CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9742 |
0.0051 |
0.5% |
0.9616 |
| High |
0.9748 |
0.9763 |
0.0015 |
0.2% |
0.9791 |
| Low |
0.9680 |
0.9704 |
0.0024 |
0.2% |
0.9568 |
| Close |
0.9742 |
0.9722 |
-0.0020 |
-0.2% |
0.9715 |
| Range |
0.0068 |
0.0059 |
-0.0009 |
-13.2% |
0.0223 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
105,492 |
121,297 |
15,805 |
15.0% |
562,383 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9873 |
0.9754 |
|
| R3 |
0.9848 |
0.9814 |
0.9738 |
|
| R2 |
0.9789 |
0.9789 |
0.9733 |
|
| R1 |
0.9755 |
0.9755 |
0.9727 |
0.9743 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9723 |
| S1 |
0.9696 |
0.9696 |
0.9717 |
0.9684 |
| S2 |
0.9671 |
0.9671 |
0.9711 |
|
| S3 |
0.9612 |
0.9637 |
0.9706 |
|
| S4 |
0.9553 |
0.9578 |
0.9690 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0261 |
0.9838 |
|
| R3 |
1.0137 |
1.0038 |
0.9776 |
|
| R2 |
0.9914 |
0.9914 |
0.9756 |
|
| R1 |
0.9815 |
0.9815 |
0.9735 |
0.9865 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9716 |
| S1 |
0.9592 |
0.9592 |
0.9695 |
0.9642 |
| S2 |
0.9468 |
0.9468 |
0.9674 |
|
| S3 |
0.9245 |
0.9369 |
0.9654 |
|
| S4 |
0.9022 |
0.9146 |
0.9592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9801 |
0.9654 |
0.0147 |
1.5% |
0.0084 |
0.9% |
46% |
False |
False |
111,781 |
| 10 |
0.9801 |
0.9568 |
0.0233 |
2.4% |
0.0087 |
0.9% |
66% |
False |
False |
118,693 |
| 20 |
0.9947 |
0.9568 |
0.0379 |
3.9% |
0.0083 |
0.8% |
41% |
False |
False |
115,495 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0078 |
0.8% |
25% |
False |
False |
99,911 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0077 |
0.8% |
25% |
False |
False |
95,048 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0073 |
0.8% |
25% |
False |
False |
75,209 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
25% |
False |
False |
60,204 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
25% |
False |
False |
50,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9917 |
|
1.618 |
0.9858 |
|
1.000 |
0.9822 |
|
0.618 |
0.9799 |
|
HIGH |
0.9763 |
|
0.618 |
0.9740 |
|
0.500 |
0.9734 |
|
0.382 |
0.9727 |
|
LOW |
0.9704 |
|
0.618 |
0.9668 |
|
1.000 |
0.9645 |
|
1.618 |
0.9609 |
|
2.618 |
0.9550 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9734 |
0.9741 |
| PP |
0.9730 |
0.9734 |
| S1 |
0.9726 |
0.9728 |
|