CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9720 |
0.9712 |
-0.0008 |
-0.1% |
0.9550 |
| High |
0.9725 |
0.9740 |
0.0015 |
0.2% |
0.9755 |
| Low |
0.9675 |
0.9710 |
0.0035 |
0.4% |
0.9545 |
| Close |
0.9689 |
0.9710 |
0.0021 |
0.2% |
0.9682 |
| Range |
0.0050 |
0.0030 |
-0.0020 |
-40.0% |
0.0210 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
102 |
91 |
-11 |
-10.8% |
1,260 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9790 |
0.9727 |
|
| R3 |
0.9780 |
0.9760 |
0.9718 |
|
| R2 |
0.9750 |
0.9750 |
0.9716 |
|
| R1 |
0.9730 |
0.9730 |
0.9713 |
0.9725 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9718 |
| S1 |
0.9700 |
0.9700 |
0.9707 |
0.9695 |
| S2 |
0.9690 |
0.9690 |
0.9705 |
|
| S3 |
0.9660 |
0.9670 |
0.9702 |
|
| S4 |
0.9630 |
0.9640 |
0.9694 |
|
|
| 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% |
0.0064 |
0.7% |
59% |
False |
False |
264 |
| 10 |
0.9765 |
0.9545 |
0.0220 |
2.3% |
0.0062 |
0.6% |
75% |
False |
False |
275 |
| 20 |
0.9843 |
0.9545 |
0.0298 |
3.1% |
0.0059 |
0.6% |
55% |
False |
False |
252 |
| 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 |
143 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
28% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9819 |
|
1.618 |
0.9789 |
|
1.000 |
0.9770 |
|
0.618 |
0.9759 |
|
HIGH |
0.9740 |
|
0.618 |
0.9729 |
|
0.500 |
0.9725 |
|
0.382 |
0.9721 |
|
LOW |
0.9710 |
|
0.618 |
0.9691 |
|
1.000 |
0.9680 |
|
1.618 |
0.9661 |
|
2.618 |
0.9631 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9725 |
0.9706 |
| PP |
0.9720 |
0.9701 |
| S1 |
0.9715 |
0.9697 |
|