CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9735 |
-0.0010 |
-0.1% |
0.9776 |
| High |
0.9752 |
0.9756 |
0.0004 |
0.0% |
0.9824 |
| Low |
0.9721 |
0.9632 |
-0.0089 |
-0.9% |
0.9690 |
| Close |
0.9730 |
0.9641 |
-0.0089 |
-0.9% |
0.9739 |
| Range |
0.0031 |
0.0124 |
0.0093 |
300.0% |
0.0134 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.3% |
0.0000 |
| Volume |
74,682 |
124,436 |
49,754 |
66.6% |
511,442 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
0.9969 |
0.9709 |
|
| R3 |
0.9924 |
0.9845 |
0.9675 |
|
| R2 |
0.9800 |
0.9800 |
0.9664 |
|
| R1 |
0.9721 |
0.9721 |
0.9652 |
0.9699 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9665 |
| S1 |
0.9597 |
0.9597 |
0.9630 |
0.9575 |
| S2 |
0.9552 |
0.9552 |
0.9618 |
|
| S3 |
0.9428 |
0.9473 |
0.9607 |
|
| S4 |
0.9304 |
0.9349 |
0.9573 |
|
|
| 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 |
0.9756 |
0.9632 |
0.0124 |
1.3% |
0.0068 |
0.7% |
7% |
True |
True |
92,920 |
| 10 |
0.9824 |
0.9632 |
0.0192 |
2.0% |
0.0073 |
0.8% |
5% |
False |
True |
95,548 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0077 |
0.8% |
32% |
False |
False |
54,875 |
| 40 |
1.0140 |
0.9554 |
0.0586 |
6.1% |
0.0075 |
0.8% |
15% |
False |
False |
27,729 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0071 |
0.7% |
14% |
False |
False |
18,580 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0066 |
0.7% |
14% |
False |
False |
13,961 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0059 |
0.6% |
14% |
False |
False |
11,182 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0054 |
0.6% |
14% |
False |
False |
9,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0283 |
|
2.618 |
1.0081 |
|
1.618 |
0.9957 |
|
1.000 |
0.9880 |
|
0.618 |
0.9833 |
|
HIGH |
0.9756 |
|
0.618 |
0.9709 |
|
0.500 |
0.9694 |
|
0.382 |
0.9679 |
|
LOW |
0.9632 |
|
0.618 |
0.9555 |
|
1.000 |
0.9508 |
|
1.618 |
0.9431 |
|
2.618 |
0.9307 |
|
4.250 |
0.9105 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9694 |
0.9694 |
| PP |
0.9676 |
0.9676 |
| S1 |
0.9659 |
0.9659 |
|