CME Canadian Dollar Future December 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 |
0.9710 |
0.9691 |
-0.0019 |
-0.2% |
0.9755 |
| High |
0.9710 |
0.9736 |
0.0026 |
0.3% |
0.9800 |
| Low |
0.9657 |
0.9680 |
0.0023 |
0.2% |
0.9670 |
| Close |
0.9678 |
0.9729 |
0.0051 |
0.5% |
0.9721 |
| Range |
0.0053 |
0.0056 |
0.0003 |
5.7% |
0.0130 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
251 |
253 |
2 |
0.8% |
1,065 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9862 |
0.9760 |
|
| R3 |
0.9827 |
0.9806 |
0.9744 |
|
| R2 |
0.9771 |
0.9771 |
0.9739 |
|
| R1 |
0.9750 |
0.9750 |
0.9734 |
0.9761 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9720 |
| S1 |
0.9694 |
0.9694 |
0.9724 |
0.9705 |
| S2 |
0.9659 |
0.9659 |
0.9719 |
|
| S3 |
0.9603 |
0.9638 |
0.9714 |
|
| S4 |
0.9547 |
0.9582 |
0.9698 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0051 |
0.9793 |
|
| R3 |
0.9990 |
0.9921 |
0.9757 |
|
| R2 |
0.9860 |
0.9860 |
0.9745 |
|
| R1 |
0.9791 |
0.9791 |
0.9733 |
0.9761 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9715 |
| S1 |
0.9661 |
0.9661 |
0.9709 |
0.9631 |
| S2 |
0.9600 |
0.9600 |
0.9697 |
|
| S3 |
0.9470 |
0.9531 |
0.9685 |
|
| S4 |
0.9340 |
0.9401 |
0.9650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9800 |
0.9657 |
0.0143 |
1.5% |
0.0064 |
0.7% |
50% |
False |
False |
259 |
| 10 |
0.9800 |
0.9657 |
0.0143 |
1.5% |
0.0055 |
0.6% |
50% |
False |
False |
186 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0060 |
0.6% |
72% |
False |
False |
251 |
| 40 |
1.0097 |
0.9545 |
0.0552 |
5.7% |
0.0056 |
0.6% |
33% |
False |
False |
198 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
31% |
False |
False |
156 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0045 |
0.5% |
31% |
False |
False |
155 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0042 |
0.4% |
31% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9974 |
|
2.618 |
0.9883 |
|
1.618 |
0.9827 |
|
1.000 |
0.9792 |
|
0.618 |
0.9771 |
|
HIGH |
0.9736 |
|
0.618 |
0.9715 |
|
0.500 |
0.9708 |
|
0.382 |
0.9701 |
|
LOW |
0.9680 |
|
0.618 |
0.9645 |
|
1.000 |
0.9624 |
|
1.618 |
0.9589 |
|
2.618 |
0.9533 |
|
4.250 |
0.9442 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9722 |
0.9718 |
| PP |
0.9715 |
0.9707 |
| S1 |
0.9708 |
0.9697 |
|