CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9671 |
0.9794 |
0.0123 |
1.3% |
0.9710 |
| High |
0.9804 |
0.9810 |
0.0006 |
0.1% |
0.9804 |
| Low |
0.9671 |
0.9770 |
0.0099 |
1.0% |
0.9620 |
| Close |
0.9797 |
0.9800 |
0.0003 |
0.0% |
0.9797 |
| Range |
0.0133 |
0.0040 |
-0.0093 |
-69.9% |
0.0184 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
293 |
1,007 |
714 |
243.7% |
1,239 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9913 |
0.9897 |
0.9822 |
|
| R3 |
0.9873 |
0.9857 |
0.9811 |
|
| R2 |
0.9833 |
0.9833 |
0.9807 |
|
| R1 |
0.9817 |
0.9817 |
0.9804 |
0.9825 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9798 |
| S1 |
0.9777 |
0.9777 |
0.9796 |
0.9785 |
| S2 |
0.9753 |
0.9753 |
0.9793 |
|
| S3 |
0.9713 |
0.9737 |
0.9789 |
|
| S4 |
0.9673 |
0.9697 |
0.9778 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0229 |
0.9898 |
|
| R3 |
1.0108 |
1.0045 |
0.9848 |
|
| R2 |
0.9924 |
0.9924 |
0.9831 |
|
| R1 |
0.9861 |
0.9861 |
0.9814 |
0.9893 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9756 |
| S1 |
0.9677 |
0.9677 |
0.9780 |
0.9709 |
| S2 |
0.9556 |
0.9556 |
0.9763 |
|
| S3 |
0.9372 |
0.9493 |
0.9746 |
|
| S4 |
0.9188 |
0.9309 |
0.9696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9810 |
0.9620 |
0.0190 |
1.9% |
0.0072 |
0.7% |
95% |
True |
False |
399 |
| 10 |
0.9810 |
0.9620 |
0.0190 |
1.9% |
0.0067 |
0.7% |
95% |
True |
False |
328 |
| 20 |
0.9810 |
0.9579 |
0.0231 |
2.4% |
0.0064 |
0.6% |
96% |
True |
False |
276 |
| 40 |
1.0017 |
0.9545 |
0.0472 |
4.8% |
0.0059 |
0.6% |
54% |
False |
False |
236 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0052 |
0.5% |
43% |
False |
False |
178 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0047 |
0.5% |
43% |
False |
False |
171 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0044 |
0.5% |
43% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9980 |
|
2.618 |
0.9915 |
|
1.618 |
0.9875 |
|
1.000 |
0.9850 |
|
0.618 |
0.9835 |
|
HIGH |
0.9810 |
|
0.618 |
0.9795 |
|
0.500 |
0.9790 |
|
0.382 |
0.9785 |
|
LOW |
0.9770 |
|
0.618 |
0.9745 |
|
1.000 |
0.9730 |
|
1.618 |
0.9705 |
|
2.618 |
0.9665 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9772 |
| PP |
0.9793 |
0.9743 |
| S1 |
0.9790 |
0.9715 |
|