CME Canadian Dollar Future December 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 |
0.9712 |
0.9745 |
0.0033 |
0.3% |
0.9723 |
| High |
0.9740 |
0.9754 |
0.0014 |
0.1% |
0.9765 |
| Low |
0.9710 |
0.9730 |
0.0020 |
0.2% |
0.9654 |
| Close |
0.9710 |
0.9739 |
0.0029 |
0.3% |
0.9739 |
| Range |
0.0030 |
0.0024 |
-0.0006 |
-20.0% |
0.0111 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
91 |
102 |
11 |
12.1% |
1,164 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9813 |
0.9800 |
0.9752 |
|
| R3 |
0.9789 |
0.9776 |
0.9746 |
|
| R2 |
0.9765 |
0.9765 |
0.9743 |
|
| R1 |
0.9752 |
0.9752 |
0.9741 |
0.9747 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9738 |
| S1 |
0.9728 |
0.9728 |
0.9737 |
0.9723 |
| S2 |
0.9717 |
0.9717 |
0.9735 |
|
| S3 |
0.9693 |
0.9704 |
0.9732 |
|
| S4 |
0.9669 |
0.9680 |
0.9726 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
1.0007 |
0.9800 |
|
| R3 |
0.9941 |
0.9896 |
0.9770 |
|
| R2 |
0.9830 |
0.9830 |
0.9759 |
|
| R1 |
0.9785 |
0.9785 |
0.9749 |
0.9808 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9731 |
| S1 |
0.9674 |
0.9674 |
0.9729 |
0.9697 |
| S2 |
0.9608 |
0.9608 |
0.9719 |
|
| S3 |
0.9497 |
0.9563 |
0.9708 |
|
| S4 |
0.9386 |
0.9452 |
0.9678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9765 |
0.9654 |
0.0111 |
1.1% |
0.0053 |
0.5% |
77% |
False |
False |
232 |
| 10 |
0.9765 |
0.9545 |
0.0220 |
2.3% |
0.0058 |
0.6% |
88% |
False |
False |
242 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0057 |
0.6% |
76% |
False |
False |
252 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0050 |
0.5% |
33% |
False |
False |
162 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0046 |
0.5% |
33% |
False |
False |
143 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
33% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9856 |
|
2.618 |
0.9817 |
|
1.618 |
0.9793 |
|
1.000 |
0.9778 |
|
0.618 |
0.9769 |
|
HIGH |
0.9754 |
|
0.618 |
0.9745 |
|
0.500 |
0.9742 |
|
0.382 |
0.9739 |
|
LOW |
0.9730 |
|
0.618 |
0.9715 |
|
1.000 |
0.9706 |
|
1.618 |
0.9691 |
|
2.618 |
0.9667 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9742 |
0.9731 |
| PP |
0.9741 |
0.9723 |
| S1 |
0.9740 |
0.9715 |
|