CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9713 |
0.9749 |
0.0036 |
0.4% |
0.9597 |
| High |
0.9738 |
0.9783 |
0.0045 |
0.5% |
0.9772 |
| Low |
0.9639 |
0.9673 |
0.0034 |
0.4% |
0.9554 |
| Close |
0.9697 |
0.9683 |
-0.0014 |
-0.1% |
0.9697 |
| Range |
0.0099 |
0.0110 |
0.0011 |
11.1% |
0.0218 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.9% |
0.0000 |
| Volume |
5,305 |
11,735 |
6,430 |
121.2% |
16,630 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0043 |
0.9973 |
0.9744 |
|
| R3 |
0.9933 |
0.9863 |
0.9713 |
|
| R2 |
0.9823 |
0.9823 |
0.9703 |
|
| R1 |
0.9753 |
0.9753 |
0.9693 |
0.9733 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9703 |
| S1 |
0.9643 |
0.9643 |
0.9673 |
0.9623 |
| S2 |
0.9603 |
0.9603 |
0.9663 |
|
| S3 |
0.9493 |
0.9533 |
0.9653 |
|
| S4 |
0.9383 |
0.9423 |
0.9623 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0231 |
0.9817 |
|
| R3 |
1.0110 |
1.0013 |
0.9757 |
|
| R2 |
0.9892 |
0.9892 |
0.9737 |
|
| R1 |
0.9795 |
0.9795 |
0.9717 |
0.9844 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9699 |
| S1 |
0.9577 |
0.9577 |
0.9677 |
0.9626 |
| S2 |
0.9456 |
0.9456 |
0.9657 |
|
| S3 |
0.9238 |
0.9359 |
0.9637 |
|
| S4 |
0.9020 |
0.9141 |
0.9577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9783 |
0.9574 |
0.0209 |
2.2% |
0.0089 |
0.9% |
52% |
True |
False |
5,222 |
| 10 |
0.9783 |
0.9554 |
0.0229 |
2.4% |
0.0085 |
0.9% |
56% |
True |
False |
3,223 |
| 20 |
0.9980 |
0.9554 |
0.0426 |
4.4% |
0.0078 |
0.8% |
30% |
False |
False |
1,996 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0072 |
0.7% |
21% |
False |
False |
1,155 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
21% |
False |
False |
810 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0060 |
0.6% |
21% |
False |
False |
632 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0053 |
0.6% |
21% |
False |
False |
511 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0049 |
0.5% |
21% |
False |
False |
429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0251 |
|
2.618 |
1.0071 |
|
1.618 |
0.9961 |
|
1.000 |
0.9893 |
|
0.618 |
0.9851 |
|
HIGH |
0.9783 |
|
0.618 |
0.9741 |
|
0.500 |
0.9728 |
|
0.382 |
0.9715 |
|
LOW |
0.9673 |
|
0.618 |
0.9605 |
|
1.000 |
0.9563 |
|
1.618 |
0.9495 |
|
2.618 |
0.9385 |
|
4.250 |
0.9206 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9728 |
0.9711 |
| PP |
0.9713 |
0.9702 |
| S1 |
0.9698 |
0.9692 |
|