CME Canadian Dollar Future December 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 |
0.9745 |
0.9819 |
0.0074 |
0.8% |
0.9824 |
| High |
0.9830 |
0.9905 |
0.0075 |
0.8% |
0.9900 |
| Low |
0.9745 |
0.9814 |
0.0069 |
0.7% |
0.9799 |
| Close |
0.9827 |
0.9872 |
0.0045 |
0.5% |
0.9846 |
| Range |
0.0085 |
0.0091 |
0.0006 |
7.1% |
0.0101 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.5% |
0.0000 |
| Volume |
587 |
322 |
-265 |
-45.1% |
2,238 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0095 |
0.9922 |
|
| R3 |
1.0046 |
1.0004 |
0.9897 |
|
| R2 |
0.9955 |
0.9955 |
0.9889 |
|
| R1 |
0.9913 |
0.9913 |
0.9880 |
0.9934 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9874 |
| S1 |
0.9822 |
0.9822 |
0.9864 |
0.9843 |
| S2 |
0.9773 |
0.9773 |
0.9855 |
|
| S3 |
0.9682 |
0.9731 |
0.9847 |
|
| S4 |
0.9591 |
0.9640 |
0.9822 |
|
|
| 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 |
0.9905 |
0.9745 |
0.0160 |
1.6% |
0.0068 |
0.7% |
79% |
True |
False |
528 |
| 10 |
0.9905 |
0.9745 |
0.0160 |
1.6% |
0.0055 |
0.6% |
79% |
True |
False |
471 |
| 20 |
0.9905 |
0.9620 |
0.0285 |
2.9% |
0.0060 |
0.6% |
88% |
True |
False |
429 |
| 40 |
0.9905 |
0.9545 |
0.0360 |
3.6% |
0.0059 |
0.6% |
91% |
True |
False |
331 |
| 60 |
1.0097 |
0.9545 |
0.0552 |
5.6% |
0.0057 |
0.6% |
59% |
False |
False |
275 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0052 |
0.5% |
55% |
False |
False |
224 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0048 |
0.5% |
55% |
False |
False |
208 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0045 |
0.5% |
55% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0143 |
|
1.618 |
1.0052 |
|
1.000 |
0.9996 |
|
0.618 |
0.9961 |
|
HIGH |
0.9905 |
|
0.618 |
0.9870 |
|
0.500 |
0.9860 |
|
0.382 |
0.9849 |
|
LOW |
0.9814 |
|
0.618 |
0.9758 |
|
1.000 |
0.9723 |
|
1.618 |
0.9667 |
|
2.618 |
0.9576 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9868 |
0.9856 |
| PP |
0.9864 |
0.9841 |
| S1 |
0.9860 |
0.9825 |
|