CME Canadian Dollar Future December 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 |
0.9728 |
0.9728 |
0.0000 |
0.0% |
0.9755 |
| High |
0.9728 |
0.9728 |
0.0000 |
0.0% |
0.9800 |
| Low |
0.9705 |
0.9620 |
-0.0085 |
-0.9% |
0.9670 |
| Close |
0.9712 |
0.9625 |
-0.0087 |
-0.9% |
0.9721 |
| Range |
0.0023 |
0.0108 |
0.0085 |
369.6% |
0.0130 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.3% |
0.0000 |
| Volume |
120 |
322 |
202 |
168.3% |
1,065 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9982 |
0.9911 |
0.9684 |
|
| R3 |
0.9874 |
0.9803 |
0.9655 |
|
| R2 |
0.9766 |
0.9766 |
0.9645 |
|
| R1 |
0.9695 |
0.9695 |
0.9635 |
0.9677 |
| PP |
0.9658 |
0.9658 |
0.9658 |
0.9648 |
| S1 |
0.9587 |
0.9587 |
0.9615 |
0.9569 |
| S2 |
0.9550 |
0.9550 |
0.9605 |
|
| S3 |
0.9442 |
0.9479 |
0.9595 |
|
| S4 |
0.9334 |
0.9371 |
0.9566 |
|
|
| 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 |
0.9736 |
0.9620 |
0.0116 |
1.2% |
0.0059 |
0.6% |
4% |
False |
True |
246 |
| 10 |
0.9800 |
0.9620 |
0.0180 |
1.9% |
0.0060 |
0.6% |
3% |
False |
True |
211 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0061 |
0.6% |
31% |
False |
False |
243 |
| 40 |
1.0097 |
0.9545 |
0.0552 |
5.7% |
0.0057 |
0.6% |
14% |
False |
False |
204 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0050 |
0.5% |
14% |
False |
False |
159 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0046 |
0.5% |
14% |
False |
False |
156 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
14% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0011 |
|
1.618 |
0.9903 |
|
1.000 |
0.9836 |
|
0.618 |
0.9795 |
|
HIGH |
0.9728 |
|
0.618 |
0.9687 |
|
0.500 |
0.9674 |
|
0.382 |
0.9661 |
|
LOW |
0.9620 |
|
0.618 |
0.9553 |
|
1.000 |
0.9512 |
|
1.618 |
0.9445 |
|
2.618 |
0.9337 |
|
4.250 |
0.9161 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9678 |
| PP |
0.9658 |
0.9660 |
| S1 |
0.9641 |
0.9643 |
|