CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9775 |
0.0065 |
0.7% |
0.9773 |
| High |
0.9778 |
0.9789 |
0.0011 |
0.1% |
0.9801 |
| Low |
0.9710 |
0.9743 |
0.0033 |
0.3% |
0.9680 |
| Close |
0.9743 |
0.9772 |
0.0029 |
0.3% |
0.9772 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-32.4% |
0.0121 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
106,325 |
22,529 |
-83,796 |
-78.8% |
460,006 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9885 |
0.9797 |
|
| R3 |
0.9860 |
0.9839 |
0.9785 |
|
| R2 |
0.9814 |
0.9814 |
0.9780 |
|
| R1 |
0.9793 |
0.9793 |
0.9776 |
0.9781 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9762 |
| S1 |
0.9747 |
0.9747 |
0.9768 |
0.9735 |
| S2 |
0.9722 |
0.9722 |
0.9764 |
|
| S3 |
0.9676 |
0.9701 |
0.9759 |
|
| S4 |
0.9630 |
0.9655 |
0.9747 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0064 |
0.9839 |
|
| R3 |
0.9993 |
0.9943 |
0.9805 |
|
| R2 |
0.9872 |
0.9872 |
0.9794 |
|
| R1 |
0.9822 |
0.9822 |
0.9783 |
0.9787 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9733 |
| S1 |
0.9701 |
0.9701 |
0.9761 |
0.9666 |
| S2 |
0.9630 |
0.9630 |
0.9750 |
|
| S3 |
0.9509 |
0.9580 |
0.9739 |
|
| S4 |
0.9388 |
0.9459 |
0.9705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9801 |
0.9680 |
0.0121 |
1.2% |
0.0070 |
0.7% |
76% |
False |
False |
92,001 |
| 10 |
0.9801 |
0.9568 |
0.0233 |
2.4% |
0.0078 |
0.8% |
88% |
False |
False |
102,238 |
| 20 |
0.9856 |
0.9568 |
0.0288 |
2.9% |
0.0080 |
0.8% |
71% |
False |
False |
109,823 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0078 |
0.8% |
33% |
False |
False |
98,361 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0077 |
0.8% |
33% |
False |
False |
94,652 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0073 |
0.7% |
33% |
False |
False |
76,804 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
33% |
False |
False |
61,490 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
33% |
False |
False |
51,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9985 |
|
2.618 |
0.9909 |
|
1.618 |
0.9863 |
|
1.000 |
0.9835 |
|
0.618 |
0.9817 |
|
HIGH |
0.9789 |
|
0.618 |
0.9771 |
|
0.500 |
0.9766 |
|
0.382 |
0.9761 |
|
LOW |
0.9743 |
|
0.618 |
0.9715 |
|
1.000 |
0.9697 |
|
1.618 |
0.9669 |
|
2.618 |
0.9623 |
|
4.250 |
0.9548 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9764 |
| PP |
0.9768 |
0.9755 |
| S1 |
0.9766 |
0.9747 |
|