CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9667 |
-0.0038 |
-0.4% |
0.9699 |
| High |
0.9705 |
0.9714 |
0.0009 |
0.1% |
0.9775 |
| Low |
0.9650 |
0.9667 |
0.0017 |
0.2% |
0.9670 |
| Close |
0.9663 |
0.9714 |
0.0051 |
0.5% |
0.9705 |
| Range |
0.0055 |
0.0047 |
-0.0008 |
-14.5% |
0.0105 |
| ATR |
0.0043 |
0.0043 |
0.0001 |
1.4% |
0.0000 |
| Volume |
4 |
20 |
16 |
400.0% |
183 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9839 |
0.9824 |
0.9740 |
|
| R3 |
0.9792 |
0.9777 |
0.9727 |
|
| R2 |
0.9745 |
0.9745 |
0.9723 |
|
| R1 |
0.9730 |
0.9730 |
0.9718 |
0.9738 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9702 |
| S1 |
0.9683 |
0.9683 |
0.9710 |
0.9691 |
| S2 |
0.9651 |
0.9651 |
0.9705 |
|
| S3 |
0.9604 |
0.9636 |
0.9701 |
|
| S4 |
0.9557 |
0.9589 |
0.9688 |
|
|
| 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 |
0.9914 |
|
2.618 |
0.9837 |
|
1.618 |
0.9790 |
|
1.000 |
0.9761 |
|
0.618 |
0.9743 |
|
HIGH |
0.9714 |
|
0.618 |
0.9696 |
|
0.500 |
0.9691 |
|
0.382 |
0.9685 |
|
LOW |
0.9667 |
|
0.618 |
0.9638 |
|
1.000 |
0.9620 |
|
1.618 |
0.9591 |
|
2.618 |
0.9544 |
|
4.250 |
0.9467 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9706 |
0.9703 |
| PP |
0.9698 |
0.9693 |
| S1 |
0.9691 |
0.9682 |
|