CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9719 |
0.9610 |
-0.0109 |
-1.1% |
0.9556 |
| High |
0.9719 |
0.9668 |
-0.0051 |
-0.5% |
0.9719 |
| Low |
0.9705 |
0.9610 |
-0.0095 |
-1.0% |
0.9556 |
| Close |
0.9705 |
0.9668 |
-0.0037 |
-0.4% |
0.9668 |
| Range |
0.0014 |
0.0058 |
0.0044 |
314.3% |
0.0163 |
| ATR |
0.0044 |
0.0048 |
0.0004 |
8.3% |
0.0000 |
| Volume |
569 |
19 |
-550 |
-96.7% |
747 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9823 |
0.9803 |
0.9700 |
|
| R3 |
0.9765 |
0.9745 |
0.9684 |
|
| R2 |
0.9707 |
0.9707 |
0.9679 |
|
| R1 |
0.9687 |
0.9687 |
0.9673 |
0.9697 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9654 |
| S1 |
0.9629 |
0.9629 |
0.9663 |
0.9639 |
| S2 |
0.9591 |
0.9591 |
0.9657 |
|
| S3 |
0.9533 |
0.9571 |
0.9652 |
|
| S4 |
0.9475 |
0.9513 |
0.9636 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0065 |
0.9758 |
|
| R3 |
0.9974 |
0.9902 |
0.9713 |
|
| R2 |
0.9811 |
0.9811 |
0.9698 |
|
| R1 |
0.9739 |
0.9739 |
0.9683 |
0.9775 |
| PP |
0.9648 |
0.9648 |
0.9648 |
0.9666 |
| S1 |
0.9576 |
0.9576 |
0.9653 |
0.9612 |
| S2 |
0.9485 |
0.9485 |
0.9638 |
|
| S3 |
0.9322 |
0.9413 |
0.9623 |
|
| S4 |
0.9159 |
0.9250 |
0.9578 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9820 |
|
1.618 |
0.9762 |
|
1.000 |
0.9726 |
|
0.618 |
0.9704 |
|
HIGH |
0.9668 |
|
0.618 |
0.9646 |
|
0.500 |
0.9639 |
|
0.382 |
0.9632 |
|
LOW |
0.9610 |
|
0.618 |
0.9574 |
|
1.000 |
0.9552 |
|
1.618 |
0.9516 |
|
2.618 |
0.9458 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9658 |
0.9665 |
| PP |
0.9649 |
0.9662 |
| S1 |
0.9639 |
0.9660 |
|