CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9730 |
0.0027 |
0.3% |
0.9776 |
| High |
0.9747 |
0.9739 |
-0.0008 |
-0.1% |
0.9824 |
| Low |
0.9690 |
0.9674 |
-0.0016 |
-0.2% |
0.9690 |
| Close |
0.9739 |
0.9696 |
-0.0043 |
-0.4% |
0.9739 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0134 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
85,853 |
80,227 |
-5,626 |
-6.6% |
511,442 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9898 |
0.9862 |
0.9732 |
|
| R3 |
0.9833 |
0.9797 |
0.9714 |
|
| R2 |
0.9768 |
0.9768 |
0.9708 |
|
| R1 |
0.9732 |
0.9732 |
0.9702 |
0.9718 |
| PP |
0.9703 |
0.9703 |
0.9703 |
0.9696 |
| S1 |
0.9667 |
0.9667 |
0.9690 |
0.9653 |
| S2 |
0.9638 |
0.9638 |
0.9684 |
|
| S3 |
0.9573 |
0.9602 |
0.9678 |
|
| S4 |
0.9508 |
0.9537 |
0.9660 |
|
|
| 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 |
0.9674 |
0.0150 |
1.5% |
0.0077 |
0.8% |
15% |
False |
True |
98,051 |
| 10 |
0.9824 |
0.9663 |
0.0161 |
1.7% |
0.0070 |
0.7% |
20% |
False |
False |
76,892 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0078 |
0.8% |
53% |
False |
False |
40,058 |
| 40 |
1.0160 |
0.9554 |
0.0606 |
6.3% |
0.0074 |
0.8% |
23% |
False |
False |
20,284 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0070 |
0.7% |
23% |
False |
False |
13,610 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
23% |
False |
False |
10,233 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0058 |
0.6% |
23% |
False |
False |
8,199 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0053 |
0.5% |
23% |
False |
False |
6,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0015 |
|
2.618 |
0.9909 |
|
1.618 |
0.9844 |
|
1.000 |
0.9804 |
|
0.618 |
0.9779 |
|
HIGH |
0.9739 |
|
0.618 |
0.9714 |
|
0.500 |
0.9707 |
|
0.382 |
0.9699 |
|
LOW |
0.9674 |
|
0.618 |
0.9634 |
|
1.000 |
0.9609 |
|
1.618 |
0.9569 |
|
2.618 |
0.9504 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9707 |
0.9741 |
| PP |
0.9703 |
0.9726 |
| S1 |
0.9700 |
0.9711 |
|