CME Canadian Dollar Future March 2013
| 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 |
0.9601 |
0.9600 |
-0.0001 |
0.0% |
0.9691 |
| High |
0.9641 |
0.9600 |
-0.0041 |
-0.4% |
0.9706 |
| Low |
0.9600 |
0.9536 |
-0.0064 |
-0.7% |
0.9536 |
| Close |
0.9627 |
0.9577 |
-0.0050 |
-0.5% |
0.9577 |
| Range |
0.0041 |
0.0064 |
0.0023 |
56.1% |
0.0170 |
| ATR |
0.0038 |
0.0042 |
0.0004 |
10.0% |
0.0000 |
| Volume |
9 |
72 |
63 |
700.0% |
232 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9734 |
0.9612 |
|
| R3 |
0.9699 |
0.9670 |
0.9595 |
|
| R2 |
0.9635 |
0.9635 |
0.9589 |
|
| R1 |
0.9606 |
0.9606 |
0.9583 |
0.9589 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9562 |
| S1 |
0.9542 |
0.9542 |
0.9571 |
0.9525 |
| S2 |
0.9507 |
0.9507 |
0.9565 |
|
| S3 |
0.9443 |
0.9478 |
0.9559 |
|
| S4 |
0.9379 |
0.9414 |
0.9542 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0017 |
0.9671 |
|
| R3 |
0.9946 |
0.9847 |
0.9624 |
|
| R2 |
0.9776 |
0.9776 |
0.9608 |
|
| R1 |
0.9677 |
0.9677 |
0.9593 |
0.9642 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9589 |
| S1 |
0.9507 |
0.9507 |
0.9561 |
0.9472 |
| S2 |
0.9436 |
0.9436 |
0.9546 |
|
| S3 |
0.9266 |
0.9337 |
0.9530 |
|
| S4 |
0.9096 |
0.9167 |
0.9484 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9872 |
|
2.618 |
0.9768 |
|
1.618 |
0.9704 |
|
1.000 |
0.9664 |
|
0.618 |
0.9640 |
|
HIGH |
0.9600 |
|
0.618 |
0.9576 |
|
0.500 |
0.9568 |
|
0.382 |
0.9560 |
|
LOW |
0.9536 |
|
0.618 |
0.9496 |
|
1.000 |
0.9472 |
|
1.618 |
0.9432 |
|
2.618 |
0.9368 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9618 |
| PP |
0.9571 |
0.9604 |
| S1 |
0.9568 |
0.9591 |
|