CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9697 |
0.9756 |
0.0059 |
0.6% |
0.9749 |
| High |
0.9759 |
0.9771 |
0.0012 |
0.1% |
0.9783 |
| Low |
0.9696 |
0.9725 |
0.0029 |
0.3% |
0.9663 |
| Close |
0.9725 |
0.9754 |
0.0029 |
0.3% |
0.9754 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0120 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
46,765 |
65,289 |
18,524 |
39.6% |
188,991 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9888 |
0.9867 |
0.9779 |
|
| R3 |
0.9842 |
0.9821 |
0.9767 |
|
| R2 |
0.9796 |
0.9796 |
0.9762 |
|
| R1 |
0.9775 |
0.9775 |
0.9758 |
0.9763 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9744 |
| S1 |
0.9729 |
0.9729 |
0.9750 |
0.9717 |
| S2 |
0.9704 |
0.9704 |
0.9746 |
|
| S3 |
0.9658 |
0.9683 |
0.9741 |
|
| S4 |
0.9612 |
0.9637 |
0.9729 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0044 |
0.9820 |
|
| R3 |
0.9973 |
0.9924 |
0.9787 |
|
| R2 |
0.9853 |
0.9853 |
0.9776 |
|
| R1 |
0.9804 |
0.9804 |
0.9765 |
0.9829 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9746 |
| S1 |
0.9684 |
0.9684 |
0.9743 |
0.9709 |
| S2 |
0.9613 |
0.9613 |
0.9732 |
|
| S3 |
0.9493 |
0.9564 |
0.9721 |
|
| S4 |
0.9373 |
0.9444 |
0.9688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9783 |
0.9663 |
0.0120 |
1.2% |
0.0069 |
0.7% |
76% |
False |
False |
37,798 |
| 10 |
0.9783 |
0.9554 |
0.0229 |
2.3% |
0.0075 |
0.8% |
87% |
False |
False |
20,562 |
| 20 |
0.9836 |
0.9554 |
0.0282 |
2.9% |
0.0076 |
0.8% |
71% |
False |
False |
10,780 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0070 |
0.7% |
33% |
False |
False |
5,555 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0067 |
0.7% |
33% |
False |
False |
3,759 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0062 |
0.6% |
33% |
False |
False |
2,847 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0055 |
0.6% |
33% |
False |
False |
2,282 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0050 |
0.5% |
33% |
False |
False |
1,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9967 |
|
2.618 |
0.9891 |
|
1.618 |
0.9845 |
|
1.000 |
0.9817 |
|
0.618 |
0.9799 |
|
HIGH |
0.9771 |
|
0.618 |
0.9753 |
|
0.500 |
0.9748 |
|
0.382 |
0.9743 |
|
LOW |
0.9725 |
|
0.618 |
0.9697 |
|
1.000 |
0.9679 |
|
1.618 |
0.9651 |
|
2.618 |
0.9605 |
|
4.250 |
0.9530 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9752 |
0.9746 |
| PP |
0.9750 |
0.9738 |
| S1 |
0.9748 |
0.9730 |
|