CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9631 |
0.9729 |
0.0098 |
1.0% |
0.9730 |
| High |
0.9733 |
0.9791 |
0.0058 |
0.6% |
0.9792 |
| Low |
0.9625 |
0.9710 |
0.0085 |
0.9% |
0.9572 |
| Close |
0.9715 |
0.9756 |
0.0041 |
0.4% |
0.9613 |
| Range |
0.0108 |
0.0081 |
-0.0027 |
-25.0% |
0.0220 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0000 |
| Volume |
126,590 |
118,959 |
-7,631 |
-6.0% |
542,011 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9995 |
0.9957 |
0.9801 |
|
| R3 |
0.9914 |
0.9876 |
0.9778 |
|
| R2 |
0.9833 |
0.9833 |
0.9771 |
|
| R1 |
0.9795 |
0.9795 |
0.9763 |
0.9814 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9762 |
| S1 |
0.9714 |
0.9714 |
0.9749 |
0.9733 |
| S2 |
0.9671 |
0.9671 |
0.9741 |
|
| S3 |
0.9590 |
0.9633 |
0.9734 |
|
| S4 |
0.9509 |
0.9552 |
0.9711 |
|
|
| 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 |
0.9791 |
0.9568 |
0.0223 |
2.3% |
0.0087 |
0.9% |
84% |
True |
False |
121,816 |
| 10 |
0.9792 |
0.9568 |
0.0224 |
2.3% |
0.0080 |
0.8% |
84% |
False |
False |
119,239 |
| 20 |
1.0038 |
0.9568 |
0.0470 |
4.8% |
0.0082 |
0.8% |
40% |
False |
False |
111,229 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0079 |
0.8% |
30% |
False |
False |
98,991 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0075 |
0.8% |
30% |
False |
False |
91,474 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0072 |
0.7% |
30% |
False |
False |
69,722 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
30% |
False |
False |
55,812 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0069 |
0.7% |
30% |
False |
False |
46,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0135 |
|
2.618 |
1.0003 |
|
1.618 |
0.9922 |
|
1.000 |
0.9872 |
|
0.618 |
0.9841 |
|
HIGH |
0.9791 |
|
0.618 |
0.9760 |
|
0.500 |
0.9751 |
|
0.382 |
0.9741 |
|
LOW |
0.9710 |
|
0.618 |
0.9660 |
|
1.000 |
0.9629 |
|
1.618 |
0.9579 |
|
2.618 |
0.9498 |
|
4.250 |
0.9366 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9734 |
| PP |
0.9752 |
0.9712 |
| S1 |
0.9751 |
0.9690 |
|