CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9803 |
0.9796 |
-0.0007 |
-0.1% |
0.9749 |
| High |
0.9824 |
0.9808 |
-0.0016 |
-0.2% |
0.9783 |
| Low |
0.9753 |
0.9694 |
-0.0059 |
-0.6% |
0.9663 |
| Close |
0.9788 |
0.9709 |
-0.0079 |
-0.8% |
0.9754 |
| Range |
0.0071 |
0.0114 |
0.0043 |
60.6% |
0.0120 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.7% |
0.0000 |
| Volume |
103,215 |
127,376 |
24,161 |
23.4% |
188,991 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
1.0008 |
0.9772 |
|
| R3 |
0.9965 |
0.9894 |
0.9740 |
|
| R2 |
0.9851 |
0.9851 |
0.9730 |
|
| R1 |
0.9780 |
0.9780 |
0.9719 |
0.9759 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9726 |
| S1 |
0.9666 |
0.9666 |
0.9699 |
0.9645 |
| S2 |
0.9623 |
0.9623 |
0.9688 |
|
| S3 |
0.9509 |
0.9552 |
0.9678 |
|
| S4 |
0.9395 |
0.9438 |
0.9646 |
|
|
| 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 |
0.9694 |
0.0130 |
1.3% |
0.0079 |
0.8% |
12% |
False |
True |
98,175 |
| 10 |
0.9824 |
0.9639 |
0.0185 |
1.9% |
0.0079 |
0.8% |
38% |
False |
False |
61,988 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0077 |
0.8% |
57% |
False |
False |
31,927 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0074 |
0.8% |
25% |
False |
False |
16,160 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0069 |
0.7% |
25% |
False |
False |
10,845 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0064 |
0.7% |
25% |
False |
False |
8,159 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0057 |
0.6% |
25% |
False |
False |
6,538 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0052 |
0.5% |
25% |
False |
False |
5,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0106 |
|
1.618 |
0.9992 |
|
1.000 |
0.9922 |
|
0.618 |
0.9878 |
|
HIGH |
0.9808 |
|
0.618 |
0.9764 |
|
0.500 |
0.9751 |
|
0.382 |
0.9738 |
|
LOW |
0.9694 |
|
0.618 |
0.9624 |
|
1.000 |
0.9580 |
|
1.618 |
0.9510 |
|
2.618 |
0.9396 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9751 |
0.9759 |
| PP |
0.9737 |
0.9742 |
| S1 |
0.9723 |
0.9726 |
|