CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9776 |
0.9750 |
-0.0026 |
-0.3% |
0.9749 |
| High |
0.9795 |
0.9818 |
0.0023 |
0.2% |
0.9783 |
| Low |
0.9710 |
0.9741 |
0.0031 |
0.3% |
0.9663 |
| Close |
0.9741 |
0.9805 |
0.0064 |
0.7% |
0.9754 |
| Range |
0.0085 |
0.0077 |
-0.0008 |
-9.4% |
0.0120 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
101,414 |
93,584 |
-7,830 |
-7.7% |
188,991 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0019 |
0.9989 |
0.9847 |
|
| R3 |
0.9942 |
0.9912 |
0.9826 |
|
| R2 |
0.9865 |
0.9865 |
0.9819 |
|
| R1 |
0.9835 |
0.9835 |
0.9812 |
0.9850 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9796 |
| S1 |
0.9758 |
0.9758 |
0.9798 |
0.9773 |
| S2 |
0.9711 |
0.9711 |
0.9791 |
|
| S3 |
0.9634 |
0.9681 |
0.9784 |
|
| S4 |
0.9557 |
0.9604 |
0.9763 |
|
|
| 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 |
0.9818 |
0.9688 |
0.0130 |
1.3% |
0.0066 |
0.7% |
90% |
True |
False |
71,488 |
| 10 |
0.9818 |
0.9610 |
0.0208 |
2.1% |
0.0078 |
0.8% |
94% |
True |
False |
39,651 |
| 20 |
0.9820 |
0.9554 |
0.0266 |
2.7% |
0.0076 |
0.8% |
94% |
False |
False |
20,426 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0072 |
0.7% |
41% |
False |
False |
10,414 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
41% |
False |
False |
7,005 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0063 |
0.6% |
41% |
False |
False |
5,279 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0056 |
0.6% |
41% |
False |
False |
4,232 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0050 |
0.5% |
41% |
False |
False |
3,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0020 |
|
1.618 |
0.9943 |
|
1.000 |
0.9895 |
|
0.618 |
0.9866 |
|
HIGH |
0.9818 |
|
0.618 |
0.9789 |
|
0.500 |
0.9780 |
|
0.382 |
0.9770 |
|
LOW |
0.9741 |
|
0.618 |
0.9693 |
|
1.000 |
0.9664 |
|
1.618 |
0.9616 |
|
2.618 |
0.9539 |
|
4.250 |
0.9414 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9791 |
| PP |
0.9788 |
0.9778 |
| S1 |
0.9780 |
0.9764 |
|