CME Canadian Dollar Future September 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 |
0.9611 |
0.9709 |
0.0098 |
1.0% |
0.9710 |
| High |
0.9712 |
0.9772 |
0.0060 |
0.6% |
0.9770 |
| Low |
0.9610 |
0.9694 |
0.0084 |
0.9% |
0.9558 |
| Close |
0.9697 |
0.9738 |
0.0041 |
0.4% |
0.9596 |
| Range |
0.0102 |
0.0078 |
-0.0024 |
-23.5% |
0.0212 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3,542 |
3,674 |
132 |
3.7% |
3,874 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9931 |
0.9781 |
|
| R3 |
0.9891 |
0.9853 |
0.9759 |
|
| R2 |
0.9813 |
0.9813 |
0.9752 |
|
| R1 |
0.9775 |
0.9775 |
0.9745 |
0.9794 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9744 |
| S1 |
0.9697 |
0.9697 |
0.9731 |
0.9716 |
| S2 |
0.9657 |
0.9657 |
0.9724 |
|
| S3 |
0.9579 |
0.9619 |
0.9717 |
|
| S4 |
0.9501 |
0.9541 |
0.9695 |
|
|
| 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 |
0.9772 |
0.9554 |
0.0218 |
2.2% |
0.0082 |
0.8% |
84% |
True |
False |
2,604 |
| 10 |
0.9772 |
0.9554 |
0.0218 |
2.2% |
0.0076 |
0.8% |
84% |
True |
False |
1,865 |
| 20 |
1.0015 |
0.9554 |
0.0461 |
4.7% |
0.0077 |
0.8% |
40% |
False |
False |
1,175 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
30% |
False |
False |
739 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0065 |
0.7% |
30% |
False |
False |
533 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0058 |
0.6% |
30% |
False |
False |
419 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0052 |
0.5% |
30% |
False |
False |
340 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0047 |
0.5% |
30% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0104 |
|
2.618 |
0.9976 |
|
1.618 |
0.9898 |
|
1.000 |
0.9850 |
|
0.618 |
0.9820 |
|
HIGH |
0.9772 |
|
0.618 |
0.9742 |
|
0.500 |
0.9733 |
|
0.382 |
0.9724 |
|
LOW |
0.9694 |
|
0.618 |
0.9646 |
|
1.000 |
0.9616 |
|
1.618 |
0.9568 |
|
2.618 |
0.9490 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9716 |
| PP |
0.9735 |
0.9695 |
| S1 |
0.9733 |
0.9673 |
|