CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9699 |
0.9754 |
0.0055 |
0.6% |
0.9667 |
| High |
0.9713 |
0.9775 |
0.0062 |
0.6% |
0.9725 |
| Low |
0.9699 |
0.9754 |
0.0055 |
0.6% |
0.9650 |
| Close |
0.9713 |
0.9770 |
0.0057 |
0.6% |
0.9725 |
| Range |
0.0014 |
0.0021 |
0.0007 |
50.0% |
0.0075 |
| ATR |
0.0040 |
0.0041 |
0.0002 |
4.0% |
0.0000 |
| Volume |
37 |
45 |
8 |
21.6% |
432 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9821 |
0.9782 |
|
| R3 |
0.9808 |
0.9800 |
0.9776 |
|
| R2 |
0.9787 |
0.9787 |
0.9774 |
|
| R1 |
0.9779 |
0.9779 |
0.9772 |
0.9783 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9769 |
| S1 |
0.9758 |
0.9758 |
0.9768 |
0.9762 |
| S2 |
0.9745 |
0.9745 |
0.9766 |
|
| S3 |
0.9724 |
0.9737 |
0.9764 |
|
| S4 |
0.9703 |
0.9716 |
0.9758 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9925 |
0.9900 |
0.9766 |
|
| R3 |
0.9850 |
0.9825 |
0.9746 |
|
| R2 |
0.9775 |
0.9775 |
0.9739 |
|
| R1 |
0.9750 |
0.9750 |
0.9732 |
0.9763 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9706 |
| S1 |
0.9675 |
0.9675 |
0.9718 |
0.9688 |
| S2 |
0.9625 |
0.9625 |
0.9711 |
|
| S3 |
0.9550 |
0.9600 |
0.9704 |
|
| S4 |
0.9475 |
0.9525 |
0.9684 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9864 |
|
2.618 |
0.9830 |
|
1.618 |
0.9809 |
|
1.000 |
0.9796 |
|
0.618 |
0.9788 |
|
HIGH |
0.9775 |
|
0.618 |
0.9767 |
|
0.500 |
0.9765 |
|
0.382 |
0.9762 |
|
LOW |
0.9754 |
|
0.618 |
0.9741 |
|
1.000 |
0.9733 |
|
1.618 |
0.9720 |
|
2.618 |
0.9699 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9759 |
| PP |
0.9766 |
0.9748 |
| S1 |
0.9765 |
0.9737 |
|