CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9687 |
0.0000 |
0.0% |
0.9556 |
| High |
0.9695 |
0.9695 |
0.0000 |
0.0% |
0.9719 |
| Low |
0.9687 |
0.9675 |
-0.0012 |
-0.1% |
0.9556 |
| Close |
0.9695 |
0.9675 |
-0.0020 |
-0.2% |
0.9668 |
| Range |
0.0008 |
0.0020 |
0.0012 |
150.0% |
0.0163 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
189 |
1 |
-188 |
-99.5% |
747 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9728 |
0.9686 |
|
| R3 |
0.9722 |
0.9708 |
0.9681 |
|
| R2 |
0.9702 |
0.9702 |
0.9679 |
|
| R1 |
0.9688 |
0.9688 |
0.9677 |
0.9685 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9680 |
| S1 |
0.9668 |
0.9668 |
0.9673 |
0.9665 |
| S2 |
0.9662 |
0.9662 |
0.9671 |
|
| S3 |
0.9642 |
0.9648 |
0.9670 |
|
| S4 |
0.9622 |
0.9628 |
0.9664 |
|
|
| 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 |
0.9780 |
|
2.618 |
0.9747 |
|
1.618 |
0.9727 |
|
1.000 |
0.9715 |
|
0.618 |
0.9707 |
|
HIGH |
0.9695 |
|
0.618 |
0.9687 |
|
0.500 |
0.9685 |
|
0.382 |
0.9683 |
|
LOW |
0.9675 |
|
0.618 |
0.9663 |
|
1.000 |
0.9655 |
|
1.618 |
0.9643 |
|
2.618 |
0.9623 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9674 |
| PP |
0.9682 |
0.9673 |
| S1 |
0.9678 |
0.9673 |
|