CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9685 |
0.9659 |
-0.0026 |
-0.3% |
0.9710 |
| High |
0.9720 |
0.9661 |
-0.0059 |
-0.6% |
0.9770 |
| Low |
0.9625 |
0.9558 |
-0.0067 |
-0.7% |
0.9558 |
| Close |
0.9659 |
0.9596 |
-0.0063 |
-0.7% |
0.9596 |
| Range |
0.0095 |
0.0103 |
0.0008 |
8.4% |
0.0212 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.9% |
0.0000 |
| Volume |
795 |
1,695 |
900 |
113.2% |
3,874 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9858 |
0.9653 |
|
| R3 |
0.9811 |
0.9755 |
0.9624 |
|
| R2 |
0.9708 |
0.9708 |
0.9615 |
|
| R1 |
0.9652 |
0.9652 |
0.9605 |
0.9629 |
| PP |
0.9605 |
0.9605 |
0.9605 |
0.9593 |
| S1 |
0.9549 |
0.9549 |
0.9587 |
0.9526 |
| S2 |
0.9502 |
0.9502 |
0.9577 |
|
| S3 |
0.9399 |
0.9446 |
0.9568 |
|
| S4 |
0.9296 |
0.9343 |
0.9539 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0149 |
0.9713 |
|
| R3 |
1.0065 |
0.9937 |
0.9654 |
|
| R2 |
0.9853 |
0.9853 |
0.9635 |
|
| R1 |
0.9725 |
0.9725 |
0.9615 |
0.9683 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9621 |
| S1 |
0.9513 |
0.9513 |
0.9577 |
0.9471 |
| S2 |
0.9429 |
0.9429 |
0.9557 |
|
| S3 |
0.9217 |
0.9301 |
0.9538 |
|
| S4 |
0.9005 |
0.9089 |
0.9479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9770 |
0.9558 |
0.0212 |
2.2% |
0.0078 |
0.8% |
18% |
False |
True |
1,317 |
| 10 |
0.9836 |
0.9558 |
0.0278 |
2.9% |
0.0077 |
0.8% |
14% |
False |
True |
999 |
| 20 |
1.0091 |
0.9558 |
0.0533 |
5.6% |
0.0074 |
0.8% |
7% |
False |
True |
660 |
| 40 |
1.0168 |
0.9558 |
0.0610 |
6.4% |
0.0069 |
0.7% |
6% |
False |
True |
472 |
| 60 |
1.0168 |
0.9558 |
0.0610 |
6.4% |
0.0062 |
0.6% |
6% |
False |
True |
350 |
| 80 |
1.0168 |
0.9558 |
0.0610 |
6.4% |
0.0056 |
0.6% |
6% |
False |
True |
279 |
| 100 |
1.0168 |
0.9558 |
0.0610 |
6.4% |
0.0050 |
0.5% |
6% |
False |
True |
228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
0.9931 |
|
1.618 |
0.9828 |
|
1.000 |
0.9764 |
|
0.618 |
0.9725 |
|
HIGH |
0.9661 |
|
0.618 |
0.9622 |
|
0.500 |
0.9610 |
|
0.382 |
0.9597 |
|
LOW |
0.9558 |
|
0.618 |
0.9494 |
|
1.000 |
0.9455 |
|
1.618 |
0.9391 |
|
2.618 |
0.9288 |
|
4.250 |
0.9120 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9657 |
| PP |
0.9605 |
0.9636 |
| S1 |
0.9601 |
0.9616 |
|