CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9719 |
0.0119 |
1.2% |
0.9691 |
| High |
0.9682 |
0.9719 |
0.0037 |
0.4% |
0.9706 |
| Low |
0.9600 |
0.9705 |
0.0105 |
1.1% |
0.9536 |
| Close |
0.9667 |
0.9705 |
0.0038 |
0.4% |
0.9577 |
| Range |
0.0082 |
0.0014 |
-0.0068 |
-82.9% |
0.0170 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.4% |
0.0000 |
| Volume |
23 |
569 |
546 |
2,373.9% |
232 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9752 |
0.9742 |
0.9713 |
|
| R3 |
0.9738 |
0.9728 |
0.9709 |
|
| R2 |
0.9724 |
0.9724 |
0.9708 |
|
| R1 |
0.9714 |
0.9714 |
0.9706 |
0.9712 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9709 |
| S1 |
0.9700 |
0.9700 |
0.9704 |
0.9698 |
| S2 |
0.9696 |
0.9696 |
0.9702 |
|
| S3 |
0.9682 |
0.9686 |
0.9701 |
|
| S4 |
0.9668 |
0.9672 |
0.9697 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0017 |
0.9671 |
|
| R3 |
0.9946 |
0.9847 |
0.9624 |
|
| R2 |
0.9776 |
0.9776 |
0.9608 |
|
| R1 |
0.9677 |
0.9677 |
0.9593 |
0.9642 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9589 |
| S1 |
0.9507 |
0.9507 |
0.9561 |
0.9472 |
| S2 |
0.9436 |
0.9436 |
0.9546 |
|
| S3 |
0.9266 |
0.9337 |
0.9530 |
|
| S4 |
0.9096 |
0.9167 |
0.9484 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9779 |
|
2.618 |
0.9756 |
|
1.618 |
0.9742 |
|
1.000 |
0.9733 |
|
0.618 |
0.9728 |
|
HIGH |
0.9719 |
|
0.618 |
0.9714 |
|
0.500 |
0.9712 |
|
0.382 |
0.9710 |
|
LOW |
0.9705 |
|
0.618 |
0.9696 |
|
1.000 |
0.9691 |
|
1.618 |
0.9682 |
|
2.618 |
0.9668 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9686 |
| PP |
0.9710 |
0.9668 |
| S1 |
0.9707 |
0.9649 |
|