CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9773 |
0.9691 |
-0.0082 |
-0.8% |
0.9616 |
| High |
0.9801 |
0.9748 |
-0.0053 |
-0.5% |
0.9791 |
| Low |
0.9691 |
0.9680 |
-0.0011 |
-0.1% |
0.9568 |
| Close |
0.9701 |
0.9742 |
0.0041 |
0.4% |
0.9715 |
| Range |
0.0110 |
0.0068 |
-0.0042 |
-38.2% |
0.0223 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
104,363 |
105,492 |
1,129 |
1.1% |
562,383 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9903 |
0.9779 |
|
| R3 |
0.9859 |
0.9835 |
0.9761 |
|
| R2 |
0.9791 |
0.9791 |
0.9754 |
|
| R1 |
0.9767 |
0.9767 |
0.9748 |
0.9779 |
| PP |
0.9723 |
0.9723 |
0.9723 |
0.9730 |
| S1 |
0.9699 |
0.9699 |
0.9736 |
0.9711 |
| S2 |
0.9655 |
0.9655 |
0.9730 |
|
| S3 |
0.9587 |
0.9631 |
0.9723 |
|
| S4 |
0.9519 |
0.9563 |
0.9705 |
|
|
| 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 |
0.9801 |
0.9625 |
0.0176 |
1.8% |
0.0094 |
1.0% |
66% |
False |
False |
112,840 |
| 10 |
0.9801 |
0.9568 |
0.0233 |
2.4% |
0.0090 |
0.9% |
75% |
False |
False |
118,496 |
| 20 |
1.0002 |
0.9568 |
0.0434 |
4.5% |
0.0084 |
0.9% |
40% |
False |
False |
114,215 |
| 40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0080 |
0.8% |
28% |
False |
False |
100,172 |
| 60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0078 |
0.8% |
28% |
False |
False |
94,206 |
| 80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0073 |
0.8% |
28% |
False |
False |
73,695 |
| 100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
28% |
False |
False |
58,992 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
28% |
False |
False |
49,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0037 |
|
2.618 |
0.9926 |
|
1.618 |
0.9858 |
|
1.000 |
0.9816 |
|
0.618 |
0.9790 |
|
HIGH |
0.9748 |
|
0.618 |
0.9722 |
|
0.500 |
0.9714 |
|
0.382 |
0.9706 |
|
LOW |
0.9680 |
|
0.618 |
0.9638 |
|
1.000 |
0.9612 |
|
1.618 |
0.9570 |
|
2.618 |
0.9502 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9733 |
0.9737 |
| PP |
0.9723 |
0.9732 |
| S1 |
0.9714 |
0.9728 |
|