CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0169 |
0.0001 |
0.0% |
1.0058 |
| High |
1.0170 |
1.0212 |
0.0042 |
0.4% |
1.0154 |
| Low |
1.0155 |
1.0169 |
0.0014 |
0.1% |
1.0021 |
| Close |
1.0155 |
1.0199 |
0.0044 |
0.4% |
1.0149 |
| Range |
0.0015 |
0.0043 |
0.0028 |
186.7% |
0.0133 |
| ATR |
0.0034 |
0.0035 |
0.0002 |
4.9% |
0.0000 |
| Volume |
31 |
7 |
-24 |
-77.4% |
68 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0322 |
1.0304 |
1.0223 |
|
| R3 |
1.0279 |
1.0261 |
1.0211 |
|
| R2 |
1.0236 |
1.0236 |
1.0207 |
|
| R1 |
1.0218 |
1.0218 |
1.0203 |
1.0227 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0198 |
| S1 |
1.0175 |
1.0175 |
1.0195 |
1.0184 |
| S2 |
1.0150 |
1.0150 |
1.0191 |
|
| S3 |
1.0107 |
1.0132 |
1.0187 |
|
| S4 |
1.0064 |
1.0089 |
1.0175 |
|
|
| 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 |
1.0395 |
|
2.618 |
1.0325 |
|
1.618 |
1.0282 |
|
1.000 |
1.0255 |
|
0.618 |
1.0239 |
|
HIGH |
1.0212 |
|
0.618 |
1.0196 |
|
0.500 |
1.0191 |
|
0.382 |
1.0185 |
|
LOW |
1.0169 |
|
0.618 |
1.0142 |
|
1.000 |
1.0126 |
|
1.618 |
1.0099 |
|
2.618 |
1.0056 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0193 |
| PP |
1.0193 |
1.0187 |
| S1 |
1.0191 |
1.0181 |
|