CME Canadian Dollar Future December 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 |
0.9700 |
0.9690 |
-0.0010 |
-0.1% |
0.9550 |
| High |
0.9755 |
0.9707 |
-0.0048 |
-0.5% |
0.9755 |
| Low |
0.9680 |
0.9630 |
-0.0050 |
-0.5% |
0.9545 |
| Close |
0.9722 |
0.9682 |
-0.0040 |
-0.4% |
0.9682 |
| Range |
0.0075 |
0.0077 |
0.0002 |
2.7% |
0.0210 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.3% |
0.0000 |
| Volume |
288 |
262 |
-26 |
-9.0% |
1,260 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9904 |
0.9870 |
0.9724 |
|
| R3 |
0.9827 |
0.9793 |
0.9703 |
|
| R2 |
0.9750 |
0.9750 |
0.9696 |
|
| R1 |
0.9716 |
0.9716 |
0.9689 |
0.9695 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9662 |
| S1 |
0.9639 |
0.9639 |
0.9675 |
0.9618 |
| S2 |
0.9596 |
0.9596 |
0.9668 |
|
| S3 |
0.9519 |
0.9562 |
0.9661 |
|
| S4 |
0.9442 |
0.9485 |
0.9640 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0196 |
0.9798 |
|
| R3 |
1.0081 |
0.9986 |
0.9740 |
|
| R2 |
0.9871 |
0.9871 |
0.9721 |
|
| R1 |
0.9776 |
0.9776 |
0.9701 |
0.9824 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9684 |
| S1 |
0.9566 |
0.9566 |
0.9663 |
0.9614 |
| S2 |
0.9451 |
0.9451 |
0.9644 |
|
| S3 |
0.9241 |
0.9356 |
0.9624 |
|
| S4 |
0.9031 |
0.9146 |
0.9567 |
|
|
| 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% |
0.0063 |
0.7% |
65% |
False |
False |
252 |
| 10 |
0.9755 |
0.9545 |
0.0210 |
2.2% |
0.0058 |
0.6% |
65% |
False |
False |
302 |
| 20 |
0.9988 |
0.9545 |
0.0443 |
4.6% |
0.0057 |
0.6% |
31% |
False |
False |
219 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0049 |
0.5% |
23% |
False |
False |
142 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0045 |
0.5% |
23% |
False |
False |
131 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.1% |
0.0042 |
0.4% |
23% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9909 |
|
1.618 |
0.9832 |
|
1.000 |
0.9784 |
|
0.618 |
0.9755 |
|
HIGH |
0.9707 |
|
0.618 |
0.9678 |
|
0.500 |
0.9669 |
|
0.382 |
0.9659 |
|
LOW |
0.9630 |
|
0.618 |
0.9582 |
|
1.000 |
0.9553 |
|
1.618 |
0.9505 |
|
2.618 |
0.9428 |
|
4.250 |
0.9303 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9687 |
| PP |
0.9673 |
0.9685 |
| S1 |
0.9669 |
0.9684 |
|