CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9782 |
0.0032 |
0.3% |
0.9723 |
| High |
0.9798 |
0.9800 |
0.0002 |
0.0% |
0.9765 |
| Low |
0.9750 |
0.9740 |
-0.0010 |
-0.1% |
0.9654 |
| Close |
0.9788 |
0.9771 |
-0.0017 |
-0.2% |
0.9739 |
| Range |
0.0048 |
0.0060 |
0.0012 |
25.0% |
0.0111 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
240 |
254 |
14 |
5.8% |
1,164 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9921 |
0.9804 |
|
| R3 |
0.9890 |
0.9861 |
0.9788 |
|
| R2 |
0.9830 |
0.9830 |
0.9782 |
|
| R1 |
0.9801 |
0.9801 |
0.9777 |
0.9786 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9763 |
| S1 |
0.9741 |
0.9741 |
0.9766 |
0.9726 |
| S2 |
0.9710 |
0.9710 |
0.9760 |
|
| S3 |
0.9650 |
0.9681 |
0.9755 |
|
| S4 |
0.9590 |
0.9621 |
0.9738 |
|
|
| 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 |
0.9800 |
0.9700 |
0.0100 |
1.0% |
0.0047 |
0.5% |
71% |
True |
False |
143 |
| 10 |
0.9800 |
0.9630 |
0.0170 |
1.7% |
0.0060 |
0.6% |
83% |
True |
False |
223 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0057 |
0.6% |
89% |
True |
False |
255 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0053 |
0.5% |
38% |
False |
False |
174 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0047 |
0.5% |
38% |
False |
False |
145 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.0% |
0.0044 |
0.4% |
38% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0055 |
|
2.618 |
0.9957 |
|
1.618 |
0.9897 |
|
1.000 |
0.9860 |
|
0.618 |
0.9837 |
|
HIGH |
0.9800 |
|
0.618 |
0.9777 |
|
0.500 |
0.9770 |
|
0.382 |
0.9763 |
|
LOW |
0.9740 |
|
0.618 |
0.9703 |
|
1.000 |
0.9680 |
|
1.618 |
0.9643 |
|
2.618 |
0.9583 |
|
4.250 |
0.9485 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9764 |
| PP |
0.9770 |
0.9757 |
| S1 |
0.9770 |
0.9750 |
|