CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9659 |
0.9597 |
-0.0062 |
-0.6% |
0.9710 |
| High |
0.9661 |
0.9624 |
-0.0037 |
-0.4% |
0.9770 |
| Low |
0.9558 |
0.9554 |
-0.0004 |
0.0% |
0.9558 |
| Close |
0.9596 |
0.9597 |
0.0001 |
0.0% |
0.9596 |
| Range |
0.0103 |
0.0070 |
-0.0033 |
-32.0% |
0.0212 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,695 |
2,254 |
559 |
33.0% |
3,874 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9769 |
0.9636 |
|
| R3 |
0.9732 |
0.9699 |
0.9616 |
|
| R2 |
0.9662 |
0.9662 |
0.9610 |
|
| R1 |
0.9629 |
0.9629 |
0.9603 |
0.9632 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9593 |
| S1 |
0.9559 |
0.9559 |
0.9591 |
0.9562 |
| S2 |
0.9522 |
0.9522 |
0.9584 |
|
| S3 |
0.9452 |
0.9489 |
0.9578 |
|
| S4 |
0.9382 |
0.9419 |
0.9559 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0149 |
0.9713 |
|
| R3 |
1.0065 |
0.9937 |
0.9654 |
|
| R2 |
0.9853 |
0.9853 |
0.9635 |
|
| R1 |
0.9725 |
0.9725 |
0.9615 |
0.9683 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9621 |
| S1 |
0.9513 |
0.9513 |
0.9577 |
0.9471 |
| S2 |
0.9429 |
0.9429 |
0.9557 |
|
| S3 |
0.9217 |
0.9301 |
0.9538 |
|
| S4 |
0.9005 |
0.9089 |
0.9479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9770 |
0.9554 |
0.0216 |
2.3% |
0.0082 |
0.9% |
20% |
False |
True |
1,225 |
| 10 |
0.9820 |
0.9554 |
0.0266 |
2.8% |
0.0076 |
0.8% |
16% |
False |
True |
1,119 |
| 20 |
1.0040 |
0.9554 |
0.0486 |
5.1% |
0.0074 |
0.8% |
9% |
False |
True |
766 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0069 |
0.7% |
7% |
False |
True |
522 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0063 |
0.7% |
7% |
False |
True |
386 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0056 |
0.6% |
7% |
False |
True |
308 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0050 |
0.5% |
7% |
False |
True |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9922 |
|
2.618 |
0.9807 |
|
1.618 |
0.9737 |
|
1.000 |
0.9694 |
|
0.618 |
0.9667 |
|
HIGH |
0.9624 |
|
0.618 |
0.9597 |
|
0.500 |
0.9589 |
|
0.382 |
0.9581 |
|
LOW |
0.9554 |
|
0.618 |
0.9511 |
|
1.000 |
0.9484 |
|
1.618 |
0.9441 |
|
2.618 |
0.9371 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9594 |
0.9637 |
| PP |
0.9592 |
0.9624 |
| S1 |
0.9589 |
0.9610 |
|