CME Canadian Dollar Future December 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 |
0.9870 |
0.9881 |
0.0011 |
0.1% |
0.9824 |
| High |
0.9900 |
0.9881 |
-0.0019 |
-0.2% |
0.9900 |
| Low |
0.9869 |
0.9840 |
-0.0029 |
-0.3% |
0.9799 |
| Close |
0.9895 |
0.9846 |
-0.0049 |
-0.5% |
0.9846 |
| Range |
0.0031 |
0.0041 |
0.0010 |
32.3% |
0.0101 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
318 |
766 |
448 |
140.9% |
2,238 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9979 |
0.9953 |
0.9869 |
|
| R3 |
0.9938 |
0.9912 |
0.9857 |
|
| R2 |
0.9897 |
0.9897 |
0.9854 |
|
| R1 |
0.9871 |
0.9871 |
0.9850 |
0.9864 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9852 |
| S1 |
0.9830 |
0.9830 |
0.9842 |
0.9823 |
| S2 |
0.9815 |
0.9815 |
0.9838 |
|
| S3 |
0.9774 |
0.9789 |
0.9835 |
|
| S4 |
0.9733 |
0.9748 |
0.9823 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0151 |
1.0100 |
0.9902 |
|
| R3 |
1.0050 |
0.9999 |
0.9874 |
|
| R2 |
0.9949 |
0.9949 |
0.9865 |
|
| R1 |
0.9898 |
0.9898 |
0.9855 |
0.9924 |
| PP |
0.9848 |
0.9848 |
0.9848 |
0.9861 |
| S1 |
0.9797 |
0.9797 |
0.9837 |
0.9823 |
| S2 |
0.9747 |
0.9747 |
0.9827 |
|
| S3 |
0.9646 |
0.9696 |
0.9818 |
|
| S4 |
0.9545 |
0.9595 |
0.9790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9799 |
0.0101 |
1.0% |
0.0038 |
0.4% |
47% |
False |
False |
447 |
| 10 |
0.9900 |
0.9723 |
0.0177 |
1.8% |
0.0045 |
0.5% |
69% |
False |
False |
407 |
| 20 |
0.9900 |
0.9620 |
0.0280 |
2.8% |
0.0054 |
0.6% |
81% |
False |
False |
381 |
| 40 |
0.9900 |
0.9545 |
0.0355 |
3.6% |
0.0057 |
0.6% |
85% |
False |
False |
323 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0054 |
0.6% |
51% |
False |
False |
247 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0050 |
0.5% |
51% |
False |
False |
206 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0046 |
0.5% |
51% |
False |
False |
206 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0043 |
0.4% |
51% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0055 |
|
2.618 |
0.9988 |
|
1.618 |
0.9947 |
|
1.000 |
0.9922 |
|
0.618 |
0.9906 |
|
HIGH |
0.9881 |
|
0.618 |
0.9865 |
|
0.500 |
0.9861 |
|
0.382 |
0.9856 |
|
LOW |
0.9840 |
|
0.618 |
0.9815 |
|
1.000 |
0.9799 |
|
1.618 |
0.9774 |
|
2.618 |
0.9733 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9861 |
0.9862 |
| PP |
0.9856 |
0.9856 |
| S1 |
0.9851 |
0.9851 |
|