CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9885 |
0.9907 |
0.0022 |
0.2% |
0.9845 |
| High |
0.9921 |
0.9918 |
-0.0003 |
0.0% |
0.9921 |
| Low |
0.9876 |
0.9858 |
-0.0018 |
-0.2% |
0.9816 |
| Close |
0.9915 |
0.9866 |
-0.0049 |
-0.5% |
0.9866 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0105 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
96,133 |
85,238 |
-10,895 |
-11.3% |
417,451 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
1.0023 |
0.9899 |
|
| R3 |
1.0001 |
0.9963 |
0.9883 |
|
| R2 |
0.9941 |
0.9941 |
0.9877 |
|
| R1 |
0.9903 |
0.9903 |
0.9872 |
0.9892 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9875 |
| S1 |
0.9843 |
0.9843 |
0.9861 |
0.9832 |
| S2 |
0.9821 |
0.9821 |
0.9855 |
|
| S3 |
0.9761 |
0.9783 |
0.9850 |
|
| S4 |
0.9701 |
0.9723 |
0.9833 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0129 |
0.9924 |
|
| R3 |
1.0078 |
1.0024 |
0.9895 |
|
| R2 |
0.9973 |
0.9973 |
0.9885 |
|
| R1 |
0.9919 |
0.9919 |
0.9876 |
0.9946 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9881 |
| S1 |
0.9814 |
0.9814 |
0.9856 |
0.9841 |
| S2 |
0.9763 |
0.9763 |
0.9847 |
|
| S3 |
0.9658 |
0.9709 |
0.9837 |
|
| S4 |
0.9553 |
0.9604 |
0.9808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9921 |
0.9816 |
0.0105 |
1.1% |
0.0048 |
0.5% |
48% |
False |
False |
83,490 |
| 10 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0054 |
0.5% |
70% |
False |
False |
83,041 |
| 20 |
0.9921 |
0.9632 |
0.0289 |
2.9% |
0.0064 |
0.6% |
81% |
False |
False |
80,214 |
| 40 |
0.9921 |
0.9554 |
0.0367 |
3.7% |
0.0071 |
0.7% |
85% |
False |
False |
56,070 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
51% |
False |
False |
37,511 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0068 |
0.7% |
51% |
False |
False |
28,187 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0064 |
0.6% |
51% |
False |
False |
22,570 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0058 |
0.6% |
51% |
False |
False |
18,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0173 |
|
2.618 |
1.0075 |
|
1.618 |
1.0015 |
|
1.000 |
0.9978 |
|
0.618 |
0.9955 |
|
HIGH |
0.9918 |
|
0.618 |
0.9895 |
|
0.500 |
0.9888 |
|
0.382 |
0.9881 |
|
LOW |
0.9858 |
|
0.618 |
0.9821 |
|
1.000 |
0.9798 |
|
1.618 |
0.9761 |
|
2.618 |
0.9701 |
|
4.250 |
0.9603 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9881 |
| PP |
0.9881 |
0.9876 |
| S1 |
0.9873 |
0.9871 |
|