CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9803 |
0.0053 |
0.5% |
0.9749 |
| High |
0.9818 |
0.9824 |
0.0006 |
0.1% |
0.9783 |
| Low |
0.9741 |
0.9753 |
0.0012 |
0.1% |
0.9663 |
| Close |
0.9805 |
0.9788 |
-0.0017 |
-0.2% |
0.9754 |
| Range |
0.0077 |
0.0071 |
-0.0006 |
-7.8% |
0.0120 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
93,584 |
103,215 |
9,631 |
10.3% |
188,991 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9966 |
0.9827 |
|
| R3 |
0.9930 |
0.9895 |
0.9808 |
|
| R2 |
0.9859 |
0.9859 |
0.9801 |
|
| R1 |
0.9824 |
0.9824 |
0.9795 |
0.9806 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9780 |
| S1 |
0.9753 |
0.9753 |
0.9781 |
0.9735 |
| S2 |
0.9717 |
0.9717 |
0.9775 |
|
| S3 |
0.9646 |
0.9682 |
0.9768 |
|
| S4 |
0.9575 |
0.9611 |
0.9749 |
|
|
| 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 |
0.9824 |
0.9696 |
0.0128 |
1.3% |
0.0068 |
0.7% |
72% |
True |
False |
82,053 |
| 10 |
0.9824 |
0.9639 |
0.0185 |
1.9% |
0.0075 |
0.8% |
81% |
True |
False |
49,618 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0076 |
0.8% |
87% |
True |
False |
25,570 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0072 |
0.7% |
38% |
False |
False |
12,986 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0068 |
0.7% |
38% |
False |
False |
8,723 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0064 |
0.6% |
38% |
False |
False |
6,568 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0056 |
0.6% |
38% |
False |
False |
5,264 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0051 |
0.5% |
38% |
False |
False |
4,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0126 |
|
2.618 |
1.0010 |
|
1.618 |
0.9939 |
|
1.000 |
0.9895 |
|
0.618 |
0.9868 |
|
HIGH |
0.9824 |
|
0.618 |
0.9797 |
|
0.500 |
0.9789 |
|
0.382 |
0.9780 |
|
LOW |
0.9753 |
|
0.618 |
0.9709 |
|
1.000 |
0.9682 |
|
1.618 |
0.9638 |
|
2.618 |
0.9567 |
|
4.250 |
0.9451 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9789 |
0.9781 |
| PP |
0.9788 |
0.9774 |
| S1 |
0.9788 |
0.9767 |
|