CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9689 |
0.9710 |
0.0021 |
0.2% |
0.9755 |
| High |
0.9725 |
0.9710 |
-0.0015 |
-0.2% |
0.9800 |
| Low |
0.9670 |
0.9657 |
-0.0013 |
-0.1% |
0.9670 |
| Close |
0.9721 |
0.9678 |
-0.0043 |
-0.4% |
0.9721 |
| Range |
0.0055 |
0.0053 |
-0.0002 |
-3.6% |
0.0130 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
288 |
251 |
-37 |
-12.8% |
1,065 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9812 |
0.9707 |
|
| R3 |
0.9788 |
0.9759 |
0.9693 |
|
| R2 |
0.9735 |
0.9735 |
0.9688 |
|
| R1 |
0.9706 |
0.9706 |
0.9683 |
0.9694 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9676 |
| S1 |
0.9653 |
0.9653 |
0.9673 |
0.9641 |
| S2 |
0.9629 |
0.9629 |
0.9668 |
|
| S3 |
0.9576 |
0.9600 |
0.9663 |
|
| S4 |
0.9523 |
0.9547 |
0.9649 |
|
|
| 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 |
0.9657 |
0.0143 |
1.5% |
0.0063 |
0.6% |
15% |
False |
True |
257 |
| 10 |
0.9800 |
0.9654 |
0.0146 |
1.5% |
0.0055 |
0.6% |
16% |
False |
False |
215 |
| 20 |
0.9800 |
0.9545 |
0.0255 |
2.6% |
0.0060 |
0.6% |
52% |
False |
False |
257 |
| 40 |
1.0125 |
0.9545 |
0.0580 |
6.0% |
0.0057 |
0.6% |
23% |
False |
False |
192 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
23% |
False |
False |
155 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0045 |
0.5% |
23% |
False |
False |
154 |
| 100 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0042 |
0.4% |
23% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9935 |
|
2.618 |
0.9849 |
|
1.618 |
0.9796 |
|
1.000 |
0.9763 |
|
0.618 |
0.9743 |
|
HIGH |
0.9710 |
|
0.618 |
0.9690 |
|
0.500 |
0.9684 |
|
0.382 |
0.9677 |
|
LOW |
0.9657 |
|
0.618 |
0.9624 |
|
1.000 |
0.9604 |
|
1.618 |
0.9571 |
|
2.618 |
0.9518 |
|
4.250 |
0.9432 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9718 |
| PP |
0.9682 |
0.9704 |
| S1 |
0.9680 |
0.9691 |
|