CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9592 |
0.9600 |
0.0008 |
0.1% |
0.9691 |
| High |
0.9592 |
0.9682 |
0.0090 |
0.9% |
0.9706 |
| Low |
0.9579 |
0.9600 |
0.0021 |
0.2% |
0.9536 |
| Close |
0.9579 |
0.9667 |
0.0088 |
0.9% |
0.9577 |
| Range |
0.0013 |
0.0082 |
0.0069 |
530.8% |
0.0170 |
| ATR |
0.0039 |
0.0043 |
0.0005 |
11.9% |
0.0000 |
| Volume |
91 |
23 |
-68 |
-74.7% |
232 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9863 |
0.9712 |
|
| R3 |
0.9814 |
0.9781 |
0.9690 |
|
| R2 |
0.9732 |
0.9732 |
0.9682 |
|
| R1 |
0.9699 |
0.9699 |
0.9675 |
0.9716 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9658 |
| S1 |
0.9617 |
0.9617 |
0.9659 |
0.9634 |
| S2 |
0.9568 |
0.9568 |
0.9652 |
|
| S3 |
0.9486 |
0.9535 |
0.9644 |
|
| S4 |
0.9404 |
0.9453 |
0.9622 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0017 |
0.9671 |
|
| R3 |
0.9946 |
0.9847 |
0.9624 |
|
| R2 |
0.9776 |
0.9776 |
0.9608 |
|
| R1 |
0.9677 |
0.9677 |
0.9593 |
0.9642 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9589 |
| S1 |
0.9507 |
0.9507 |
0.9561 |
0.9472 |
| S2 |
0.9436 |
0.9436 |
0.9546 |
|
| S3 |
0.9266 |
0.9337 |
0.9530 |
|
| S4 |
0.9096 |
0.9167 |
0.9484 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0031 |
|
2.618 |
0.9897 |
|
1.618 |
0.9815 |
|
1.000 |
0.9764 |
|
0.618 |
0.9733 |
|
HIGH |
0.9682 |
|
0.618 |
0.9651 |
|
0.500 |
0.9641 |
|
0.382 |
0.9631 |
|
LOW |
0.9600 |
|
0.618 |
0.9549 |
|
1.000 |
0.9518 |
|
1.618 |
0.9467 |
|
2.618 |
0.9385 |
|
4.250 |
0.9252 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9658 |
0.9651 |
| PP |
0.9650 |
0.9635 |
| S1 |
0.9641 |
0.9619 |
|