CME Canadian Dollar Future December 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 |
0.9597 |
0.9645 |
0.0048 |
0.5% |
0.9690 |
| High |
0.9606 |
0.9695 |
0.0089 |
0.9% |
0.9750 |
| Low |
0.9579 |
0.9618 |
0.0039 |
0.4% |
0.9550 |
| Close |
0.9593 |
0.9682 |
0.0089 |
0.9% |
0.9586 |
| Range |
0.0027 |
0.0077 |
0.0050 |
185.2% |
0.0200 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.3% |
0.0000 |
| Volume |
324 |
175 |
-149 |
-46.0% |
1,418 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9896 |
0.9866 |
0.9724 |
|
| R3 |
0.9819 |
0.9789 |
0.9703 |
|
| R2 |
0.9742 |
0.9742 |
0.9696 |
|
| R1 |
0.9712 |
0.9712 |
0.9689 |
0.9727 |
| PP |
0.9665 |
0.9665 |
0.9665 |
0.9673 |
| S1 |
0.9635 |
0.9635 |
0.9675 |
0.9650 |
| S2 |
0.9588 |
0.9588 |
0.9668 |
|
| S3 |
0.9511 |
0.9558 |
0.9661 |
|
| S4 |
0.9434 |
0.9481 |
0.9640 |
|
|
| 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 |
0.9695 |
0.9545 |
0.0150 |
1.5% |
0.0058 |
0.6% |
91% |
True |
False |
249 |
| 10 |
0.9750 |
0.9545 |
0.0205 |
2.1% |
0.0054 |
0.6% |
67% |
False |
False |
286 |
| 20 |
0.9988 |
0.9545 |
0.0443 |
4.6% |
0.0054 |
0.6% |
31% |
False |
False |
196 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0047 |
0.5% |
23% |
False |
False |
140 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0043 |
0.4% |
23% |
False |
False |
144 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0041 |
0.4% |
23% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0022 |
|
2.618 |
0.9897 |
|
1.618 |
0.9820 |
|
1.000 |
0.9772 |
|
0.618 |
0.9743 |
|
HIGH |
0.9695 |
|
0.618 |
0.9666 |
|
0.500 |
0.9657 |
|
0.382 |
0.9647 |
|
LOW |
0.9618 |
|
0.618 |
0.9570 |
|
1.000 |
0.9541 |
|
1.618 |
0.9493 |
|
2.618 |
0.9416 |
|
4.250 |
0.9291 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9661 |
| PP |
0.9665 |
0.9641 |
| S1 |
0.9657 |
0.9620 |
|