CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9700 |
-0.0030 |
-0.3% |
0.9776 |
| High |
0.9739 |
0.9755 |
0.0016 |
0.2% |
0.9824 |
| Low |
0.9674 |
0.9694 |
0.0020 |
0.2% |
0.9690 |
| Close |
0.9696 |
0.9747 |
0.0051 |
0.5% |
0.9739 |
| Range |
0.0065 |
0.0061 |
-0.0004 |
-6.2% |
0.0134 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,227 |
99,404 |
19,177 |
23.9% |
511,442 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9892 |
0.9781 |
|
| R3 |
0.9854 |
0.9831 |
0.9764 |
|
| R2 |
0.9793 |
0.9793 |
0.9758 |
|
| R1 |
0.9770 |
0.9770 |
0.9753 |
0.9782 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9738 |
| S1 |
0.9709 |
0.9709 |
0.9741 |
0.9721 |
| S2 |
0.9671 |
0.9671 |
0.9736 |
|
| S3 |
0.9610 |
0.9648 |
0.9730 |
|
| S4 |
0.9549 |
0.9587 |
0.9713 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0080 |
0.9813 |
|
| R3 |
1.0019 |
0.9946 |
0.9776 |
|
| R2 |
0.9885 |
0.9885 |
0.9764 |
|
| R1 |
0.9812 |
0.9812 |
0.9751 |
0.9782 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9736 |
| S1 |
0.9678 |
0.9678 |
0.9727 |
0.9648 |
| S2 |
0.9617 |
0.9617 |
0.9714 |
|
| S3 |
0.9483 |
0.9544 |
0.9702 |
|
| S4 |
0.9349 |
0.9410 |
0.9665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9824 |
0.9674 |
0.0150 |
1.5% |
0.0074 |
0.8% |
49% |
False |
False |
99,215 |
| 10 |
0.9824 |
0.9674 |
0.0150 |
1.5% |
0.0070 |
0.7% |
49% |
False |
False |
85,351 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0078 |
0.8% |
71% |
False |
False |
45,006 |
| 40 |
1.0140 |
0.9554 |
0.0586 |
6.0% |
0.0073 |
0.8% |
33% |
False |
False |
22,760 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0070 |
0.7% |
31% |
False |
False |
15,265 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
31% |
False |
False |
11,476 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0058 |
0.6% |
31% |
False |
False |
9,192 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0053 |
0.5% |
31% |
False |
False |
7,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9915 |
|
1.618 |
0.9854 |
|
1.000 |
0.9816 |
|
0.618 |
0.9793 |
|
HIGH |
0.9755 |
|
0.618 |
0.9732 |
|
0.500 |
0.9725 |
|
0.382 |
0.9717 |
|
LOW |
0.9694 |
|
0.618 |
0.9656 |
|
1.000 |
0.9633 |
|
1.618 |
0.9595 |
|
2.618 |
0.9534 |
|
4.250 |
0.9435 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9736 |
| PP |
0.9732 |
0.9725 |
| S1 |
0.9725 |
0.9715 |
|