CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9704 |
0.9679 |
-0.0025 |
-0.3% |
0.9730 |
| High |
0.9740 |
0.9683 |
-0.0057 |
-0.6% |
0.9792 |
| Low |
0.9642 |
0.9572 |
-0.0070 |
-0.7% |
0.9572 |
| Close |
0.9677 |
0.9613 |
-0.0064 |
-0.7% |
0.9613 |
| Range |
0.0098 |
0.0111 |
0.0013 |
13.3% |
0.0220 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.9% |
0.0000 |
| Volume |
137,906 |
155,494 |
17,588 |
12.8% |
542,011 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9895 |
0.9674 |
|
| R3 |
0.9845 |
0.9784 |
0.9644 |
|
| R2 |
0.9734 |
0.9734 |
0.9633 |
|
| R1 |
0.9673 |
0.9673 |
0.9623 |
0.9648 |
| PP |
0.9623 |
0.9623 |
0.9623 |
0.9610 |
| S1 |
0.9562 |
0.9562 |
0.9603 |
0.9537 |
| S2 |
0.9512 |
0.9512 |
0.9593 |
|
| S3 |
0.9401 |
0.9451 |
0.9582 |
|
| S4 |
0.9290 |
0.9340 |
0.9552 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0186 |
0.9734 |
|
| R3 |
1.0099 |
0.9966 |
0.9674 |
|
| R2 |
0.9879 |
0.9879 |
0.9653 |
|
| R1 |
0.9746 |
0.9746 |
0.9633 |
0.9703 |
| PP |
0.9659 |
0.9659 |
0.9659 |
0.9637 |
| S1 |
0.9526 |
0.9526 |
0.9593 |
0.9483 |
| S2 |
0.9439 |
0.9439 |
0.9573 |
|
| S3 |
0.9219 |
0.9306 |
0.9553 |
|
| S4 |
0.8999 |
0.9086 |
0.9492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9792 |
0.9572 |
0.0220 |
2.3% |
0.0083 |
0.9% |
19% |
False |
True |
124,290 |
| 10 |
0.9856 |
0.9572 |
0.0284 |
3.0% |
0.0082 |
0.8% |
14% |
False |
True |
117,408 |
| 20 |
1.0131 |
0.9572 |
0.0559 |
5.8% |
0.0083 |
0.9% |
7% |
False |
True |
107,640 |
| 40 |
1.0192 |
0.9572 |
0.0620 |
6.4% |
0.0078 |
0.8% |
7% |
False |
True |
95,787 |
| 60 |
1.0192 |
0.9572 |
0.0620 |
6.4% |
0.0074 |
0.8% |
7% |
False |
True |
85,077 |
| 80 |
1.0192 |
0.9572 |
0.0620 |
6.4% |
0.0071 |
0.7% |
7% |
False |
True |
64,060 |
| 100 |
1.0192 |
0.9572 |
0.0620 |
6.4% |
0.0070 |
0.7% |
7% |
False |
True |
51,282 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.5% |
0.0069 |
0.7% |
7% |
False |
False |
42,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0155 |
|
2.618 |
0.9974 |
|
1.618 |
0.9863 |
|
1.000 |
0.9794 |
|
0.618 |
0.9752 |
|
HIGH |
0.9683 |
|
0.618 |
0.9641 |
|
0.500 |
0.9628 |
|
0.382 |
0.9614 |
|
LOW |
0.9572 |
|
0.618 |
0.9503 |
|
1.000 |
0.9461 |
|
1.618 |
0.9392 |
|
2.618 |
0.9281 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9628 |
0.9675 |
| PP |
0.9623 |
0.9654 |
| S1 |
0.9618 |
0.9634 |
|