CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9761 |
0.9778 |
0.0017 |
0.2% |
0.9771 |
| High |
0.9761 |
0.9778 |
0.0017 |
0.2% |
0.9840 |
| Low |
0.9758 |
0.9727 |
-0.0031 |
-0.3% |
0.9751 |
| Close |
0.9758 |
0.9727 |
-0.0031 |
-0.3% |
0.9751 |
| Range |
0.0003 |
0.0051 |
0.0048 |
1,600.0% |
0.0089 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
18 |
2 |
-16 |
-88.9% |
58 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9863 |
0.9755 |
|
| R3 |
0.9846 |
0.9812 |
0.9741 |
|
| R2 |
0.9795 |
0.9795 |
0.9736 |
|
| R1 |
0.9761 |
0.9761 |
0.9732 |
0.9753 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9740 |
| S1 |
0.9710 |
0.9710 |
0.9722 |
0.9702 |
| S2 |
0.9693 |
0.9693 |
0.9718 |
|
| S3 |
0.9642 |
0.9659 |
0.9713 |
|
| S4 |
0.9591 |
0.9608 |
0.9699 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9988 |
0.9800 |
|
| R3 |
0.9959 |
0.9899 |
0.9775 |
|
| R2 |
0.9870 |
0.9870 |
0.9767 |
|
| R1 |
0.9810 |
0.9810 |
0.9759 |
0.9796 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9773 |
| S1 |
0.9721 |
0.9721 |
0.9743 |
0.9707 |
| S2 |
0.9692 |
0.9692 |
0.9735 |
|
| S3 |
0.9603 |
0.9632 |
0.9727 |
|
| S4 |
0.9514 |
0.9543 |
0.9702 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9995 |
|
2.618 |
0.9912 |
|
1.618 |
0.9861 |
|
1.000 |
0.9829 |
|
0.618 |
0.9810 |
|
HIGH |
0.9778 |
|
0.618 |
0.9759 |
|
0.500 |
0.9753 |
|
0.382 |
0.9746 |
|
LOW |
0.9727 |
|
0.618 |
0.9695 |
|
1.000 |
0.9676 |
|
1.618 |
0.9644 |
|
2.618 |
0.9593 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9764 |
| PP |
0.9744 |
0.9751 |
| S1 |
0.9736 |
0.9739 |
|