CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9782 |
0.9778 |
-0.0004 |
0.0% |
0.9723 |
| High |
0.9800 |
0.9778 |
-0.0022 |
-0.2% |
0.9765 |
| Low |
0.9740 |
0.9680 |
-0.0060 |
-0.6% |
0.9654 |
| Close |
0.9771 |
0.9692 |
-0.0079 |
-0.8% |
0.9739 |
| Range |
0.0060 |
0.0098 |
0.0038 |
63.3% |
0.0111 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.8% |
0.0000 |
| Volume |
254 |
253 |
-1 |
-0.4% |
1,164 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9949 |
0.9746 |
|
| R3 |
0.9913 |
0.9851 |
0.9719 |
|
| R2 |
0.9815 |
0.9815 |
0.9710 |
|
| R1 |
0.9753 |
0.9753 |
0.9701 |
0.9735 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9708 |
| S1 |
0.9655 |
0.9655 |
0.9683 |
0.9637 |
| S2 |
0.9619 |
0.9619 |
0.9674 |
|
| S3 |
0.9521 |
0.9557 |
0.9665 |
|
| S4 |
0.9423 |
0.9459 |
0.9638 |
|
|
| 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 |
0.9800 |
0.9680 |
0.0120 |
1.2% |
0.0061 |
0.6% |
10% |
False |
True |
175 |
| 10 |
0.9800 |
0.9630 |
0.0170 |
1.8% |
0.0062 |
0.6% |
36% |
False |
False |
220 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0059 |
0.6% |
58% |
False |
False |
265 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0055 |
0.6% |
25% |
False |
False |
180 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0048 |
0.5% |
25% |
False |
False |
148 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0044 |
0.5% |
25% |
False |
False |
162 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0041 |
0.4% |
25% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0035 |
|
1.618 |
0.9937 |
|
1.000 |
0.9876 |
|
0.618 |
0.9839 |
|
HIGH |
0.9778 |
|
0.618 |
0.9741 |
|
0.500 |
0.9729 |
|
0.382 |
0.9717 |
|
LOW |
0.9680 |
|
0.618 |
0.9619 |
|
1.000 |
0.9582 |
|
1.618 |
0.9521 |
|
2.618 |
0.9423 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9740 |
| PP |
0.9717 |
0.9724 |
| S1 |
0.9704 |
0.9708 |
|