CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9597 |
0.0047 |
0.5% |
0.9690 |
| High |
0.9606 |
0.9606 |
0.0000 |
0.0% |
0.9750 |
| Low |
0.9545 |
0.9579 |
0.0034 |
0.4% |
0.9550 |
| Close |
0.9584 |
0.9593 |
0.0009 |
0.1% |
0.9586 |
| Range |
0.0061 |
0.0027 |
-0.0034 |
-55.7% |
0.0200 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
211 |
324 |
113 |
53.6% |
1,418 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9674 |
0.9660 |
0.9608 |
|
| R3 |
0.9647 |
0.9633 |
0.9600 |
|
| R2 |
0.9620 |
0.9620 |
0.9598 |
|
| R1 |
0.9606 |
0.9606 |
0.9595 |
0.9600 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9589 |
| S1 |
0.9579 |
0.9579 |
0.9591 |
0.9573 |
| S2 |
0.9566 |
0.9566 |
0.9588 |
|
| S3 |
0.9539 |
0.9552 |
0.9586 |
|
| S4 |
0.9512 |
0.9525 |
0.9578 |
|
|
| 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 |
0.9700 |
0.9545 |
0.0155 |
1.6% |
0.0052 |
0.5% |
31% |
False |
False |
314 |
| 10 |
0.9800 |
0.9545 |
0.0255 |
2.7% |
0.0051 |
0.5% |
19% |
False |
False |
272 |
| 20 |
0.9988 |
0.9545 |
0.0443 |
4.6% |
0.0053 |
0.5% |
11% |
False |
False |
191 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.2% |
0.0047 |
0.5% |
8% |
False |
False |
136 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.2% |
0.0042 |
0.4% |
8% |
False |
False |
141 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.2% |
0.0040 |
0.4% |
8% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9721 |
|
2.618 |
0.9677 |
|
1.618 |
0.9650 |
|
1.000 |
0.9633 |
|
0.618 |
0.9623 |
|
HIGH |
0.9606 |
|
0.618 |
0.9596 |
|
0.500 |
0.9593 |
|
0.382 |
0.9589 |
|
LOW |
0.9579 |
|
0.618 |
0.9562 |
|
1.000 |
0.9552 |
|
1.618 |
0.9535 |
|
2.618 |
0.9508 |
|
4.250 |
0.9464 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9593 |
0.9588 |
| PP |
0.9593 |
0.9583 |
| S1 |
0.9593 |
0.9579 |
|