CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9774 |
0.9834 |
0.0060 |
0.6% |
0.9845 |
| High |
0.9852 |
0.9928 |
0.0076 |
0.8% |
0.9921 |
| Low |
0.9761 |
0.9825 |
0.0064 |
0.7% |
0.9816 |
| Close |
0.9846 |
0.9892 |
0.0046 |
0.5% |
0.9866 |
| Range |
0.0091 |
0.0103 |
0.0012 |
13.2% |
0.0105 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
3.8% |
0.0000 |
| Volume |
122,039 |
131,189 |
9,150 |
7.5% |
417,451 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0144 |
0.9949 |
|
| R3 |
1.0088 |
1.0041 |
0.9920 |
|
| R2 |
0.9985 |
0.9985 |
0.9911 |
|
| R1 |
0.9938 |
0.9938 |
0.9901 |
0.9962 |
| PP |
0.9882 |
0.9882 |
0.9882 |
0.9893 |
| S1 |
0.9835 |
0.9835 |
0.9883 |
0.9859 |
| S2 |
0.9779 |
0.9779 |
0.9873 |
|
| S3 |
0.9676 |
0.9732 |
0.9864 |
|
| S4 |
0.9573 |
0.9629 |
0.9835 |
|
|
| 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 |
0.9928 |
0.9761 |
0.0167 |
1.7% |
0.0080 |
0.8% |
78% |
True |
False |
111,421 |
| 10 |
0.9928 |
0.9761 |
0.0167 |
1.7% |
0.0065 |
0.7% |
78% |
True |
False |
98,363 |
| 20 |
0.9928 |
0.9632 |
0.0296 |
3.0% |
0.0070 |
0.7% |
88% |
True |
False |
86,799 |
| 40 |
0.9928 |
0.9554 |
0.0374 |
3.8% |
0.0073 |
0.7% |
90% |
True |
False |
67,746 |
| 60 |
1.0140 |
0.9554 |
0.0586 |
5.9% |
0.0072 |
0.7% |
58% |
False |
False |
45,348 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0070 |
0.7% |
55% |
False |
False |
34,080 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0066 |
0.7% |
55% |
False |
False |
27,286 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.2% |
0.0060 |
0.6% |
55% |
False |
False |
22,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0366 |
|
2.618 |
1.0198 |
|
1.618 |
1.0095 |
|
1.000 |
1.0031 |
|
0.618 |
0.9992 |
|
HIGH |
0.9928 |
|
0.618 |
0.9889 |
|
0.500 |
0.9877 |
|
0.382 |
0.9864 |
|
LOW |
0.9825 |
|
0.618 |
0.9761 |
|
1.000 |
0.9722 |
|
1.618 |
0.9658 |
|
2.618 |
0.9555 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9876 |
| PP |
0.9882 |
0.9860 |
| S1 |
0.9877 |
0.9845 |
|