CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9742 |
0.9710 |
-0.0032 |
-0.3% |
0.9616 |
| High |
0.9763 |
0.9778 |
0.0015 |
0.2% |
0.9791 |
| Low |
0.9704 |
0.9710 |
0.0006 |
0.1% |
0.9568 |
| Close |
0.9722 |
0.9743 |
0.0021 |
0.2% |
0.9715 |
| Range |
0.0059 |
0.0068 |
0.0009 |
15.3% |
0.0223 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
121,297 |
106,325 |
-14,972 |
-12.3% |
562,383 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9913 |
0.9780 |
|
| R3 |
0.9880 |
0.9845 |
0.9762 |
|
| R2 |
0.9812 |
0.9812 |
0.9755 |
|
| R1 |
0.9777 |
0.9777 |
0.9749 |
0.9795 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9752 |
| S1 |
0.9709 |
0.9709 |
0.9737 |
0.9727 |
| S2 |
0.9676 |
0.9676 |
0.9731 |
|
| S3 |
0.9608 |
0.9641 |
0.9724 |
|
| S4 |
0.9540 |
0.9573 |
0.9706 |
|
|
| 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% |
0.0081 |
0.8% |
61% |
False |
False |
109,254 |
| 10 |
0.9801 |
0.9568 |
0.0233 |
2.4% |
0.0084 |
0.9% |
75% |
False |
False |
115,535 |
| 20 |
0.9890 |
0.9568 |
0.0322 |
3.3% |
0.0082 |
0.8% |
54% |
False |
False |
114,592 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0079 |
0.8% |
28% |
False |
False |
100,311 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0077 |
0.8% |
28% |
False |
False |
95,352 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0073 |
0.8% |
28% |
False |
False |
76,529 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
28% |
False |
False |
61,267 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
28% |
False |
False |
51,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0067 |
|
2.618 |
0.9956 |
|
1.618 |
0.9888 |
|
1.000 |
0.9846 |
|
0.618 |
0.9820 |
|
HIGH |
0.9778 |
|
0.618 |
0.9752 |
|
0.500 |
0.9744 |
|
0.382 |
0.9736 |
|
LOW |
0.9710 |
|
0.618 |
0.9668 |
|
1.000 |
0.9642 |
|
1.618 |
0.9600 |
|
2.618 |
0.9532 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9744 |
0.9738 |
| PP |
0.9744 |
0.9734 |
| S1 |
0.9743 |
0.9729 |
|