CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9745 |
0.0045 |
0.5% |
0.9776 |
| High |
0.9755 |
0.9752 |
-0.0003 |
0.0% |
0.9824 |
| Low |
0.9694 |
0.9721 |
0.0027 |
0.3% |
0.9690 |
| Close |
0.9747 |
0.9730 |
-0.0017 |
-0.2% |
0.9739 |
| Range |
0.0061 |
0.0031 |
-0.0030 |
-49.2% |
0.0134 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
99,404 |
74,682 |
-24,722 |
-24.9% |
511,442 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9810 |
0.9747 |
|
| R3 |
0.9796 |
0.9779 |
0.9739 |
|
| R2 |
0.9765 |
0.9765 |
0.9736 |
|
| R1 |
0.9748 |
0.9748 |
0.9733 |
0.9741 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9731 |
| S1 |
0.9717 |
0.9717 |
0.9727 |
0.9710 |
| S2 |
0.9703 |
0.9703 |
0.9724 |
|
| S3 |
0.9672 |
0.9686 |
0.9721 |
|
| S4 |
0.9641 |
0.9655 |
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 |
0.9808 |
0.9674 |
0.0134 |
1.4% |
0.0066 |
0.7% |
42% |
False |
False |
93,508 |
| 10 |
0.9824 |
0.9674 |
0.0150 |
1.5% |
0.0067 |
0.7% |
37% |
False |
False |
87,780 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0075 |
0.8% |
65% |
False |
False |
48,693 |
| 40 |
1.0140 |
0.9554 |
0.0586 |
6.0% |
0.0073 |
0.7% |
30% |
False |
False |
24,623 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0069 |
0.7% |
29% |
False |
False |
16,507 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
29% |
False |
False |
12,408 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0058 |
0.6% |
29% |
False |
False |
9,937 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0053 |
0.5% |
29% |
False |
False |
8,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9833 |
|
1.618 |
0.9802 |
|
1.000 |
0.9783 |
|
0.618 |
0.9771 |
|
HIGH |
0.9752 |
|
0.618 |
0.9740 |
|
0.500 |
0.9737 |
|
0.382 |
0.9733 |
|
LOW |
0.9721 |
|
0.618 |
0.9702 |
|
1.000 |
0.9690 |
|
1.618 |
0.9671 |
|
2.618 |
0.9640 |
|
4.250 |
0.9589 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9725 |
| PP |
0.9734 |
0.9720 |
| S1 |
0.9732 |
0.9715 |
|