CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0154 |
1.0168 |
0.0014 |
0.1% |
1.0058 |
| High |
1.0154 |
1.0170 |
0.0016 |
0.2% |
1.0154 |
| Low |
1.0149 |
1.0155 |
0.0006 |
0.1% |
1.0021 |
| Close |
1.0149 |
1.0155 |
0.0006 |
0.1% |
1.0149 |
| Range |
0.0005 |
0.0015 |
0.0010 |
200.0% |
0.0133 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
29 |
31 |
2 |
6.9% |
68 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0195 |
1.0163 |
|
| R3 |
1.0190 |
1.0180 |
1.0159 |
|
| R2 |
1.0175 |
1.0175 |
1.0158 |
|
| R1 |
1.0165 |
1.0165 |
1.0156 |
1.0163 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0159 |
| S1 |
1.0150 |
1.0150 |
1.0154 |
1.0148 |
| S2 |
1.0145 |
1.0145 |
1.0152 |
|
| S3 |
1.0130 |
1.0135 |
1.0151 |
|
| S4 |
1.0115 |
1.0120 |
1.0147 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0461 |
1.0222 |
|
| R3 |
1.0374 |
1.0328 |
1.0186 |
|
| R2 |
1.0241 |
1.0241 |
1.0173 |
|
| R1 |
1.0195 |
1.0195 |
1.0161 |
1.0218 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0120 |
| S1 |
1.0062 |
1.0062 |
1.0137 |
1.0085 |
| S2 |
0.9975 |
0.9975 |
1.0125 |
|
| S3 |
0.9842 |
0.9929 |
1.0112 |
|
| S4 |
0.9709 |
0.9796 |
1.0076 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0234 |
|
2.618 |
1.0209 |
|
1.618 |
1.0194 |
|
1.000 |
1.0185 |
|
0.618 |
1.0179 |
|
HIGH |
1.0170 |
|
0.618 |
1.0164 |
|
0.500 |
1.0163 |
|
0.382 |
1.0161 |
|
LOW |
1.0155 |
|
0.618 |
1.0146 |
|
1.000 |
1.0140 |
|
1.618 |
1.0131 |
|
2.618 |
1.0116 |
|
4.250 |
1.0091 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0163 |
1.0141 |
| PP |
1.0160 |
1.0127 |
| S1 |
1.0158 |
1.0113 |
|