CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9771 |
0.0141 |
1.5% |
0.9705 |
| High |
0.9782 |
0.9784 |
0.0002 |
0.0% |
0.9782 |
| Low |
0.9630 |
0.9771 |
0.0141 |
1.5% |
0.9610 |
| Close |
0.9782 |
0.9784 |
0.0002 |
0.0% |
0.9782 |
| Range |
0.0152 |
0.0013 |
-0.0139 |
-91.4% |
0.0172 |
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.4% |
0.0000 |
| Volume |
16 |
30 |
14 |
87.5% |
106 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9819 |
0.9814 |
0.9791 |
|
| R3 |
0.9806 |
0.9801 |
0.9788 |
|
| R2 |
0.9793 |
0.9793 |
0.9786 |
|
| R1 |
0.9788 |
0.9788 |
0.9785 |
0.9791 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9781 |
| S1 |
0.9775 |
0.9775 |
0.9783 |
0.9778 |
| S2 |
0.9767 |
0.9767 |
0.9782 |
|
| S3 |
0.9754 |
0.9762 |
0.9780 |
|
| S4 |
0.9741 |
0.9749 |
0.9777 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0183 |
0.9877 |
|
| R3 |
1.0069 |
1.0011 |
0.9829 |
|
| R2 |
0.9897 |
0.9897 |
0.9814 |
|
| R1 |
0.9839 |
0.9839 |
0.9798 |
0.9868 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9739 |
| S1 |
0.9667 |
0.9667 |
0.9766 |
0.9696 |
| S2 |
0.9553 |
0.9553 |
0.9750 |
|
| S3 |
0.9381 |
0.9495 |
0.9735 |
|
| S4 |
0.9209 |
0.9323 |
0.9687 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9839 |
|
2.618 |
0.9818 |
|
1.618 |
0.9805 |
|
1.000 |
0.9797 |
|
0.618 |
0.9792 |
|
HIGH |
0.9784 |
|
0.618 |
0.9779 |
|
0.500 |
0.9778 |
|
0.382 |
0.9776 |
|
LOW |
0.9771 |
|
0.618 |
0.9763 |
|
1.000 |
0.9758 |
|
1.618 |
0.9750 |
|
2.618 |
0.9737 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9755 |
| PP |
0.9780 |
0.9726 |
| S1 |
0.9778 |
0.9697 |
|