CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9839 |
0.9864 |
0.0025 |
0.3% |
0.9787 |
| High |
0.9868 |
0.9888 |
0.0020 |
0.2% |
0.9858 |
| Low |
0.9819 |
0.9840 |
0.0021 |
0.2% |
0.9740 |
| Close |
0.9862 |
0.9876 |
0.0014 |
0.1% |
0.9845 |
| Range |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0118 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
89,877 |
76,287 |
-13,590 |
-15.1% |
412,962 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0012 |
0.9992 |
0.9902 |
|
| R3 |
0.9964 |
0.9944 |
0.9889 |
|
| R2 |
0.9916 |
0.9916 |
0.9885 |
|
| R1 |
0.9896 |
0.9896 |
0.9880 |
0.9906 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9873 |
| S1 |
0.9848 |
0.9848 |
0.9872 |
0.9858 |
| S2 |
0.9820 |
0.9820 |
0.9867 |
|
| S3 |
0.9772 |
0.9800 |
0.9863 |
|
| S4 |
0.9724 |
0.9752 |
0.9850 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0168 |
1.0125 |
0.9910 |
|
| R3 |
1.0050 |
1.0007 |
0.9877 |
|
| R2 |
0.9932 |
0.9932 |
0.9867 |
|
| R1 |
0.9889 |
0.9889 |
0.9856 |
0.9911 |
| PP |
0.9814 |
0.9814 |
0.9814 |
0.9825 |
| S1 |
0.9771 |
0.9771 |
0.9834 |
0.9793 |
| S2 |
0.9696 |
0.9696 |
0.9823 |
|
| S3 |
0.9578 |
0.9653 |
0.9813 |
|
| S4 |
0.9460 |
0.9535 |
0.9780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9888 |
0.9740 |
0.0148 |
1.5% |
0.0056 |
0.6% |
92% |
True |
False |
85,648 |
| 10 |
0.9888 |
0.9740 |
0.0148 |
1.5% |
0.0056 |
0.6% |
92% |
True |
False |
73,861 |
| 20 |
0.9888 |
0.9632 |
0.0256 |
2.6% |
0.0068 |
0.7% |
95% |
True |
False |
82,675 |
| 40 |
0.9888 |
0.9554 |
0.0334 |
3.4% |
0.0072 |
0.7% |
96% |
True |
False |
51,551 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
52% |
False |
False |
34,501 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
52% |
False |
False |
25,923 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0064 |
0.6% |
52% |
False |
False |
20,758 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0058 |
0.6% |
52% |
False |
False |
17,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0092 |
|
2.618 |
1.0014 |
|
1.618 |
0.9966 |
|
1.000 |
0.9936 |
|
0.618 |
0.9918 |
|
HIGH |
0.9888 |
|
0.618 |
0.9870 |
|
0.500 |
0.9864 |
|
0.382 |
0.9858 |
|
LOW |
0.9840 |
|
0.618 |
0.9810 |
|
1.000 |
0.9792 |
|
1.618 |
0.9762 |
|
2.618 |
0.9714 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9868 |
| PP |
0.9868 |
0.9860 |
| S1 |
0.9864 |
0.9852 |
|