CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 18-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2012 |
18-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9755 |
0.0010 |
0.1% |
0.9723 |
| High |
0.9754 |
0.9775 |
0.0021 |
0.2% |
0.9765 |
| Low |
0.9730 |
0.9700 |
-0.0030 |
-0.3% |
0.9654 |
| Close |
0.9739 |
0.9727 |
-0.0012 |
-0.1% |
0.9739 |
| Range |
0.0024 |
0.0075 |
0.0051 |
212.5% |
0.0111 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
102 |
30 |
-72 |
-70.6% |
1,164 |
|
| Daily Pivots for day following 18-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9959 |
0.9918 |
0.9768 |
|
| R3 |
0.9884 |
0.9843 |
0.9748 |
|
| R2 |
0.9809 |
0.9809 |
0.9741 |
|
| R1 |
0.9768 |
0.9768 |
0.9734 |
0.9751 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9726 |
| S1 |
0.9693 |
0.9693 |
0.9720 |
0.9676 |
| S2 |
0.9659 |
0.9659 |
0.9713 |
|
| S3 |
0.9584 |
0.9618 |
0.9706 |
|
| S4 |
0.9509 |
0.9543 |
0.9686 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
1.0007 |
0.9800 |
|
| R3 |
0.9941 |
0.9896 |
0.9770 |
|
| R2 |
0.9830 |
0.9830 |
0.9759 |
|
| R1 |
0.9785 |
0.9785 |
0.9749 |
0.9808 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9731 |
| S1 |
0.9674 |
0.9674 |
0.9729 |
0.9697 |
| S2 |
0.9608 |
0.9608 |
0.9719 |
|
| S3 |
0.9497 |
0.9563 |
0.9708 |
|
| S4 |
0.9386 |
0.9452 |
0.9678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9775 |
0.9654 |
0.0121 |
1.2% |
0.0048 |
0.5% |
60% |
True |
False |
174 |
| 10 |
0.9775 |
0.9579 |
0.0196 |
2.0% |
0.0060 |
0.6% |
76% |
True |
False |
224 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0057 |
0.6% |
71% |
False |
False |
250 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0051 |
0.5% |
31% |
False |
False |
163 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0047 |
0.5% |
31% |
False |
False |
142 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
31% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0094 |
|
2.618 |
0.9971 |
|
1.618 |
0.9896 |
|
1.000 |
0.9850 |
|
0.618 |
0.9821 |
|
HIGH |
0.9775 |
|
0.618 |
0.9746 |
|
0.500 |
0.9738 |
|
0.382 |
0.9729 |
|
LOW |
0.9700 |
|
0.618 |
0.9654 |
|
1.000 |
0.9625 |
|
1.618 |
0.9579 |
|
2.618 |
0.9504 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 18-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9738 |
0.9738 |
| PP |
0.9734 |
0.9734 |
| S1 |
0.9731 |
0.9731 |
|