CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
0.9727 |
0.9773 |
0.0046 |
0.5% |
0.9616 |
High |
0.9756 |
0.9801 |
0.0045 |
0.5% |
0.9791 |
Low |
0.9654 |
0.9691 |
0.0037 |
0.4% |
0.9568 |
Close |
0.9715 |
0.9701 |
-0.0014 |
-0.1% |
0.9715 |
Range |
0.0102 |
0.0110 |
0.0008 |
7.8% |
0.0223 |
ATR |
0.0083 |
0.0085 |
0.0002 |
2.3% |
0.0000 |
Volume |
108,797 |
104,363 |
-4,434 |
-4.1% |
562,383 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0061 |
0.9991 |
0.9762 |
|
R3 |
0.9951 |
0.9881 |
0.9731 |
|
R2 |
0.9841 |
0.9841 |
0.9721 |
|
R1 |
0.9771 |
0.9771 |
0.9711 |
0.9751 |
PP |
0.9731 |
0.9731 |
0.9731 |
0.9721 |
S1 |
0.9661 |
0.9661 |
0.9691 |
0.9641 |
S2 |
0.9621 |
0.9621 |
0.9681 |
|
S3 |
0.9511 |
0.9551 |
0.9671 |
|
S4 |
0.9401 |
0.9441 |
0.9641 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0360 |
1.0261 |
0.9838 |
|
R3 |
1.0137 |
1.0038 |
0.9776 |
|
R2 |
0.9914 |
0.9914 |
0.9756 |
|
R1 |
0.9815 |
0.9815 |
0.9735 |
0.9865 |
PP |
0.9691 |
0.9691 |
0.9691 |
0.9716 |
S1 |
0.9592 |
0.9592 |
0.9695 |
0.9642 |
S2 |
0.9468 |
0.9468 |
0.9674 |
|
S3 |
0.9245 |
0.9369 |
0.9654 |
|
S4 |
0.9022 |
0.9146 |
0.9592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9801 |
0.9588 |
0.0213 |
2.2% |
0.0092 |
1.0% |
53% |
True |
False |
112,666 |
10 |
0.9801 |
0.9568 |
0.0233 |
2.4% |
0.0089 |
0.9% |
57% |
True |
False |
120,875 |
20 |
1.0002 |
0.9568 |
0.0434 |
4.5% |
0.0083 |
0.9% |
31% |
False |
False |
112,663 |
40 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0080 |
0.8% |
21% |
False |
False |
99,696 |
60 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0077 |
0.8% |
21% |
False |
False |
93,438 |
80 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0074 |
0.8% |
21% |
False |
False |
72,381 |
100 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
21% |
False |
False |
57,938 |
120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0070 |
0.7% |
21% |
False |
False |
48,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0269 |
2.618 |
1.0089 |
1.618 |
0.9979 |
1.000 |
0.9911 |
0.618 |
0.9869 |
HIGH |
0.9801 |
0.618 |
0.9759 |
0.500 |
0.9746 |
0.382 |
0.9733 |
LOW |
0.9691 |
0.618 |
0.9623 |
1.000 |
0.9581 |
1.618 |
0.9513 |
2.618 |
0.9403 |
4.250 |
0.9224 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9746 |
0.9728 |
PP |
0.9731 |
0.9719 |
S1 |
0.9716 |
0.9710 |
|