CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9617 |
0.9631 |
0.0014 |
0.1% |
0.9730 |
| High |
0.9648 |
0.9733 |
0.0085 |
0.9% |
0.9792 |
| Low |
0.9588 |
0.9625 |
0.0037 |
0.4% |
0.9572 |
| Close |
0.9625 |
0.9715 |
0.0090 |
0.9% |
0.9613 |
| Range |
0.0060 |
0.0108 |
0.0048 |
80.0% |
0.0220 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
104,621 |
126,590 |
21,969 |
21.0% |
542,011 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9973 |
0.9774 |
|
| R3 |
0.9907 |
0.9865 |
0.9745 |
|
| R2 |
0.9799 |
0.9799 |
0.9735 |
|
| R1 |
0.9757 |
0.9757 |
0.9725 |
0.9778 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9702 |
| S1 |
0.9649 |
0.9649 |
0.9705 |
0.9670 |
| S2 |
0.9583 |
0.9583 |
0.9695 |
|
| S3 |
0.9475 |
0.9541 |
0.9685 |
|
| S4 |
0.9367 |
0.9433 |
0.9656 |
|
|
| 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 |
0.9740 |
0.9568 |
0.0172 |
1.8% |
0.0090 |
0.9% |
85% |
False |
False |
125,605 |
| 10 |
0.9795 |
0.9568 |
0.0227 |
2.3% |
0.0081 |
0.8% |
65% |
False |
False |
120,810 |
| 20 |
1.0038 |
0.9568 |
0.0470 |
4.8% |
0.0082 |
0.8% |
31% |
False |
False |
110,992 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0078 |
0.8% |
24% |
False |
False |
97,990 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0075 |
0.8% |
24% |
False |
False |
90,059 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0072 |
0.7% |
24% |
False |
False |
68,238 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
24% |
False |
False |
54,623 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0069 |
0.7% |
24% |
False |
False |
45,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0192 |
|
2.618 |
1.0016 |
|
1.618 |
0.9908 |
|
1.000 |
0.9841 |
|
0.618 |
0.9800 |
|
HIGH |
0.9733 |
|
0.618 |
0.9692 |
|
0.500 |
0.9679 |
|
0.382 |
0.9666 |
|
LOW |
0.9625 |
|
0.618 |
0.9558 |
|
1.000 |
0.9517 |
|
1.618 |
0.9450 |
|
2.618 |
0.9342 |
|
4.250 |
0.9166 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9703 |
0.9694 |
| PP |
0.9691 |
0.9672 |
| S1 |
0.9679 |
0.9651 |
|