CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9723 |
0.0033 |
0.3% |
0.9550 |
| High |
0.9707 |
0.9765 |
0.0058 |
0.6% |
0.9755 |
| Low |
0.9630 |
0.9665 |
0.0035 |
0.4% |
0.9545 |
| Close |
0.9682 |
0.9668 |
-0.0014 |
-0.1% |
0.9682 |
| Range |
0.0077 |
0.0100 |
0.0023 |
29.9% |
0.0210 |
| ATR |
0.0065 |
0.0067 |
0.0003 |
3.9% |
0.0000 |
| Volume |
262 |
322 |
60 |
22.9% |
1,260 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9934 |
0.9723 |
|
| R3 |
0.9899 |
0.9834 |
0.9696 |
|
| R2 |
0.9799 |
0.9799 |
0.9686 |
|
| R1 |
0.9734 |
0.9734 |
0.9677 |
0.9717 |
| PP |
0.9699 |
0.9699 |
0.9699 |
0.9691 |
| S1 |
0.9634 |
0.9634 |
0.9659 |
0.9617 |
| S2 |
0.9599 |
0.9599 |
0.9650 |
|
| S3 |
0.9499 |
0.9534 |
0.9641 |
|
| S4 |
0.9399 |
0.9434 |
0.9613 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0196 |
0.9798 |
|
| R3 |
1.0081 |
0.9986 |
0.9740 |
|
| R2 |
0.9871 |
0.9871 |
0.9721 |
|
| R1 |
0.9776 |
0.9776 |
0.9701 |
0.9824 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9684 |
| S1 |
0.9566 |
0.9566 |
0.9663 |
0.9614 |
| S2 |
0.9451 |
0.9451 |
0.9644 |
|
| S3 |
0.9241 |
0.9356 |
0.9624 |
|
| S4 |
0.9031 |
0.9146 |
0.9567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9765 |
0.9579 |
0.0186 |
1.9% |
0.0071 |
0.7% |
48% |
True |
False |
274 |
| 10 |
0.9765 |
0.9545 |
0.0220 |
2.3% |
0.0065 |
0.7% |
56% |
True |
False |
300 |
| 20 |
0.9930 |
0.9545 |
0.0385 |
4.0% |
0.0057 |
0.6% |
32% |
False |
False |
230 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0051 |
0.5% |
21% |
False |
False |
147 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0046 |
0.5% |
21% |
False |
False |
133 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0042 |
0.4% |
21% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0027 |
|
1.618 |
0.9927 |
|
1.000 |
0.9865 |
|
0.618 |
0.9827 |
|
HIGH |
0.9765 |
|
0.618 |
0.9727 |
|
0.500 |
0.9715 |
|
0.382 |
0.9703 |
|
LOW |
0.9665 |
|
0.618 |
0.9603 |
|
1.000 |
0.9565 |
|
1.618 |
0.9503 |
|
2.618 |
0.9403 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9698 |
| PP |
0.9699 |
0.9688 |
| S1 |
0.9684 |
0.9678 |
|