CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9737 |
-0.0041 |
-0.4% |
0.9771 |
| High |
0.9778 |
0.9737 |
-0.0041 |
-0.4% |
0.9840 |
| Low |
0.9727 |
0.9737 |
0.0010 |
0.1% |
0.9751 |
| Close |
0.9727 |
0.9737 |
0.0010 |
0.1% |
0.9751 |
| Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0089 |
| ATR |
0.0047 |
0.0044 |
-0.0003 |
-5.6% |
0.0000 |
| Volume |
2 |
32 |
30 |
1,500.0% |
58 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9737 |
0.9737 |
0.9737 |
|
| R3 |
0.9737 |
0.9737 |
0.9737 |
|
| R2 |
0.9737 |
0.9737 |
0.9737 |
|
| R1 |
0.9737 |
0.9737 |
0.9737 |
0.9737 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9737 |
| S1 |
0.9737 |
0.9737 |
0.9737 |
0.9737 |
| S2 |
0.9737 |
0.9737 |
0.9737 |
|
| S3 |
0.9737 |
0.9737 |
0.9737 |
|
| S4 |
0.9737 |
0.9737 |
0.9737 |
|
|
| 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 |
0.9737 |
|
2.618 |
0.9737 |
|
1.618 |
0.9737 |
|
1.000 |
0.9737 |
|
0.618 |
0.9737 |
|
HIGH |
0.9737 |
|
0.618 |
0.9737 |
|
0.500 |
0.9737 |
|
0.382 |
0.9737 |
|
LOW |
0.9737 |
|
0.618 |
0.9737 |
|
1.000 |
0.9737 |
|
1.618 |
0.9737 |
|
2.618 |
0.9737 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9753 |
| PP |
0.9737 |
0.9747 |
| S1 |
0.9737 |
0.9742 |
|