CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9769 |
0.0039 |
0.4% |
0.9784 |
| High |
0.9792 |
0.9777 |
-0.0015 |
-0.2% |
0.9843 |
| Low |
0.9726 |
0.9693 |
-0.0033 |
-0.3% |
0.9697 |
| Close |
0.9760 |
0.9707 |
-0.0053 |
-0.5% |
0.9709 |
| Range |
0.0066 |
0.0084 |
0.0018 |
27.3% |
0.0146 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.6% |
0.0000 |
| Volume |
129,284 |
119,327 |
-9,957 |
-7.7% |
513,978 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9926 |
0.9753 |
|
| R3 |
0.9894 |
0.9842 |
0.9730 |
|
| R2 |
0.9810 |
0.9810 |
0.9722 |
|
| R1 |
0.9758 |
0.9758 |
0.9715 |
0.9742 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9718 |
| S1 |
0.9674 |
0.9674 |
0.9699 |
0.9658 |
| S2 |
0.9642 |
0.9642 |
0.9692 |
|
| S3 |
0.9558 |
0.9590 |
0.9684 |
|
| S4 |
0.9474 |
0.9506 |
0.9661 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0094 |
0.9789 |
|
| R3 |
1.0042 |
0.9948 |
0.9749 |
|
| R2 |
0.9896 |
0.9896 |
0.9736 |
|
| R1 |
0.9802 |
0.9802 |
0.9722 |
0.9776 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9737 |
| S1 |
0.9656 |
0.9656 |
0.9696 |
0.9630 |
| S2 |
0.9604 |
0.9604 |
0.9682 |
|
| S3 |
0.9458 |
0.9510 |
0.9669 |
|
| S4 |
0.9312 |
0.9364 |
0.9629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9795 |
0.9693 |
0.0102 |
1.1% |
0.0073 |
0.7% |
14% |
False |
True |
116,014 |
| 10 |
0.9947 |
0.9693 |
0.0254 |
2.6% |
0.0078 |
0.8% |
6% |
False |
True |
112,297 |
| 20 |
1.0165 |
0.9693 |
0.0472 |
4.9% |
0.0079 |
0.8% |
3% |
False |
True |
100,200 |
| 40 |
1.0192 |
0.9693 |
0.0499 |
5.1% |
0.0076 |
0.8% |
3% |
False |
True |
92,809 |
| 60 |
1.0192 |
0.9693 |
0.0499 |
5.1% |
0.0073 |
0.8% |
3% |
False |
True |
80,344 |
| 80 |
1.0192 |
0.9693 |
0.0499 |
5.1% |
0.0069 |
0.7% |
3% |
False |
True |
60,398 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0069 |
0.7% |
8% |
False |
False |
48,351 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0069 |
0.7% |
22% |
False |
False |
40,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0134 |
|
2.618 |
0.9997 |
|
1.618 |
0.9913 |
|
1.000 |
0.9861 |
|
0.618 |
0.9829 |
|
HIGH |
0.9777 |
|
0.618 |
0.9745 |
|
0.500 |
0.9735 |
|
0.382 |
0.9725 |
|
LOW |
0.9693 |
|
0.618 |
0.9641 |
|
1.000 |
0.9609 |
|
1.618 |
0.9557 |
|
2.618 |
0.9473 |
|
4.250 |
0.9336 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9735 |
0.9743 |
| PP |
0.9726 |
0.9731 |
| S1 |
0.9716 |
0.9719 |
|