CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9755 |
0.9750 |
-0.0005 |
-0.1% |
0.9723 |
| High |
0.9775 |
0.9798 |
0.0023 |
0.2% |
0.9765 |
| Low |
0.9700 |
0.9750 |
0.0050 |
0.5% |
0.9654 |
| Close |
0.9727 |
0.9788 |
0.0061 |
0.6% |
0.9739 |
| Range |
0.0075 |
0.0048 |
-0.0027 |
-36.0% |
0.0111 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.8% |
0.0000 |
| Volume |
30 |
240 |
210 |
700.0% |
1,164 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9923 |
0.9903 |
0.9814 |
|
| R3 |
0.9875 |
0.9855 |
0.9801 |
|
| R2 |
0.9827 |
0.9827 |
0.9797 |
|
| R1 |
0.9807 |
0.9807 |
0.9792 |
0.9817 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9784 |
| S1 |
0.9759 |
0.9759 |
0.9784 |
0.9769 |
| S2 |
0.9731 |
0.9731 |
0.9779 |
|
| S3 |
0.9683 |
0.9711 |
0.9775 |
|
| S4 |
0.9635 |
0.9663 |
0.9762 |
|
|
| 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 |
0.9798 |
0.9675 |
0.0123 |
1.3% |
0.0045 |
0.5% |
92% |
True |
False |
113 |
| 10 |
0.9798 |
0.9618 |
0.0180 |
1.8% |
0.0062 |
0.6% |
94% |
True |
False |
215 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0056 |
0.6% |
95% |
False |
False |
244 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0051 |
0.5% |
41% |
False |
False |
168 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0047 |
0.5% |
41% |
False |
False |
142 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0043 |
0.4% |
41% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0002 |
|
2.618 |
0.9924 |
|
1.618 |
0.9876 |
|
1.000 |
0.9846 |
|
0.618 |
0.9828 |
|
HIGH |
0.9798 |
|
0.618 |
0.9780 |
|
0.500 |
0.9774 |
|
0.382 |
0.9768 |
|
LOW |
0.9750 |
|
0.618 |
0.9720 |
|
1.000 |
0.9702 |
|
1.618 |
0.9672 |
|
2.618 |
0.9624 |
|
4.250 |
0.9546 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9783 |
0.9775 |
| PP |
0.9779 |
0.9762 |
| S1 |
0.9774 |
0.9749 |
|