CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9672 |
-0.0077 |
-0.8% |
0.9597 |
| High |
0.9783 |
0.9730 |
-0.0053 |
-0.5% |
0.9772 |
| Low |
0.9673 |
0.9663 |
-0.0010 |
-0.1% |
0.9554 |
| Close |
0.9683 |
0.9724 |
0.0041 |
0.4% |
0.9697 |
| Range |
0.0110 |
0.0067 |
-0.0043 |
-39.1% |
0.0218 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
11,735 |
14,810 |
3,075 |
26.2% |
16,630 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9882 |
0.9761 |
|
| R3 |
0.9840 |
0.9815 |
0.9742 |
|
| R2 |
0.9773 |
0.9773 |
0.9736 |
|
| R1 |
0.9748 |
0.9748 |
0.9730 |
0.9761 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9712 |
| S1 |
0.9681 |
0.9681 |
0.9718 |
0.9694 |
| S2 |
0.9639 |
0.9639 |
0.9712 |
|
| S3 |
0.9572 |
0.9614 |
0.9706 |
|
| S4 |
0.9505 |
0.9547 |
0.9687 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0231 |
0.9817 |
|
| R3 |
1.0110 |
1.0013 |
0.9757 |
|
| R2 |
0.9892 |
0.9892 |
0.9737 |
|
| R1 |
0.9795 |
0.9795 |
0.9717 |
0.9844 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9699 |
| S1 |
0.9577 |
0.9577 |
0.9677 |
0.9626 |
| S2 |
0.9456 |
0.9456 |
0.9657 |
|
| S3 |
0.9238 |
0.9359 |
0.9637 |
|
| S4 |
0.9020 |
0.9141 |
0.9577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9783 |
0.9610 |
0.0173 |
1.8% |
0.0091 |
0.9% |
66% |
False |
False |
7,813 |
| 10 |
0.9783 |
0.9554 |
0.0229 |
2.4% |
0.0086 |
0.9% |
74% |
False |
False |
4,661 |
| 20 |
0.9980 |
0.9554 |
0.0426 |
4.4% |
0.0080 |
0.8% |
40% |
False |
False |
2,707 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0073 |
0.7% |
28% |
False |
False |
1,521 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
28% |
False |
False |
1,055 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0061 |
0.6% |
28% |
False |
False |
817 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0054 |
0.6% |
28% |
False |
False |
658 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0049 |
0.5% |
28% |
False |
False |
551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0015 |
|
2.618 |
0.9905 |
|
1.618 |
0.9838 |
|
1.000 |
0.9797 |
|
0.618 |
0.9771 |
|
HIGH |
0.9730 |
|
0.618 |
0.9704 |
|
0.500 |
0.9697 |
|
0.382 |
0.9689 |
|
LOW |
0.9663 |
|
0.618 |
0.9622 |
|
1.000 |
0.9596 |
|
1.618 |
0.9555 |
|
2.618 |
0.9488 |
|
4.250 |
0.9378 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9720 |
| PP |
0.9706 |
0.9715 |
| S1 |
0.9697 |
0.9711 |
|