CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0132 |
-0.0065 |
-0.6% |
1.0168 |
| High |
1.0197 |
1.0171 |
-0.0026 |
-0.3% |
1.0254 |
| Low |
1.0188 |
1.0127 |
-0.0061 |
-0.6% |
1.0155 |
| Close |
1.0193 |
1.0171 |
-0.0022 |
-0.2% |
1.0232 |
| Range |
0.0009 |
0.0044 |
0.0035 |
388.9% |
0.0099 |
| ATR |
0.0034 |
0.0037 |
0.0002 |
6.5% |
0.0000 |
| Volume |
37 |
26 |
-11 |
-29.7% |
173 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0274 |
1.0195 |
|
| R3 |
1.0244 |
1.0230 |
1.0183 |
|
| R2 |
1.0200 |
1.0200 |
1.0179 |
|
| R1 |
1.0186 |
1.0186 |
1.0175 |
1.0193 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0160 |
| S1 |
1.0142 |
1.0142 |
1.0167 |
1.0149 |
| S2 |
1.0112 |
1.0112 |
1.0163 |
|
| S3 |
1.0068 |
1.0098 |
1.0159 |
|
| S4 |
1.0024 |
1.0054 |
1.0147 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0470 |
1.0286 |
|
| R3 |
1.0412 |
1.0371 |
1.0259 |
|
| R2 |
1.0313 |
1.0313 |
1.0250 |
|
| R1 |
1.0272 |
1.0272 |
1.0241 |
1.0293 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0224 |
| S1 |
1.0173 |
1.0173 |
1.0223 |
1.0194 |
| S2 |
1.0115 |
1.0115 |
1.0214 |
|
| S3 |
1.0016 |
1.0074 |
1.0205 |
|
| S4 |
0.9917 |
0.9975 |
1.0178 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0286 |
|
1.618 |
1.0242 |
|
1.000 |
1.0215 |
|
0.618 |
1.0198 |
|
HIGH |
1.0171 |
|
0.618 |
1.0154 |
|
0.500 |
1.0149 |
|
0.382 |
1.0144 |
|
LOW |
1.0127 |
|
0.618 |
1.0100 |
|
1.000 |
1.0083 |
|
1.618 |
1.0056 |
|
2.618 |
1.0012 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0168 |
| PP |
1.0156 |
1.0165 |
| S1 |
1.0149 |
1.0162 |
|