CME Canadian Dollar Future December 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 |
0.9674 |
0.9612 |
-0.0062 |
-0.6% |
0.9690 |
| High |
0.9674 |
0.9612 |
-0.0062 |
-0.6% |
0.9750 |
| Low |
0.9610 |
0.9550 |
-0.0060 |
-0.6% |
0.9550 |
| Close |
0.9643 |
0.9586 |
-0.0057 |
-0.6% |
0.9586 |
| Range |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0200 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
4.2% |
0.0000 |
| Volume |
110 |
429 |
319 |
290.0% |
1,418 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9769 |
0.9739 |
0.9620 |
|
| R3 |
0.9707 |
0.9677 |
0.9603 |
|
| R2 |
0.9645 |
0.9645 |
0.9597 |
|
| R1 |
0.9615 |
0.9615 |
0.9592 |
0.9599 |
| PP |
0.9583 |
0.9583 |
0.9583 |
0.9575 |
| S1 |
0.9553 |
0.9553 |
0.9580 |
0.9537 |
| S2 |
0.9521 |
0.9521 |
0.9575 |
|
| S3 |
0.9459 |
0.9491 |
0.9569 |
|
| S4 |
0.9397 |
0.9429 |
0.9552 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0107 |
0.9696 |
|
| R3 |
1.0029 |
0.9907 |
0.9641 |
|
| R2 |
0.9829 |
0.9829 |
0.9623 |
|
| R1 |
0.9707 |
0.9707 |
0.9604 |
0.9668 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9609 |
| S1 |
0.9507 |
0.9507 |
0.9568 |
0.9468 |
| S2 |
0.9429 |
0.9429 |
0.9549 |
|
| S3 |
0.9229 |
0.9307 |
0.9531 |
|
| S4 |
0.9029 |
0.9107 |
0.9476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9750 |
0.9550 |
0.0200 |
2.1% |
0.0052 |
0.5% |
18% |
False |
True |
353 |
| 10 |
0.9800 |
0.9550 |
0.0250 |
2.6% |
0.0055 |
0.6% |
14% |
False |
True |
261 |
| 20 |
1.0065 |
0.9550 |
0.0515 |
5.4% |
0.0055 |
0.6% |
7% |
False |
True |
186 |
| 40 |
1.0136 |
0.9550 |
0.0586 |
6.1% |
0.0045 |
0.5% |
6% |
False |
True |
125 |
| 60 |
1.0136 |
0.9550 |
0.0586 |
6.1% |
0.0041 |
0.4% |
6% |
False |
True |
134 |
| 80 |
1.0136 |
0.9550 |
0.0586 |
6.1% |
0.0039 |
0.4% |
6% |
False |
True |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9876 |
|
2.618 |
0.9774 |
|
1.618 |
0.9712 |
|
1.000 |
0.9674 |
|
0.618 |
0.9650 |
|
HIGH |
0.9612 |
|
0.618 |
0.9588 |
|
0.500 |
0.9581 |
|
0.382 |
0.9574 |
|
LOW |
0.9550 |
|
0.618 |
0.9512 |
|
1.000 |
0.9488 |
|
1.618 |
0.9450 |
|
2.618 |
0.9388 |
|
4.250 |
0.9287 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9584 |
0.9625 |
| PP |
0.9583 |
0.9612 |
| S1 |
0.9581 |
0.9599 |
|