CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9774 |
-0.0031 |
-0.3% |
0.9845 |
| High |
0.9833 |
0.9852 |
0.0019 |
0.2% |
0.9921 |
| Low |
0.9766 |
0.9761 |
-0.0005 |
-0.1% |
0.9816 |
| Close |
0.9772 |
0.9846 |
0.0074 |
0.8% |
0.9866 |
| Range |
0.0067 |
0.0091 |
0.0024 |
35.8% |
0.0105 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
108,836 |
122,039 |
13,203 |
12.1% |
417,451 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0060 |
0.9896 |
|
| R3 |
1.0002 |
0.9969 |
0.9871 |
|
| R2 |
0.9911 |
0.9911 |
0.9863 |
|
| R1 |
0.9878 |
0.9878 |
0.9854 |
0.9895 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9828 |
| S1 |
0.9787 |
0.9787 |
0.9838 |
0.9804 |
| S2 |
0.9729 |
0.9729 |
0.9829 |
|
| S3 |
0.9638 |
0.9696 |
0.9821 |
|
| S4 |
0.9547 |
0.9605 |
0.9796 |
|
|
| 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 |
0.9761 |
0.0160 |
1.6% |
0.0068 |
0.7% |
53% |
False |
True |
104,410 |
| 10 |
0.9921 |
0.9740 |
0.0181 |
1.8% |
0.0062 |
0.6% |
59% |
False |
False |
95,029 |
| 20 |
0.9921 |
0.9632 |
0.0289 |
2.9% |
0.0066 |
0.7% |
74% |
False |
False |
83,974 |
| 40 |
0.9921 |
0.9554 |
0.0367 |
3.7% |
0.0072 |
0.7% |
80% |
False |
False |
64,490 |
| 60 |
1.0140 |
0.9554 |
0.0586 |
6.0% |
0.0071 |
0.7% |
50% |
False |
False |
43,165 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0069 |
0.7% |
48% |
False |
False |
32,443 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0065 |
0.7% |
48% |
False |
False |
25,975 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0059 |
0.6% |
48% |
False |
False |
21,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0239 |
|
2.618 |
1.0090 |
|
1.618 |
0.9999 |
|
1.000 |
0.9943 |
|
0.618 |
0.9908 |
|
HIGH |
0.9852 |
|
0.618 |
0.9817 |
|
0.500 |
0.9807 |
|
0.382 |
0.9796 |
|
LOW |
0.9761 |
|
0.618 |
0.9705 |
|
1.000 |
0.9670 |
|
1.618 |
0.9614 |
|
2.618 |
0.9523 |
|
4.250 |
0.9374 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9833 |
0.9835 |
| PP |
0.9820 |
0.9824 |
| S1 |
0.9807 |
0.9814 |
|