CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9720 |
0.0052 |
0.5% |
0.9550 |
| High |
0.9715 |
0.9725 |
0.0010 |
0.1% |
0.9755 |
| Low |
0.9654 |
0.9675 |
0.0021 |
0.2% |
0.9545 |
| Close |
0.9710 |
0.9689 |
-0.0021 |
-0.2% |
0.9682 |
| Range |
0.0061 |
0.0050 |
-0.0011 |
-18.0% |
0.0210 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
547 |
102 |
-445 |
-81.4% |
1,260 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9818 |
0.9717 |
|
| R3 |
0.9796 |
0.9768 |
0.9703 |
|
| R2 |
0.9746 |
0.9746 |
0.9698 |
|
| R1 |
0.9718 |
0.9718 |
0.9694 |
0.9707 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9691 |
| S1 |
0.9668 |
0.9668 |
0.9684 |
0.9657 |
| S2 |
0.9646 |
0.9646 |
0.9680 |
|
| S3 |
0.9596 |
0.9618 |
0.9675 |
|
| S4 |
0.9546 |
0.9568 |
0.9662 |
|
|
| 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 |
0.9630 |
0.0135 |
1.4% |
0.0073 |
0.7% |
44% |
False |
False |
304 |
| 10 |
0.9765 |
0.9545 |
0.0220 |
2.3% |
0.0065 |
0.7% |
65% |
False |
False |
277 |
| 20 |
0.9877 |
0.9545 |
0.0332 |
3.4% |
0.0059 |
0.6% |
43% |
False |
False |
249 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0051 |
0.5% |
24% |
False |
False |
159 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0047 |
0.5% |
24% |
False |
False |
143 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
24% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9938 |
|
2.618 |
0.9856 |
|
1.618 |
0.9806 |
|
1.000 |
0.9775 |
|
0.618 |
0.9756 |
|
HIGH |
0.9725 |
|
0.618 |
0.9706 |
|
0.500 |
0.9700 |
|
0.382 |
0.9694 |
|
LOW |
0.9675 |
|
0.618 |
0.9644 |
|
1.000 |
0.9625 |
|
1.618 |
0.9594 |
|
2.618 |
0.9544 |
|
4.250 |
0.9463 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9710 |
| PP |
0.9696 |
0.9703 |
| S1 |
0.9693 |
0.9696 |
|