CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9704 |
-0.0065 |
-0.7% |
0.9784 |
| High |
0.9777 |
0.9740 |
-0.0037 |
-0.4% |
0.9843 |
| Low |
0.9693 |
0.9642 |
-0.0051 |
-0.5% |
0.9697 |
| Close |
0.9707 |
0.9677 |
-0.0030 |
-0.3% |
0.9709 |
| Range |
0.0084 |
0.0098 |
0.0014 |
16.7% |
0.0146 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.9% |
0.0000 |
| Volume |
119,327 |
137,906 |
18,579 |
15.6% |
513,978 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9980 |
0.9927 |
0.9731 |
|
| R3 |
0.9882 |
0.9829 |
0.9704 |
|
| R2 |
0.9784 |
0.9784 |
0.9695 |
|
| R1 |
0.9731 |
0.9731 |
0.9686 |
0.9709 |
| PP |
0.9686 |
0.9686 |
0.9686 |
0.9675 |
| S1 |
0.9633 |
0.9633 |
0.9668 |
0.9611 |
| S2 |
0.9588 |
0.9588 |
0.9659 |
|
| S3 |
0.9490 |
0.9535 |
0.9650 |
|
| S4 |
0.9392 |
0.9437 |
0.9623 |
|
|
| 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 |
0.9792 |
0.9642 |
0.0150 |
1.6% |
0.0074 |
0.8% |
23% |
False |
True |
116,662 |
| 10 |
0.9890 |
0.9642 |
0.0248 |
2.6% |
0.0080 |
0.8% |
14% |
False |
True |
113,649 |
| 20 |
1.0165 |
0.9642 |
0.0523 |
5.4% |
0.0081 |
0.8% |
7% |
False |
True |
103,783 |
| 40 |
1.0192 |
0.9642 |
0.0550 |
5.7% |
0.0077 |
0.8% |
6% |
False |
True |
94,111 |
| 60 |
1.0192 |
0.9642 |
0.0550 |
5.7% |
0.0073 |
0.8% |
6% |
False |
True |
82,578 |
| 80 |
1.0192 |
0.9642 |
0.0550 |
5.7% |
0.0070 |
0.7% |
6% |
False |
True |
62,118 |
| 100 |
1.0192 |
0.9642 |
0.0550 |
5.7% |
0.0069 |
0.7% |
6% |
False |
True |
49,728 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0069 |
0.7% |
17% |
False |
False |
41,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
0.9997 |
|
1.618 |
0.9899 |
|
1.000 |
0.9838 |
|
0.618 |
0.9801 |
|
HIGH |
0.9740 |
|
0.618 |
0.9703 |
|
0.500 |
0.9691 |
|
0.382 |
0.9679 |
|
LOW |
0.9642 |
|
0.618 |
0.9581 |
|
1.000 |
0.9544 |
|
1.618 |
0.9483 |
|
2.618 |
0.9385 |
|
4.250 |
0.9226 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9691 |
0.9717 |
| PP |
0.9686 |
0.9704 |
| S1 |
0.9682 |
0.9690 |
|