CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9723 |
0.9668 |
-0.0055 |
-0.6% |
0.9550 |
| High |
0.9765 |
0.9715 |
-0.0050 |
-0.5% |
0.9755 |
| Low |
0.9665 |
0.9654 |
-0.0011 |
-0.1% |
0.9545 |
| Close |
0.9668 |
0.9710 |
0.0042 |
0.4% |
0.9682 |
| Range |
0.0100 |
0.0061 |
-0.0039 |
-39.0% |
0.0210 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
322 |
547 |
225 |
69.9% |
1,260 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9876 |
0.9854 |
0.9744 |
|
| R3 |
0.9815 |
0.9793 |
0.9727 |
|
| R2 |
0.9754 |
0.9754 |
0.9721 |
|
| R1 |
0.9732 |
0.9732 |
0.9716 |
0.9743 |
| PP |
0.9693 |
0.9693 |
0.9693 |
0.9699 |
| S1 |
0.9671 |
0.9671 |
0.9704 |
0.9682 |
| S2 |
0.9632 |
0.9632 |
0.9699 |
|
| S3 |
0.9571 |
0.9610 |
0.9693 |
|
| S4 |
0.9510 |
0.9549 |
0.9676 |
|
|
| 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 |
0.9618 |
0.0147 |
1.5% |
0.0078 |
0.8% |
63% |
False |
False |
318 |
| 10 |
0.9765 |
0.9545 |
0.0220 |
2.3% |
0.0065 |
0.7% |
75% |
False |
False |
316 |
| 20 |
0.9925 |
0.9545 |
0.0380 |
3.9% |
0.0058 |
0.6% |
43% |
False |
False |
253 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0051 |
0.5% |
28% |
False |
False |
160 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0047 |
0.5% |
28% |
False |
False |
141 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
28% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9974 |
|
2.618 |
0.9875 |
|
1.618 |
0.9814 |
|
1.000 |
0.9776 |
|
0.618 |
0.9753 |
|
HIGH |
0.9715 |
|
0.618 |
0.9692 |
|
0.500 |
0.9685 |
|
0.382 |
0.9677 |
|
LOW |
0.9654 |
|
0.618 |
0.9616 |
|
1.000 |
0.9593 |
|
1.618 |
0.9555 |
|
2.618 |
0.9494 |
|
4.250 |
0.9395 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9706 |
| PP |
0.9693 |
0.9702 |
| S1 |
0.9685 |
0.9698 |
|