CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9695 |
0.9630 |
-0.0065 |
-0.7% |
0.9705 |
| High |
0.9695 |
0.9782 |
0.0087 |
0.9% |
0.9782 |
| Low |
0.9610 |
0.9630 |
0.0020 |
0.2% |
0.9610 |
| Close |
0.9610 |
0.9782 |
0.0172 |
1.8% |
0.9782 |
| Range |
0.0085 |
0.0152 |
0.0067 |
78.8% |
0.0172 |
| ATR |
0.0045 |
0.0054 |
0.0009 |
20.4% |
0.0000 |
| Volume |
53 |
16 |
-37 |
-69.8% |
106 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0137 |
0.9866 |
|
| R3 |
1.0035 |
0.9985 |
0.9824 |
|
| R2 |
0.9883 |
0.9883 |
0.9810 |
|
| R1 |
0.9833 |
0.9833 |
0.9796 |
0.9858 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9744 |
| S1 |
0.9681 |
0.9681 |
0.9768 |
0.9706 |
| S2 |
0.9579 |
0.9579 |
0.9754 |
|
| S3 |
0.9427 |
0.9529 |
0.9740 |
|
| S4 |
0.9275 |
0.9377 |
0.9698 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0183 |
0.9877 |
|
| R3 |
1.0069 |
1.0011 |
0.9829 |
|
| R2 |
0.9897 |
0.9897 |
0.9814 |
|
| R1 |
0.9839 |
0.9839 |
0.9798 |
0.9868 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9739 |
| S1 |
0.9667 |
0.9667 |
0.9766 |
0.9696 |
| S2 |
0.9553 |
0.9553 |
0.9750 |
|
| S3 |
0.9381 |
0.9495 |
0.9735 |
|
| S4 |
0.9209 |
0.9323 |
0.9687 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0180 |
|
1.618 |
1.0028 |
|
1.000 |
0.9934 |
|
0.618 |
0.9876 |
|
HIGH |
0.9782 |
|
0.618 |
0.9724 |
|
0.500 |
0.9706 |
|
0.382 |
0.9688 |
|
LOW |
0.9630 |
|
0.618 |
0.9536 |
|
1.000 |
0.9478 |
|
1.618 |
0.9384 |
|
2.618 |
0.9232 |
|
4.250 |
0.8984 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9757 |
0.9753 |
| PP |
0.9731 |
0.9725 |
| S1 |
0.9706 |
0.9696 |
|