CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0056 |
0.0021 |
0.2% |
1.0030 |
| High |
1.0035 |
1.0108 |
0.0073 |
0.7% |
1.0071 |
| Low |
1.0021 |
1.0056 |
0.0035 |
0.3% |
1.0001 |
| Close |
1.0021 |
1.0108 |
0.0087 |
0.9% |
1.0071 |
| Range |
0.0014 |
0.0052 |
0.0038 |
271.4% |
0.0070 |
| ATR |
0.0030 |
0.0034 |
0.0004 |
13.7% |
0.0000 |
| Volume |
28 |
10 |
-18 |
-64.3% |
225 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0229 |
1.0137 |
|
| R3 |
1.0195 |
1.0177 |
1.0122 |
|
| R2 |
1.0143 |
1.0143 |
1.0118 |
|
| R1 |
1.0125 |
1.0125 |
1.0113 |
1.0134 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0095 |
| S1 |
1.0073 |
1.0073 |
1.0103 |
1.0082 |
| S2 |
1.0039 |
1.0039 |
1.0098 |
|
| S3 |
0.9987 |
1.0021 |
1.0094 |
|
| S4 |
0.9935 |
0.9969 |
1.0079 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0234 |
1.0110 |
|
| R3 |
1.0188 |
1.0164 |
1.0090 |
|
| R2 |
1.0118 |
1.0118 |
1.0084 |
|
| R1 |
1.0094 |
1.0094 |
1.0077 |
1.0106 |
| PP |
1.0048 |
1.0048 |
1.0048 |
1.0054 |
| S1 |
1.0024 |
1.0024 |
1.0065 |
1.0036 |
| S2 |
0.9978 |
0.9978 |
1.0058 |
|
| S3 |
0.9908 |
0.9954 |
1.0052 |
|
| S4 |
0.9838 |
0.9884 |
1.0033 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0244 |
|
1.618 |
1.0192 |
|
1.000 |
1.0160 |
|
0.618 |
1.0140 |
|
HIGH |
1.0108 |
|
0.618 |
1.0088 |
|
0.500 |
1.0082 |
|
0.382 |
1.0076 |
|
LOW |
1.0056 |
|
0.618 |
1.0024 |
|
1.000 |
1.0004 |
|
1.618 |
0.9972 |
|
2.618 |
0.9920 |
|
4.250 |
0.9835 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0094 |
| PP |
1.0091 |
1.0079 |
| S1 |
1.0082 |
1.0065 |
|