CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9696 |
0.9705 |
0.0009 |
0.1% |
0.9699 |
| High |
0.9705 |
0.9705 |
0.0000 |
0.0% |
0.9775 |
| Low |
0.9696 |
0.9650 |
-0.0046 |
-0.5% |
0.9670 |
| Close |
0.9705 |
0.9663 |
-0.0042 |
-0.4% |
0.9705 |
| Range |
0.0009 |
0.0055 |
0.0046 |
511.1% |
0.0105 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.3% |
0.0000 |
| Volume |
43 |
4 |
-39 |
-90.7% |
183 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9805 |
0.9693 |
|
| R3 |
0.9783 |
0.9750 |
0.9678 |
|
| R2 |
0.9728 |
0.9728 |
0.9673 |
|
| R1 |
0.9695 |
0.9695 |
0.9668 |
0.9684 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9667 |
| S1 |
0.9640 |
0.9640 |
0.9658 |
0.9629 |
| S2 |
0.9618 |
0.9618 |
0.9653 |
|
| S3 |
0.9563 |
0.9585 |
0.9648 |
|
| S4 |
0.9508 |
0.9530 |
0.9633 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
0.9973 |
0.9763 |
|
| R3 |
0.9927 |
0.9868 |
0.9734 |
|
| R2 |
0.9822 |
0.9822 |
0.9724 |
|
| R1 |
0.9763 |
0.9763 |
0.9715 |
0.9793 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9731 |
| S1 |
0.9658 |
0.9658 |
0.9695 |
0.9688 |
| S2 |
0.9612 |
0.9612 |
0.9686 |
|
| S3 |
0.9507 |
0.9553 |
0.9676 |
|
| S4 |
0.9402 |
0.9448 |
0.9647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9939 |
|
2.618 |
0.9849 |
|
1.618 |
0.9794 |
|
1.000 |
0.9760 |
|
0.618 |
0.9739 |
|
HIGH |
0.9705 |
|
0.618 |
0.9684 |
|
0.500 |
0.9678 |
|
0.382 |
0.9671 |
|
LOW |
0.9650 |
|
0.618 |
0.9616 |
|
1.000 |
0.9595 |
|
1.618 |
0.9561 |
|
2.618 |
0.9506 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9688 |
| PP |
0.9673 |
0.9679 |
| S1 |
0.9668 |
0.9671 |
|