CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9729 |
0.9727 |
-0.0002 |
0.0% |
0.9616 |
| High |
0.9791 |
0.9756 |
-0.0035 |
-0.4% |
0.9791 |
| Low |
0.9710 |
0.9654 |
-0.0056 |
-0.6% |
0.9568 |
| Close |
0.9756 |
0.9715 |
-0.0041 |
-0.4% |
0.9715 |
| Range |
0.0081 |
0.0102 |
0.0021 |
25.9% |
0.0223 |
| ATR |
0.0081 |
0.0083 |
0.0001 |
1.8% |
0.0000 |
| Volume |
118,959 |
108,797 |
-10,162 |
-8.5% |
562,383 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9967 |
0.9771 |
|
| R3 |
0.9912 |
0.9865 |
0.9743 |
|
| R2 |
0.9810 |
0.9810 |
0.9734 |
|
| R1 |
0.9763 |
0.9763 |
0.9724 |
0.9736 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9695 |
| S1 |
0.9661 |
0.9661 |
0.9706 |
0.9634 |
| S2 |
0.9606 |
0.9606 |
0.9696 |
|
| S3 |
0.9504 |
0.9559 |
0.9687 |
|
| S4 |
0.9402 |
0.9457 |
0.9659 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0261 |
0.9838 |
|
| R3 |
1.0137 |
1.0038 |
0.9776 |
|
| R2 |
0.9914 |
0.9914 |
0.9756 |
|
| R1 |
0.9815 |
0.9815 |
0.9735 |
0.9865 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9716 |
| S1 |
0.9592 |
0.9592 |
0.9695 |
0.9642 |
| S2 |
0.9468 |
0.9468 |
0.9674 |
|
| S3 |
0.9245 |
0.9369 |
0.9654 |
|
| S4 |
0.9022 |
0.9146 |
0.9592 |
|
|
| 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% |
0.0085 |
0.9% |
66% |
False |
False |
112,476 |
| 10 |
0.9792 |
0.9568 |
0.0224 |
2.3% |
0.0084 |
0.9% |
66% |
False |
False |
118,383 |
| 20 |
1.0038 |
0.9568 |
0.0470 |
4.8% |
0.0084 |
0.9% |
31% |
False |
False |
112,626 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0079 |
0.8% |
24% |
False |
False |
99,204 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0076 |
0.8% |
24% |
False |
False |
92,548 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0073 |
0.8% |
24% |
False |
False |
71,079 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0069 |
0.7% |
24% |
False |
False |
56,897 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
24% |
False |
False |
47,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0023 |
|
1.618 |
0.9921 |
|
1.000 |
0.9858 |
|
0.618 |
0.9819 |
|
HIGH |
0.9756 |
|
0.618 |
0.9717 |
|
0.500 |
0.9705 |
|
0.382 |
0.9693 |
|
LOW |
0.9654 |
|
0.618 |
0.9591 |
|
1.000 |
0.9552 |
|
1.618 |
0.9489 |
|
2.618 |
0.9387 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9713 |
| PP |
0.9708 |
0.9710 |
| S1 |
0.9705 |
0.9708 |
|