CME Canadian Dollar Future September 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 |
0.9709 |
0.9713 |
0.0004 |
0.0% |
0.9597 |
| High |
0.9772 |
0.9738 |
-0.0034 |
-0.3% |
0.9772 |
| Low |
0.9694 |
0.9639 |
-0.0055 |
-0.6% |
0.9554 |
| Close |
0.9738 |
0.9697 |
-0.0041 |
-0.4% |
0.9697 |
| Range |
0.0078 |
0.0099 |
0.0021 |
26.9% |
0.0218 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.1% |
0.0000 |
| Volume |
3,674 |
5,305 |
1,631 |
44.4% |
16,630 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9942 |
0.9751 |
|
| R3 |
0.9889 |
0.9843 |
0.9724 |
|
| R2 |
0.9790 |
0.9790 |
0.9715 |
|
| R1 |
0.9744 |
0.9744 |
0.9706 |
0.9718 |
| PP |
0.9691 |
0.9691 |
0.9691 |
0.9678 |
| S1 |
0.9645 |
0.9645 |
0.9688 |
0.9619 |
| S2 |
0.9592 |
0.9592 |
0.9679 |
|
| S3 |
0.9493 |
0.9546 |
0.9670 |
|
| S4 |
0.9394 |
0.9447 |
0.9643 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0231 |
0.9817 |
|
| R3 |
1.0110 |
1.0013 |
0.9757 |
|
| R2 |
0.9892 |
0.9892 |
0.9737 |
|
| R1 |
0.9795 |
0.9795 |
0.9717 |
0.9844 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9699 |
| S1 |
0.9577 |
0.9577 |
0.9677 |
0.9626 |
| S2 |
0.9456 |
0.9456 |
0.9657 |
|
| S3 |
0.9238 |
0.9359 |
0.9637 |
|
| S4 |
0.9020 |
0.9141 |
0.9577 |
|
|
| 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% |
0.0081 |
0.8% |
66% |
False |
False |
3,326 |
| 10 |
0.9772 |
0.9554 |
0.0218 |
2.2% |
0.0080 |
0.8% |
66% |
False |
False |
2,321 |
| 20 |
1.0015 |
0.9554 |
0.0461 |
4.8% |
0.0079 |
0.8% |
31% |
False |
False |
1,418 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0071 |
0.7% |
23% |
False |
False |
869 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0066 |
0.7% |
23% |
False |
False |
616 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0059 |
0.6% |
23% |
False |
False |
485 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0053 |
0.5% |
23% |
False |
False |
393 |
| 120 |
1.0168 |
0.9554 |
0.0614 |
6.3% |
0.0048 |
0.5% |
23% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
0.9997 |
|
1.618 |
0.9898 |
|
1.000 |
0.9837 |
|
0.618 |
0.9799 |
|
HIGH |
0.9738 |
|
0.618 |
0.9700 |
|
0.500 |
0.9689 |
|
0.382 |
0.9677 |
|
LOW |
0.9639 |
|
0.618 |
0.9578 |
|
1.000 |
0.9540 |
|
1.618 |
0.9479 |
|
2.618 |
0.9380 |
|
4.250 |
0.9218 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9694 |
0.9695 |
| PP |
0.9691 |
0.9693 |
| S1 |
0.9689 |
0.9691 |
|