CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9616 |
0.9617 |
0.0001 |
0.0% |
0.9730 |
| High |
0.9641 |
0.9648 |
0.0007 |
0.1% |
0.9792 |
| Low |
0.9568 |
0.9588 |
0.0020 |
0.2% |
0.9572 |
| Close |
0.9614 |
0.9625 |
0.0011 |
0.1% |
0.9613 |
| Range |
0.0073 |
0.0060 |
-0.0013 |
-17.8% |
0.0220 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
103,416 |
104,621 |
1,205 |
1.2% |
542,011 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9800 |
0.9773 |
0.9658 |
|
| R3 |
0.9740 |
0.9713 |
0.9642 |
|
| R2 |
0.9680 |
0.9680 |
0.9636 |
|
| R1 |
0.9653 |
0.9653 |
0.9631 |
0.9667 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9627 |
| S1 |
0.9593 |
0.9593 |
0.9620 |
0.9607 |
| S2 |
0.9560 |
0.9560 |
0.9614 |
|
| S3 |
0.9500 |
0.9533 |
0.9609 |
|
| S4 |
0.9440 |
0.9473 |
0.9592 |
|
|
| 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 |
0.9777 |
0.9568 |
0.0209 |
2.2% |
0.0085 |
0.9% |
27% |
False |
False |
124,152 |
| 10 |
0.9843 |
0.9568 |
0.0275 |
2.9% |
0.0078 |
0.8% |
21% |
False |
False |
117,362 |
| 20 |
1.0068 |
0.9568 |
0.0500 |
5.2% |
0.0081 |
0.8% |
11% |
False |
False |
109,407 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0078 |
0.8% |
9% |
False |
False |
97,346 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0074 |
0.8% |
9% |
False |
False |
88,197 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0071 |
0.7% |
9% |
False |
False |
66,657 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0069 |
0.7% |
9% |
False |
False |
53,358 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.5% |
0.0069 |
0.7% |
9% |
False |
False |
44,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9903 |
|
2.618 |
0.9805 |
|
1.618 |
0.9745 |
|
1.000 |
0.9708 |
|
0.618 |
0.9685 |
|
HIGH |
0.9648 |
|
0.618 |
0.9625 |
|
0.500 |
0.9618 |
|
0.382 |
0.9611 |
|
LOW |
0.9588 |
|
0.618 |
0.9551 |
|
1.000 |
0.9528 |
|
1.618 |
0.9491 |
|
2.618 |
0.9431 |
|
4.250 |
0.9333 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9623 |
0.9626 |
| PP |
0.9620 |
0.9625 |
| S1 |
0.9618 |
0.9625 |
|