CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9868 |
0.9927 |
0.0059 |
0.6% |
0.9834 |
| High |
0.9935 |
0.9951 |
0.0016 |
0.2% |
0.9935 |
| Low |
0.9865 |
0.9924 |
0.0059 |
0.6% |
0.9745 |
| Close |
0.9927 |
0.9950 |
0.0023 |
0.2% |
0.9927 |
| Range |
0.0070 |
0.0027 |
-0.0043 |
-61.4% |
0.0190 |
| ATR |
0.0063 |
0.0061 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
482 |
877 |
395 |
82.0% |
2,359 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0023 |
1.0013 |
0.9965 |
|
| R3 |
0.9996 |
0.9986 |
0.9957 |
|
| R2 |
0.9969 |
0.9969 |
0.9955 |
|
| R1 |
0.9959 |
0.9959 |
0.9952 |
0.9964 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9944 |
| S1 |
0.9932 |
0.9932 |
0.9948 |
0.9937 |
| S2 |
0.9915 |
0.9915 |
0.9945 |
|
| S3 |
0.9888 |
0.9905 |
0.9943 |
|
| S4 |
0.9861 |
0.9878 |
0.9935 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0373 |
1.0032 |
|
| R3 |
1.0249 |
1.0183 |
0.9979 |
|
| R2 |
1.0059 |
1.0059 |
0.9962 |
|
| R1 |
0.9993 |
0.9993 |
0.9944 |
1.0026 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9886 |
| S1 |
0.9803 |
0.9803 |
0.9910 |
0.9836 |
| S2 |
0.9679 |
0.9679 |
0.9892 |
|
| S3 |
0.9489 |
0.9613 |
0.9875 |
|
| S4 |
0.9299 |
0.9423 |
0.9823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9951 |
0.9745 |
0.0206 |
2.1% |
0.0066 |
0.7% |
100% |
True |
False |
560 |
| 10 |
0.9951 |
0.9745 |
0.0206 |
2.1% |
0.0055 |
0.6% |
100% |
True |
False |
484 |
| 20 |
0.9951 |
0.9723 |
0.0228 |
2.3% |
0.0053 |
0.5% |
100% |
True |
False |
466 |
| 40 |
0.9951 |
0.9545 |
0.0406 |
4.1% |
0.0059 |
0.6% |
100% |
True |
False |
351 |
| 60 |
1.0065 |
0.9545 |
0.0520 |
5.2% |
0.0057 |
0.6% |
78% |
False |
False |
296 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0052 |
0.5% |
69% |
False |
False |
238 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0048 |
0.5% |
69% |
False |
False |
221 |
| 120 |
1.0136 |
0.9545 |
0.0591 |
5.9% |
0.0046 |
0.5% |
69% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0066 |
|
2.618 |
1.0022 |
|
1.618 |
0.9995 |
|
1.000 |
0.9978 |
|
0.618 |
0.9968 |
|
HIGH |
0.9951 |
|
0.618 |
0.9941 |
|
0.500 |
0.9938 |
|
0.382 |
0.9934 |
|
LOW |
0.9924 |
|
0.618 |
0.9907 |
|
1.000 |
0.9897 |
|
1.618 |
0.9880 |
|
2.618 |
0.9853 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
0.9928 |
| PP |
0.9942 |
0.9905 |
| S1 |
0.9938 |
0.9883 |
|