CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9839 |
0.0030 |
0.3% |
0.9761 |
| High |
0.9824 |
0.9845 |
0.0021 |
0.2% |
0.9810 |
| Low |
0.9809 |
0.9837 |
0.0028 |
0.3% |
0.9715 |
| Close |
0.9824 |
0.9837 |
0.0013 |
0.1% |
0.9808 |
| Range |
0.0015 |
0.0008 |
-0.0007 |
-46.7% |
0.0095 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
11 |
72 |
61 |
554.5% |
88 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9864 |
0.9858 |
0.9841 |
|
| R3 |
0.9856 |
0.9850 |
0.9839 |
|
| R2 |
0.9848 |
0.9848 |
0.9838 |
|
| R1 |
0.9842 |
0.9842 |
0.9838 |
0.9841 |
| PP |
0.9840 |
0.9840 |
0.9840 |
0.9839 |
| S1 |
0.9834 |
0.9834 |
0.9836 |
0.9833 |
| S2 |
0.9832 |
0.9832 |
0.9836 |
|
| S3 |
0.9824 |
0.9826 |
0.9835 |
|
| S4 |
0.9816 |
0.9818 |
0.9833 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0030 |
0.9860 |
|
| R3 |
0.9968 |
0.9935 |
0.9834 |
|
| R2 |
0.9873 |
0.9873 |
0.9825 |
|
| R1 |
0.9840 |
0.9840 |
0.9817 |
0.9857 |
| PP |
0.9778 |
0.9778 |
0.9778 |
0.9786 |
| S1 |
0.9745 |
0.9745 |
0.9799 |
0.9762 |
| S2 |
0.9683 |
0.9683 |
0.9791 |
|
| S3 |
0.9588 |
0.9650 |
0.9782 |
|
| S4 |
0.9493 |
0.9555 |
0.9756 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9879 |
|
2.618 |
0.9866 |
|
1.618 |
0.9858 |
|
1.000 |
0.9853 |
|
0.618 |
0.9850 |
|
HIGH |
0.9845 |
|
0.618 |
0.9842 |
|
0.500 |
0.9841 |
|
0.382 |
0.9840 |
|
LOW |
0.9837 |
|
0.618 |
0.9832 |
|
1.000 |
0.9829 |
|
1.618 |
0.9824 |
|
2.618 |
0.9816 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9841 |
0.9833 |
| PP |
0.9840 |
0.9829 |
| S1 |
0.9838 |
0.9825 |
|