CME Canadian Dollar Future March 2013
| 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 |
0.9908 |
0.9928 |
0.0020 |
0.2% |
0.9765 |
| High |
0.9908 |
0.9928 |
0.0020 |
0.2% |
0.9908 |
| Low |
0.9905 |
0.9928 |
0.0023 |
0.2% |
0.9734 |
| Close |
0.9905 |
0.9928 |
0.0023 |
0.2% |
0.9905 |
| Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0174 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
65 |
9 |
-56 |
-86.2% |
146 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9928 |
0.9928 |
|
| R3 |
0.9928 |
0.9928 |
0.9928 |
|
| R2 |
0.9928 |
0.9928 |
0.9928 |
|
| R1 |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
| S1 |
0.9928 |
0.9928 |
0.9928 |
0.9928 |
| S2 |
0.9928 |
0.9928 |
0.9928 |
|
| S3 |
0.9928 |
0.9928 |
0.9928 |
|
| S4 |
0.9928 |
0.9928 |
0.9928 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0312 |
1.0001 |
|
| R3 |
1.0197 |
1.0138 |
0.9953 |
|
| R2 |
1.0023 |
1.0023 |
0.9937 |
|
| R1 |
0.9964 |
0.9964 |
0.9921 |
0.9994 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9864 |
| S1 |
0.9790 |
0.9790 |
0.9889 |
0.9820 |
| S2 |
0.9675 |
0.9675 |
0.9873 |
|
| S3 |
0.9501 |
0.9616 |
0.9857 |
|
| S4 |
0.9327 |
0.9442 |
0.9809 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9928 |
|
2.618 |
0.9928 |
|
1.618 |
0.9928 |
|
1.000 |
0.9928 |
|
0.618 |
0.9928 |
|
HIGH |
0.9928 |
|
0.618 |
0.9928 |
|
0.500 |
0.9928 |
|
0.382 |
0.9928 |
|
LOW |
0.9928 |
|
0.618 |
0.9928 |
|
1.000 |
0.9928 |
|
1.618 |
0.9928 |
|
2.618 |
0.9928 |
|
4.250 |
0.9928 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9914 |
| PP |
0.9928 |
0.9900 |
| S1 |
0.9928 |
0.9887 |
|