CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9754 |
0.9752 |
-0.0002 |
0.0% |
0.9667 |
| High |
0.9775 |
0.9752 |
-0.0023 |
-0.2% |
0.9725 |
| Low |
0.9754 |
0.9752 |
-0.0002 |
0.0% |
0.9650 |
| Close |
0.9770 |
0.9752 |
-0.0018 |
-0.2% |
0.9725 |
| Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0075 |
| ATR |
0.0041 |
0.0040 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
45 |
29 |
-16 |
-35.6% |
432 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9752 |
0.9752 |
0.9752 |
|
| R3 |
0.9752 |
0.9752 |
0.9752 |
|
| R2 |
0.9752 |
0.9752 |
0.9752 |
|
| R1 |
0.9752 |
0.9752 |
0.9752 |
0.9752 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9752 |
| S1 |
0.9752 |
0.9752 |
0.9752 |
0.9752 |
| S2 |
0.9752 |
0.9752 |
0.9752 |
|
| S3 |
0.9752 |
0.9752 |
0.9752 |
|
| S4 |
0.9752 |
0.9752 |
0.9752 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9925 |
0.9900 |
0.9766 |
|
| R3 |
0.9850 |
0.9825 |
0.9746 |
|
| R2 |
0.9775 |
0.9775 |
0.9739 |
|
| R1 |
0.9750 |
0.9750 |
0.9732 |
0.9763 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9706 |
| S1 |
0.9675 |
0.9675 |
0.9718 |
0.9688 |
| S2 |
0.9625 |
0.9625 |
0.9711 |
|
| S3 |
0.9550 |
0.9600 |
0.9704 |
|
| S4 |
0.9475 |
0.9525 |
0.9684 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9752 |
|
1.618 |
0.9752 |
|
1.000 |
0.9752 |
|
0.618 |
0.9752 |
|
HIGH |
0.9752 |
|
0.618 |
0.9752 |
|
0.500 |
0.9752 |
|
0.382 |
0.9752 |
|
LOW |
0.9752 |
|
0.618 |
0.9752 |
|
1.000 |
0.9752 |
|
1.618 |
0.9752 |
|
2.618 |
0.9752 |
|
4.250 |
0.9752 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9752 |
0.9747 |
| PP |
0.9752 |
0.9742 |
| S1 |
0.9752 |
0.9737 |
|