CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9735 |
0.9660 |
-0.0075 |
-0.8% |
0.9730 |
| High |
0.9756 |
0.9821 |
0.0065 |
0.7% |
0.9821 |
| Low |
0.9632 |
0.9641 |
0.0009 |
0.1% |
0.9632 |
| Close |
0.9641 |
0.9816 |
0.0175 |
1.8% |
0.9816 |
| Range |
0.0124 |
0.0180 |
0.0056 |
45.2% |
0.0189 |
| ATR |
0.0075 |
0.0083 |
0.0007 |
10.0% |
0.0000 |
| Volume |
124,436 |
152,130 |
27,694 |
22.3% |
530,879 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0238 |
0.9915 |
|
| R3 |
1.0119 |
1.0058 |
0.9866 |
|
| R2 |
0.9939 |
0.9939 |
0.9849 |
|
| R1 |
0.9878 |
0.9878 |
0.9833 |
0.9909 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9775 |
| S1 |
0.9698 |
0.9698 |
0.9800 |
0.9729 |
| S2 |
0.9579 |
0.9579 |
0.9783 |
|
| S3 |
0.9399 |
0.9518 |
0.9767 |
|
| S4 |
0.9219 |
0.9338 |
0.9717 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0259 |
0.9920 |
|
| R3 |
1.0134 |
1.0070 |
0.9868 |
|
| R2 |
0.9945 |
0.9945 |
0.9851 |
|
| R1 |
0.9881 |
0.9881 |
0.9833 |
0.9913 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9773 |
| S1 |
0.9692 |
0.9692 |
0.9799 |
0.9724 |
| S2 |
0.9567 |
0.9567 |
0.9781 |
|
| S3 |
0.9378 |
0.9503 |
0.9764 |
|
| S4 |
0.9189 |
0.9314 |
0.9712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9821 |
0.9632 |
0.0189 |
1.9% |
0.0092 |
0.9% |
97% |
True |
False |
106,175 |
| 10 |
0.9824 |
0.9632 |
0.0192 |
2.0% |
0.0087 |
0.9% |
96% |
False |
False |
104,232 |
| 20 |
0.9824 |
0.9554 |
0.0270 |
2.8% |
0.0081 |
0.8% |
97% |
False |
False |
62,397 |
| 40 |
1.0091 |
0.9554 |
0.0537 |
5.5% |
0.0078 |
0.8% |
49% |
False |
False |
31,528 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0073 |
0.7% |
43% |
False |
False |
21,114 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0067 |
0.7% |
43% |
False |
False |
15,862 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0061 |
0.6% |
43% |
False |
False |
12,703 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0055 |
0.6% |
43% |
False |
False |
10,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0586 |
|
2.618 |
1.0292 |
|
1.618 |
1.0112 |
|
1.000 |
1.0001 |
|
0.618 |
0.9932 |
|
HIGH |
0.9821 |
|
0.618 |
0.9752 |
|
0.500 |
0.9731 |
|
0.382 |
0.9710 |
|
LOW |
0.9641 |
|
0.618 |
0.9530 |
|
1.000 |
0.9461 |
|
1.618 |
0.9350 |
|
2.618 |
0.9170 |
|
4.250 |
0.8876 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9786 |
| PP |
0.9759 |
0.9756 |
| S1 |
0.9731 |
0.9727 |
|