CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9820 |
0.0010 |
0.1% |
0.9705 |
| High |
0.9840 |
0.9820 |
-0.0020 |
-0.2% |
0.9782 |
| Low |
0.9810 |
0.9815 |
0.0005 |
0.1% |
0.9610 |
| Close |
0.9821 |
0.9815 |
-0.0006 |
-0.1% |
0.9782 |
| Range |
0.0030 |
0.0005 |
-0.0025 |
-83.3% |
0.0172 |
| ATR |
0.0051 |
0.0048 |
-0.0003 |
-6.3% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
106 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9832 |
0.9828 |
0.9818 |
|
| R3 |
0.9827 |
0.9823 |
0.9816 |
|
| R2 |
0.9822 |
0.9822 |
0.9816 |
|
| R1 |
0.9818 |
0.9818 |
0.9815 |
0.9818 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9816 |
| S1 |
0.9813 |
0.9813 |
0.9815 |
0.9813 |
| S2 |
0.9812 |
0.9812 |
0.9814 |
|
| S3 |
0.9807 |
0.9808 |
0.9814 |
|
| S4 |
0.9802 |
0.9803 |
0.9812 |
|
|
| 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 |
0.9841 |
|
2.618 |
0.9833 |
|
1.618 |
0.9828 |
|
1.000 |
0.9825 |
|
0.618 |
0.9823 |
|
HIGH |
0.9820 |
|
0.618 |
0.9818 |
|
0.500 |
0.9818 |
|
0.382 |
0.9817 |
|
LOW |
0.9815 |
|
0.618 |
0.9812 |
|
1.000 |
0.9810 |
|
1.618 |
0.9807 |
|
2.618 |
0.9802 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9812 |
| PP |
0.9817 |
0.9809 |
| S1 |
0.9816 |
0.9806 |
|