CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9667 |
0.9707 |
0.0040 |
0.4% |
0.9699 |
| High |
0.9714 |
0.9714 |
0.0000 |
0.0% |
0.9775 |
| Low |
0.9667 |
0.9695 |
0.0028 |
0.3% |
0.9670 |
| Close |
0.9714 |
0.9695 |
-0.0019 |
-0.2% |
0.9705 |
| Range |
0.0047 |
0.0019 |
-0.0028 |
-59.6% |
0.0105 |
| ATR |
0.0043 |
0.0042 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
20 |
13 |
-7 |
-35.0% |
183 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9758 |
0.9746 |
0.9705 |
|
| R3 |
0.9739 |
0.9727 |
0.9700 |
|
| R2 |
0.9720 |
0.9720 |
0.9698 |
|
| R1 |
0.9708 |
0.9708 |
0.9697 |
0.9705 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9700 |
| S1 |
0.9689 |
0.9689 |
0.9693 |
0.9686 |
| S2 |
0.9682 |
0.9682 |
0.9692 |
|
| S3 |
0.9663 |
0.9670 |
0.9690 |
|
| S4 |
0.9644 |
0.9651 |
0.9685 |
|
|
| 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 |
0.9795 |
|
2.618 |
0.9764 |
|
1.618 |
0.9745 |
|
1.000 |
0.9733 |
|
0.618 |
0.9726 |
|
HIGH |
0.9714 |
|
0.618 |
0.9707 |
|
0.500 |
0.9705 |
|
0.382 |
0.9702 |
|
LOW |
0.9695 |
|
0.618 |
0.9683 |
|
1.000 |
0.9676 |
|
1.618 |
0.9664 |
|
2.618 |
0.9645 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9705 |
0.9691 |
| PP |
0.9701 |
0.9686 |
| S1 |
0.9698 |
0.9682 |
|