CME Canadian Dollar Future September 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 |
0.9601 |
0.9611 |
0.0010 |
0.1% |
0.9710 |
| High |
0.9630 |
0.9712 |
0.0082 |
0.9% |
0.9770 |
| Low |
0.9574 |
0.9610 |
0.0036 |
0.4% |
0.9558 |
| Close |
0.9607 |
0.9697 |
0.0090 |
0.9% |
0.9596 |
| Range |
0.0056 |
0.0102 |
0.0046 |
82.1% |
0.0212 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.0% |
0.0000 |
| Volume |
1,855 |
3,542 |
1,687 |
90.9% |
3,874 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9979 |
0.9940 |
0.9753 |
|
| R3 |
0.9877 |
0.9838 |
0.9725 |
|
| R2 |
0.9775 |
0.9775 |
0.9716 |
|
| R1 |
0.9736 |
0.9736 |
0.9706 |
0.9756 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9683 |
| S1 |
0.9634 |
0.9634 |
0.9688 |
0.9654 |
| S2 |
0.9571 |
0.9571 |
0.9678 |
|
| S3 |
0.9469 |
0.9532 |
0.9669 |
|
| S4 |
0.9367 |
0.9430 |
0.9641 |
|
|
| 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 |
0.9720 |
0.9554 |
0.0166 |
1.7% |
0.0085 |
0.9% |
86% |
False |
False |
2,028 |
| 10 |
0.9772 |
0.9554 |
0.0218 |
2.2% |
0.0077 |
0.8% |
66% |
False |
False |
1,522 |
| 20 |
1.0015 |
0.9554 |
0.0461 |
4.8% |
0.0076 |
0.8% |
31% |
False |
False |
1,014 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0070 |
0.7% |
23% |
False |
False |
653 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
23% |
False |
False |
474 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0058 |
0.6% |
23% |
False |
False |
374 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0052 |
0.5% |
23% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0146 |
|
2.618 |
0.9979 |
|
1.618 |
0.9877 |
|
1.000 |
0.9814 |
|
0.618 |
0.9775 |
|
HIGH |
0.9712 |
|
0.618 |
0.9673 |
|
0.500 |
0.9661 |
|
0.382 |
0.9649 |
|
LOW |
0.9610 |
|
0.618 |
0.9547 |
|
1.000 |
0.9508 |
|
1.618 |
0.9445 |
|
2.618 |
0.9343 |
|
4.250 |
0.9177 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9676 |
| PP |
0.9673 |
0.9654 |
| S1 |
0.9661 |
0.9633 |
|