CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0163 |
1.0220 |
0.0057 |
0.6% |
1.0168 |
| High |
1.0254 |
1.0232 |
-0.0022 |
-0.2% |
1.0254 |
| Low |
1.0163 |
1.0220 |
0.0057 |
0.6% |
1.0155 |
| Close |
1.0238 |
1.0232 |
-0.0006 |
-0.1% |
1.0232 |
| Range |
0.0091 |
0.0012 |
-0.0079 |
-86.8% |
0.0099 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
13 |
115 |
102 |
784.6% |
173 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0260 |
1.0239 |
|
| R3 |
1.0252 |
1.0248 |
1.0235 |
|
| R2 |
1.0240 |
1.0240 |
1.0234 |
|
| R1 |
1.0236 |
1.0236 |
1.0233 |
1.0238 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0229 |
| S1 |
1.0224 |
1.0224 |
1.0231 |
1.0226 |
| S2 |
1.0216 |
1.0216 |
1.0230 |
|
| S3 |
1.0204 |
1.0212 |
1.0229 |
|
| S4 |
1.0192 |
1.0200 |
1.0225 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0470 |
1.0286 |
|
| R3 |
1.0412 |
1.0371 |
1.0259 |
|
| R2 |
1.0313 |
1.0313 |
1.0250 |
|
| R1 |
1.0272 |
1.0272 |
1.0241 |
1.0293 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0224 |
| S1 |
1.0173 |
1.0173 |
1.0223 |
1.0194 |
| S2 |
1.0115 |
1.0115 |
1.0214 |
|
| S3 |
1.0016 |
1.0074 |
1.0205 |
|
| S4 |
0.9917 |
0.9975 |
1.0178 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0283 |
|
2.618 |
1.0263 |
|
1.618 |
1.0251 |
|
1.000 |
1.0244 |
|
0.618 |
1.0239 |
|
HIGH |
1.0232 |
|
0.618 |
1.0227 |
|
0.500 |
1.0226 |
|
0.382 |
1.0225 |
|
LOW |
1.0220 |
|
0.618 |
1.0213 |
|
1.000 |
1.0208 |
|
1.618 |
1.0201 |
|
2.618 |
1.0189 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0224 |
| PP |
1.0228 |
1.0216 |
| S1 |
1.0226 |
1.0209 |
|