CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9726 |
0.0054 |
0.6% |
0.9597 |
| High |
0.9730 |
0.9745 |
0.0015 |
0.2% |
0.9772 |
| Low |
0.9663 |
0.9688 |
0.0025 |
0.3% |
0.9554 |
| Close |
0.9724 |
0.9705 |
-0.0019 |
-0.2% |
0.9697 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0218 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
14,810 |
50,392 |
35,582 |
240.3% |
16,630 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9884 |
0.9851 |
0.9736 |
|
| R3 |
0.9827 |
0.9794 |
0.9721 |
|
| R2 |
0.9770 |
0.9770 |
0.9715 |
|
| R1 |
0.9737 |
0.9737 |
0.9710 |
0.9725 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9707 |
| S1 |
0.9680 |
0.9680 |
0.9700 |
0.9668 |
| S2 |
0.9656 |
0.9656 |
0.9695 |
|
| S3 |
0.9599 |
0.9623 |
0.9689 |
|
| S4 |
0.9542 |
0.9566 |
0.9674 |
|
|
| 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 |
0.9639 |
0.0144 |
1.5% |
0.0082 |
0.8% |
46% |
False |
False |
17,183 |
| 10 |
0.9783 |
0.9554 |
0.0229 |
2.4% |
0.0084 |
0.9% |
66% |
False |
False |
9,605 |
| 20 |
0.9915 |
0.9554 |
0.0361 |
3.7% |
0.0078 |
0.8% |
42% |
False |
False |
5,218 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
25% |
False |
False |
2,777 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0067 |
0.7% |
25% |
False |
False |
1,893 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0061 |
0.6% |
25% |
False |
False |
1,446 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0054 |
0.6% |
25% |
False |
False |
1,162 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0049 |
0.5% |
25% |
False |
False |
971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9987 |
|
2.618 |
0.9894 |
|
1.618 |
0.9837 |
|
1.000 |
0.9802 |
|
0.618 |
0.9780 |
|
HIGH |
0.9745 |
|
0.618 |
0.9723 |
|
0.500 |
0.9717 |
|
0.382 |
0.9710 |
|
LOW |
0.9688 |
|
0.618 |
0.9653 |
|
1.000 |
0.9631 |
|
1.618 |
0.9596 |
|
2.618 |
0.9539 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9723 |
| PP |
0.9713 |
0.9717 |
| S1 |
0.9709 |
0.9711 |
|