CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9776 |
0.0020 |
0.2% |
0.9749 |
| High |
0.9771 |
0.9795 |
0.0024 |
0.2% |
0.9783 |
| Low |
0.9725 |
0.9710 |
-0.0015 |
-0.2% |
0.9663 |
| Close |
0.9754 |
0.9741 |
-0.0013 |
-0.1% |
0.9754 |
| Range |
0.0046 |
0.0085 |
0.0039 |
84.8% |
0.0120 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.0% |
0.0000 |
| Volume |
65,289 |
101,414 |
36,125 |
55.3% |
188,991 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9957 |
0.9788 |
|
| R3 |
0.9919 |
0.9872 |
0.9764 |
|
| R2 |
0.9834 |
0.9834 |
0.9757 |
|
| R1 |
0.9787 |
0.9787 |
0.9749 |
0.9768 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9739 |
| S1 |
0.9702 |
0.9702 |
0.9733 |
0.9683 |
| S2 |
0.9664 |
0.9664 |
0.9725 |
|
| S3 |
0.9579 |
0.9617 |
0.9718 |
|
| S4 |
0.9494 |
0.9532 |
0.9694 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0044 |
0.9820 |
|
| R3 |
0.9973 |
0.9924 |
0.9787 |
|
| R2 |
0.9853 |
0.9853 |
0.9776 |
|
| R1 |
0.9804 |
0.9804 |
0.9765 |
0.9829 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9746 |
| S1 |
0.9684 |
0.9684 |
0.9743 |
0.9709 |
| S2 |
0.9613 |
0.9613 |
0.9732 |
|
| S3 |
0.9493 |
0.9564 |
0.9721 |
|
| S4 |
0.9373 |
0.9444 |
0.9688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9795 |
0.9663 |
0.0132 |
1.4% |
0.0064 |
0.7% |
59% |
True |
False |
55,734 |
| 10 |
0.9795 |
0.9574 |
0.0221 |
2.3% |
0.0076 |
0.8% |
76% |
True |
False |
30,478 |
| 20 |
0.9820 |
0.9554 |
0.0266 |
2.7% |
0.0076 |
0.8% |
70% |
False |
False |
15,798 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
30% |
False |
False |
8,085 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
30% |
False |
False |
5,447 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0063 |
0.6% |
30% |
False |
False |
4,109 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0055 |
0.6% |
30% |
False |
False |
3,296 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0051 |
0.5% |
30% |
False |
False |
2,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0018 |
|
1.618 |
0.9933 |
|
1.000 |
0.9880 |
|
0.618 |
0.9848 |
|
HIGH |
0.9795 |
|
0.618 |
0.9763 |
|
0.500 |
0.9753 |
|
0.382 |
0.9742 |
|
LOW |
0.9710 |
|
0.618 |
0.9657 |
|
1.000 |
0.9625 |
|
1.618 |
0.9572 |
|
2.618 |
0.9487 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9746 |
| PP |
0.9749 |
0.9744 |
| S1 |
0.9745 |
0.9743 |
|