CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9689 |
-0.0089 |
-0.9% |
0.9755 |
| High |
0.9778 |
0.9725 |
-0.0053 |
-0.5% |
0.9800 |
| Low |
0.9680 |
0.9670 |
-0.0010 |
-0.1% |
0.9670 |
| Close |
0.9692 |
0.9721 |
0.0029 |
0.3% |
0.9721 |
| Range |
0.0098 |
0.0055 |
-0.0043 |
-43.9% |
0.0130 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
253 |
288 |
35 |
13.8% |
1,065 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9851 |
0.9751 |
|
| R3 |
0.9815 |
0.9796 |
0.9736 |
|
| R2 |
0.9760 |
0.9760 |
0.9731 |
|
| R1 |
0.9741 |
0.9741 |
0.9726 |
0.9751 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9710 |
| S1 |
0.9686 |
0.9686 |
0.9716 |
0.9696 |
| S2 |
0.9650 |
0.9650 |
0.9711 |
|
| S3 |
0.9595 |
0.9631 |
0.9706 |
|
| S4 |
0.9540 |
0.9576 |
0.9691 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0120 |
1.0051 |
0.9793 |
|
| R3 |
0.9990 |
0.9921 |
0.9757 |
|
| R2 |
0.9860 |
0.9860 |
0.9745 |
|
| R1 |
0.9791 |
0.9791 |
0.9733 |
0.9761 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9715 |
| S1 |
0.9661 |
0.9661 |
0.9709 |
0.9631 |
| S2 |
0.9600 |
0.9600 |
0.9697 |
|
| S3 |
0.9470 |
0.9531 |
0.9685 |
|
| S4 |
0.9340 |
0.9401 |
0.9650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9800 |
0.9670 |
0.0130 |
1.3% |
0.0067 |
0.7% |
39% |
False |
True |
213 |
| 10 |
0.9800 |
0.9654 |
0.0146 |
1.5% |
0.0060 |
0.6% |
46% |
False |
False |
222 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0059 |
0.6% |
69% |
False |
False |
262 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0055 |
0.6% |
30% |
False |
False |
186 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
30% |
False |
False |
151 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0045 |
0.5% |
30% |
False |
False |
157 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0041 |
0.4% |
30% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9959 |
|
2.618 |
0.9869 |
|
1.618 |
0.9814 |
|
1.000 |
0.9780 |
|
0.618 |
0.9759 |
|
HIGH |
0.9725 |
|
0.618 |
0.9704 |
|
0.500 |
0.9698 |
|
0.382 |
0.9691 |
|
LOW |
0.9670 |
|
0.618 |
0.9636 |
|
1.000 |
0.9615 |
|
1.618 |
0.9581 |
|
2.618 |
0.9526 |
|
4.250 |
0.9436 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9735 |
| PP |
0.9705 |
0.9730 |
| S1 |
0.9698 |
0.9726 |
|