CME Canadian Dollar Future March 2013
| 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 |
0.9762 |
0.9848 |
0.0086 |
0.9% |
0.9805 |
| High |
0.9808 |
0.9886 |
0.0078 |
0.8% |
0.9880 |
| Low |
0.9762 |
0.9845 |
0.0083 |
0.9% |
0.9805 |
| Close |
0.9808 |
0.9852 |
0.0044 |
0.4% |
0.9826 |
| Range |
0.0046 |
0.0041 |
-0.0005 |
-10.9% |
0.0075 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
5.5% |
0.0000 |
| Volume |
18 |
8 |
-10 |
-55.6% |
148 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9959 |
0.9875 |
|
| R3 |
0.9943 |
0.9918 |
0.9863 |
|
| R2 |
0.9902 |
0.9902 |
0.9860 |
|
| R1 |
0.9877 |
0.9877 |
0.9856 |
0.9890 |
| PP |
0.9861 |
0.9861 |
0.9861 |
0.9867 |
| S1 |
0.9836 |
0.9836 |
0.9848 |
0.9849 |
| S2 |
0.9820 |
0.9820 |
0.9844 |
|
| S3 |
0.9779 |
0.9795 |
0.9841 |
|
| S4 |
0.9738 |
0.9754 |
0.9829 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0019 |
0.9867 |
|
| R3 |
0.9987 |
0.9944 |
0.9847 |
|
| R2 |
0.9912 |
0.9912 |
0.9840 |
|
| R1 |
0.9869 |
0.9869 |
0.9833 |
0.9891 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9848 |
| S1 |
0.9794 |
0.9794 |
0.9819 |
0.9816 |
| S2 |
0.9762 |
0.9762 |
0.9812 |
|
| S3 |
0.9687 |
0.9719 |
0.9805 |
|
| S4 |
0.9612 |
0.9644 |
0.9785 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0060 |
|
2.618 |
0.9993 |
|
1.618 |
0.9952 |
|
1.000 |
0.9927 |
|
0.618 |
0.9911 |
|
HIGH |
0.9886 |
|
0.618 |
0.9870 |
|
0.500 |
0.9866 |
|
0.382 |
0.9861 |
|
LOW |
0.9845 |
|
0.618 |
0.9820 |
|
1.000 |
0.9804 |
|
1.618 |
0.9779 |
|
2.618 |
0.9738 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9838 |
| PP |
0.9861 |
0.9824 |
| S1 |
0.9857 |
0.9810 |
|