CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9852 |
0.9805 |
-0.0047 |
-0.5% |
0.9845 |
| High |
0.9866 |
0.9833 |
-0.0033 |
-0.3% |
0.9921 |
| Low |
0.9787 |
0.9766 |
-0.0021 |
-0.2% |
0.9816 |
| Close |
0.9816 |
0.9772 |
-0.0044 |
-0.4% |
0.9866 |
| Range |
0.0079 |
0.0067 |
-0.0012 |
-15.2% |
0.0105 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.2% |
0.0000 |
| Volume |
109,807 |
108,836 |
-971 |
-0.9% |
417,451 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9949 |
0.9809 |
|
| R3 |
0.9924 |
0.9882 |
0.9790 |
|
| R2 |
0.9857 |
0.9857 |
0.9784 |
|
| R1 |
0.9815 |
0.9815 |
0.9778 |
0.9803 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9784 |
| S1 |
0.9748 |
0.9748 |
0.9766 |
0.9736 |
| S2 |
0.9723 |
0.9723 |
0.9760 |
|
| S3 |
0.9656 |
0.9681 |
0.9754 |
|
| S4 |
0.9589 |
0.9614 |
0.9735 |
|
|
| 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 |
0.9766 |
0.0155 |
1.6% |
0.0060 |
0.6% |
4% |
False |
True |
95,260 |
| 10 |
0.9921 |
0.9740 |
0.0181 |
1.9% |
0.0059 |
0.6% |
18% |
False |
False |
91,092 |
| 20 |
0.9921 |
0.9632 |
0.0289 |
3.0% |
0.0065 |
0.7% |
48% |
False |
False |
82,842 |
| 40 |
0.9921 |
0.9554 |
0.0367 |
3.8% |
0.0071 |
0.7% |
59% |
False |
False |
61,450 |
| 60 |
1.0160 |
0.9554 |
0.0606 |
6.2% |
0.0071 |
0.7% |
36% |
False |
False |
41,137 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0069 |
0.7% |
36% |
False |
False |
30,918 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
36% |
False |
False |
24,755 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0059 |
0.6% |
36% |
False |
False |
20,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
1.0008 |
|
1.618 |
0.9941 |
|
1.000 |
0.9900 |
|
0.618 |
0.9874 |
|
HIGH |
0.9833 |
|
0.618 |
0.9807 |
|
0.500 |
0.9800 |
|
0.382 |
0.9792 |
|
LOW |
0.9766 |
|
0.618 |
0.9725 |
|
1.000 |
0.9699 |
|
1.618 |
0.9658 |
|
2.618 |
0.9591 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9800 |
0.9842 |
| PP |
0.9790 |
0.9819 |
| S1 |
0.9781 |
0.9795 |
|