CME Canadian Dollar Future December 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 |
0.9691 |
0.9728 |
0.0037 |
0.4% |
0.9755 |
| High |
0.9736 |
0.9728 |
-0.0008 |
-0.1% |
0.9800 |
| Low |
0.9680 |
0.9705 |
0.0025 |
0.3% |
0.9670 |
| Close |
0.9729 |
0.9712 |
-0.0017 |
-0.2% |
0.9721 |
| Range |
0.0056 |
0.0023 |
-0.0033 |
-58.9% |
0.0130 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
253 |
120 |
-133 |
-52.6% |
1,065 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9784 |
0.9771 |
0.9725 |
|
| R3 |
0.9761 |
0.9748 |
0.9718 |
|
| R2 |
0.9738 |
0.9738 |
0.9716 |
|
| R1 |
0.9725 |
0.9725 |
0.9714 |
0.9720 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9713 |
| S1 |
0.9702 |
0.9702 |
0.9710 |
0.9697 |
| S2 |
0.9692 |
0.9692 |
0.9708 |
|
| S3 |
0.9669 |
0.9679 |
0.9706 |
|
| S4 |
0.9646 |
0.9656 |
0.9699 |
|
|
| 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 |
0.9778 |
0.9657 |
0.0121 |
1.2% |
0.0057 |
0.6% |
45% |
False |
False |
233 |
| 10 |
0.9800 |
0.9657 |
0.0143 |
1.5% |
0.0052 |
0.5% |
38% |
False |
False |
188 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0059 |
0.6% |
65% |
False |
False |
232 |
| 40 |
1.0097 |
0.9545 |
0.0552 |
5.7% |
0.0056 |
0.6% |
30% |
False |
False |
197 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
28% |
False |
False |
156 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0045 |
0.5% |
28% |
False |
False |
153 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0042 |
0.4% |
28% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9826 |
|
2.618 |
0.9788 |
|
1.618 |
0.9765 |
|
1.000 |
0.9751 |
|
0.618 |
0.9742 |
|
HIGH |
0.9728 |
|
0.618 |
0.9719 |
|
0.500 |
0.9717 |
|
0.382 |
0.9714 |
|
LOW |
0.9705 |
|
0.618 |
0.9691 |
|
1.000 |
0.9682 |
|
1.618 |
0.9668 |
|
2.618 |
0.9645 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9707 |
| PP |
0.9715 |
0.9702 |
| S1 |
0.9714 |
0.9697 |
|