |
0.0036 |
0.4% |
0.9821 |
| Low |
0.9786 |
0.9813 |
0.0027 |
0.3% |
0.9632 |
| Close |
0.9819 |
0.9856 |
0.0037 |
0.4% |
0.9816 |
| Range |
0.0043 |
0.0052 |
0.0009 |
20.9% |
0.0189 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
67,410 |
168 |
-67,242 |
-99.8% |
530,879 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9980 |
0.9885 |
|
| R3 |
0.9949 |
0.9928 |
0.9870 |
|
| R2 |
0.9897 |
0.9897 |
0.9866 |
|
| R1 |
0.9876 |
0.9876 |
0.9861 |
0.9887 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9850 |
| S1 |
0.9824 |
0.9824 |
0.9851 |
0.9835 |
| S2 |
0.9793 |
0.9793 |
0.9846 |
|
| S3 |
0.9741 |
0.9772 |
0.9842 |
|
| S4 |
0.9689 |
0.9720 |
0.9827 |
|
|
| 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 |
0.9865 |
0.9632 |
0.0233 |
2.4% |
0.0086 |
0.9% |
96% |
True |
False |
83,765 |
| 10 |
0.9865 |
0.9632 |
0.0233 |
2.4% |
0.0080 |
0.8% |
96% |
True |
False |
91,490 |
| 20 |
0.9865 |
0.9610 |
0.0255 |
2.6% |
0.0079 |
0.8% |
96% |
True |
False |
65,570 |
| 40 |
1.0015 |
0.9554 |
0.0461 |
4.7% |
0.0076 |
0.8% |
66% |
False |
False |
33,209 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0073 |
0.7% |
49% |
False |
False |
22,235 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
49% |
False |
False |
16,704 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0061 |
0.6% |
49% |
False |
False |
13,378 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0055 |
0.6% |
49% |
False |
False |
11,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
1.0001 |
|
1.618 |
0.9949 |
|
1.000 |
0.9917 |
|
0.618 |
0.9897 |
|
HIGH |
0.9865 |
|
0.618 |
0.9845 |
|
0.500 |
0.9839 |
|
0.382 |
0.9833 |
|
LOW |
0.9813 |
|
0.618 |
0.9781 |
|
1.000 |
0.9761 |
|
1.618 |
0.9729 |
|
2.618 |
0.9677 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9822 |
| PP |
0.9845 |
0.9787 |
| S1 |
0.9839 |
0.9753 |
|