CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9679 |
0.9616 |
-0.0063 |
-0.7% |
0.9730 |
| High |
0.9683 |
0.9641 |
-0.0042 |
-0.4% |
0.9792 |
| Low |
0.9572 |
0.9568 |
-0.0004 |
0.0% |
0.9572 |
| Close |
0.9613 |
0.9614 |
0.0001 |
0.0% |
0.9613 |
| Range |
0.0111 |
0.0073 |
-0.0038 |
-34.2% |
0.0220 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
155,494 |
103,416 |
-52,078 |
-33.5% |
542,011 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9793 |
0.9654 |
|
| R3 |
0.9754 |
0.9720 |
0.9634 |
|
| R2 |
0.9681 |
0.9681 |
0.9627 |
|
| R1 |
0.9647 |
0.9647 |
0.9621 |
0.9628 |
| PP |
0.9608 |
0.9608 |
0.9608 |
0.9598 |
| S1 |
0.9574 |
0.9574 |
0.9607 |
0.9555 |
| S2 |
0.9535 |
0.9535 |
0.9601 |
|
| S3 |
0.9462 |
0.9501 |
0.9594 |
|
| S4 |
0.9389 |
0.9428 |
0.9574 |
|
|
| 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 |
0.9568 |
0.0224 |
2.3% |
0.0086 |
0.9% |
21% |
False |
True |
129,085 |
| 10 |
0.9843 |
0.9568 |
0.0275 |
2.9% |
0.0080 |
0.8% |
17% |
False |
True |
115,940 |
| 20 |
1.0068 |
0.9568 |
0.0500 |
5.2% |
0.0082 |
0.8% |
9% |
False |
True |
107,750 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0078 |
0.8% |
7% |
False |
True |
95,895 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0074 |
0.8% |
7% |
False |
True |
86,661 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0071 |
0.7% |
7% |
False |
True |
65,351 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0069 |
0.7% |
7% |
False |
True |
52,313 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0069 |
0.7% |
7% |
False |
True |
43,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9951 |
|
2.618 |
0.9832 |
|
1.618 |
0.9759 |
|
1.000 |
0.9714 |
|
0.618 |
0.9686 |
|
HIGH |
0.9641 |
|
0.618 |
0.9613 |
|
0.500 |
0.9605 |
|
0.382 |
0.9596 |
|
LOW |
0.9568 |
|
0.618 |
0.9523 |
|
1.000 |
0.9495 |
|
1.618 |
0.9450 |
|
2.618 |
0.9377 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9611 |
0.9654 |
| PP |
0.9608 |
0.9641 |
| S1 |
0.9605 |
0.9627 |
|