CME Canadian Dollar Future September 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 |
0.9726 |
0.9697 |
-0.0029 |
-0.3% |
0.9597 |
High |
0.9745 |
0.9759 |
0.0014 |
0.1% |
0.9772 |
Low |
0.9688 |
0.9696 |
0.0008 |
0.1% |
0.9554 |
Close |
0.9705 |
0.9725 |
0.0020 |
0.2% |
0.9697 |
Range |
0.0057 |
0.0063 |
0.0006 |
10.5% |
0.0218 |
ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
50,392 |
46,765 |
-3,627 |
-7.2% |
16,630 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9916 |
0.9883 |
0.9760 |
|
R3 |
0.9853 |
0.9820 |
0.9742 |
|
R2 |
0.9790 |
0.9790 |
0.9737 |
|
R1 |
0.9757 |
0.9757 |
0.9731 |
0.9774 |
PP |
0.9727 |
0.9727 |
0.9727 |
0.9735 |
S1 |
0.9694 |
0.9694 |
0.9719 |
0.9711 |
S2 |
0.9664 |
0.9664 |
0.9713 |
|
S3 |
0.9601 |
0.9631 |
0.9708 |
|
S4 |
0.9538 |
0.9568 |
0.9690 |
|
|
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 |
0.9639 |
0.0144 |
1.5% |
0.0079 |
0.8% |
60% |
False |
False |
25,801 |
10 |
0.9783 |
0.9554 |
0.0229 |
2.4% |
0.0081 |
0.8% |
75% |
False |
False |
14,202 |
20 |
0.9869 |
0.9554 |
0.0315 |
3.2% |
0.0078 |
0.8% |
54% |
False |
False |
7,546 |
40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
28% |
False |
False |
3,928 |
60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0067 |
0.7% |
28% |
False |
False |
2,671 |
80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0062 |
0.6% |
28% |
False |
False |
2,031 |
100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0055 |
0.6% |
28% |
False |
False |
1,630 |
120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0050 |
0.5% |
28% |
False |
False |
1,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0027 |
2.618 |
0.9924 |
1.618 |
0.9861 |
1.000 |
0.9822 |
0.618 |
0.9798 |
HIGH |
0.9759 |
0.618 |
0.9735 |
0.500 |
0.9728 |
0.382 |
0.9720 |
LOW |
0.9696 |
0.618 |
0.9657 |
1.000 |
0.9633 |
1.618 |
0.9594 |
2.618 |
0.9531 |
4.250 |
0.9428 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9728 |
0.9720 |
PP |
0.9727 |
0.9716 |
S1 |
0.9726 |
0.9711 |
|