CME Canadian Dollar Future December 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 |
0.9645 |
0.9700 |
0.0055 |
0.6% |
0.9690 |
| High |
0.9695 |
0.9755 |
0.0060 |
0.6% |
0.9750 |
| Low |
0.9618 |
0.9680 |
0.0062 |
0.6% |
0.9550 |
| Close |
0.9682 |
0.9722 |
0.0040 |
0.4% |
0.9586 |
| Range |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0200 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.5% |
0.0000 |
| Volume |
175 |
288 |
113 |
64.6% |
1,418 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9944 |
0.9908 |
0.9763 |
|
| R3 |
0.9869 |
0.9833 |
0.9743 |
|
| R2 |
0.9794 |
0.9794 |
0.9736 |
|
| R1 |
0.9758 |
0.9758 |
0.9729 |
0.9776 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9728 |
| S1 |
0.9683 |
0.9683 |
0.9715 |
0.9701 |
| S2 |
0.9644 |
0.9644 |
0.9708 |
|
| S3 |
0.9569 |
0.9608 |
0.9701 |
|
| S4 |
0.9494 |
0.9533 |
0.9681 |
|
|
| 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 |
0.9755 |
0.9545 |
0.0210 |
2.2% |
0.0060 |
0.6% |
84% |
True |
False |
285 |
| 10 |
0.9755 |
0.9545 |
0.0210 |
2.2% |
0.0056 |
0.6% |
84% |
True |
False |
311 |
| 20 |
0.9988 |
0.9545 |
0.0443 |
4.6% |
0.0055 |
0.6% |
40% |
False |
False |
208 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0048 |
0.5% |
30% |
False |
False |
141 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0044 |
0.5% |
30% |
False |
False |
148 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0041 |
0.4% |
30% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
0.9951 |
|
1.618 |
0.9876 |
|
1.000 |
0.9830 |
|
0.618 |
0.9801 |
|
HIGH |
0.9755 |
|
0.618 |
0.9726 |
|
0.500 |
0.9718 |
|
0.382 |
0.9709 |
|
LOW |
0.9680 |
|
0.618 |
0.9634 |
|
1.000 |
0.9605 |
|
1.618 |
0.9559 |
|
2.618 |
0.9484 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9704 |
| PP |
0.9719 |
0.9685 |
| S1 |
0.9718 |
0.9667 |
|