CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9864 |
0.9885 |
0.0021 |
0.2% |
0.9787 |
| High |
0.9888 |
0.9921 |
0.0033 |
0.3% |
0.9858 |
| Low |
0.9840 |
0.9876 |
0.0036 |
0.4% |
0.9740 |
| Close |
0.9876 |
0.9915 |
0.0039 |
0.4% |
0.9845 |
| Range |
0.0048 |
0.0045 |
-0.0003 |
-6.3% |
0.0118 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
76,287 |
96,133 |
19,846 |
26.0% |
412,962 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0039 |
1.0022 |
0.9940 |
|
| R3 |
0.9994 |
0.9977 |
0.9927 |
|
| R2 |
0.9949 |
0.9949 |
0.9923 |
|
| R1 |
0.9932 |
0.9932 |
0.9919 |
0.9941 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9908 |
| S1 |
0.9887 |
0.9887 |
0.9911 |
0.9896 |
| S2 |
0.9859 |
0.9859 |
0.9907 |
|
| S3 |
0.9814 |
0.9842 |
0.9903 |
|
| S4 |
0.9769 |
0.9797 |
0.9890 |
|
|
| 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 |
0.9921 |
0.9787 |
0.0134 |
1.4% |
0.0050 |
0.5% |
96% |
True |
False |
85,304 |
| 10 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0054 |
0.5% |
97% |
True |
False |
83,451 |
| 20 |
0.9921 |
0.9632 |
0.0289 |
2.9% |
0.0066 |
0.7% |
98% |
True |
False |
82,321 |
| 40 |
0.9921 |
0.9554 |
0.0367 |
3.7% |
0.0071 |
0.7% |
98% |
True |
False |
53,946 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
59% |
False |
False |
36,097 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
59% |
False |
False |
27,122 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0064 |
0.6% |
59% |
False |
False |
21,719 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0058 |
0.6% |
59% |
False |
False |
18,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0112 |
|
2.618 |
1.0039 |
|
1.618 |
0.9994 |
|
1.000 |
0.9966 |
|
0.618 |
0.9949 |
|
HIGH |
0.9921 |
|
0.618 |
0.9904 |
|
0.500 |
0.9899 |
|
0.382 |
0.9893 |
|
LOW |
0.9876 |
|
0.618 |
0.9848 |
|
1.000 |
0.9831 |
|
1.618 |
0.9803 |
|
2.618 |
0.9758 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9910 |
0.9900 |
| PP |
0.9904 |
0.9885 |
| S1 |
0.9899 |
0.9870 |
|