CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9796 |
0.9703 |
-0.0093 |
-0.9% |
0.9776 |
| High |
0.9808 |
0.9747 |
-0.0061 |
-0.6% |
0.9824 |
| Low |
0.9694 |
0.9690 |
-0.0004 |
0.0% |
0.9690 |
| Close |
0.9709 |
0.9739 |
0.0030 |
0.3% |
0.9739 |
| Range |
0.0114 |
0.0057 |
-0.0057 |
-50.0% |
0.0134 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
127,376 |
85,853 |
-41,523 |
-32.6% |
511,442 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9875 |
0.9770 |
|
| R3 |
0.9839 |
0.9818 |
0.9755 |
|
| R2 |
0.9782 |
0.9782 |
0.9749 |
|
| R1 |
0.9761 |
0.9761 |
0.9744 |
0.9772 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9731 |
| S1 |
0.9704 |
0.9704 |
0.9734 |
0.9715 |
| S2 |
0.9668 |
0.9668 |
0.9729 |
|
| S3 |
0.9611 |
0.9647 |
0.9723 |
|
| S4 |
0.9554 |
0.9590 |
0.9708 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0080 |
0.9813 |
|
| R3 |
1.0019 |
0.9946 |
0.9776 |
|
| R2 |
0.9885 |
0.9885 |
0.9764 |
|
| R1 |
0.9812 |
0.9812 |
0.9751 |
0.9782 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9736 |
| S1 |
0.9678 |
0.9678 |
0.9727 |
0.9648 |
| S2 |
0.9617 |
0.9617 |
0.9714 |
|
| S3 |
0.9483 |
0.9544 |
0.9702 |
|
| S4 |
0.9349 |
0.9410 |
0.9665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9824 |
0.9690 |
0.0134 |
1.4% |
0.0081 |
0.8% |
37% |
False |
True |
102,288 |
| 10 |
0.9824 |
0.9663 |
0.0161 |
1.7% |
0.0075 |
0.8% |
47% |
False |
False |
70,043 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0077 |
0.8% |
69% |
False |
False |
36,182 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0074 |
0.8% |
30% |
False |
False |
18,284 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0070 |
0.7% |
30% |
False |
False |
12,275 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
30% |
False |
False |
9,231 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0058 |
0.6% |
30% |
False |
False |
7,397 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0052 |
0.5% |
30% |
False |
False |
6,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9989 |
|
2.618 |
0.9896 |
|
1.618 |
0.9839 |
|
1.000 |
0.9804 |
|
0.618 |
0.9782 |
|
HIGH |
0.9747 |
|
0.618 |
0.9725 |
|
0.500 |
0.9719 |
|
0.382 |
0.9712 |
|
LOW |
0.9690 |
|
0.618 |
0.9655 |
|
1.000 |
0.9633 |
|
1.618 |
0.9598 |
|
2.618 |
0.9541 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9732 |
0.9757 |
| PP |
0.9725 |
0.9751 |
| S1 |
0.9719 |
0.9745 |
|