CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9597 |
0.9601 |
0.0004 |
0.0% |
0.9710 |
| High |
0.9624 |
0.9630 |
0.0006 |
0.1% |
0.9770 |
| Low |
0.9554 |
0.9574 |
0.0020 |
0.2% |
0.9558 |
| Close |
0.9597 |
0.9607 |
0.0010 |
0.1% |
0.9596 |
| Range |
0.0070 |
0.0056 |
-0.0014 |
-20.0% |
0.0212 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
2,254 |
1,855 |
-399 |
-17.7% |
3,874 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9772 |
0.9745 |
0.9638 |
|
| R3 |
0.9716 |
0.9689 |
0.9622 |
|
| R2 |
0.9660 |
0.9660 |
0.9617 |
|
| R1 |
0.9633 |
0.9633 |
0.9612 |
0.9647 |
| PP |
0.9604 |
0.9604 |
0.9604 |
0.9610 |
| S1 |
0.9577 |
0.9577 |
0.9602 |
0.9591 |
| S2 |
0.9548 |
0.9548 |
0.9597 |
|
| S3 |
0.9492 |
0.9521 |
0.9592 |
|
| S4 |
0.9436 |
0.9465 |
0.9576 |
|
|
| 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 |
0.9755 |
0.9554 |
0.0201 |
2.1% |
0.0081 |
0.8% |
26% |
False |
False |
1,510 |
| 10 |
0.9820 |
0.9554 |
0.0266 |
2.8% |
0.0074 |
0.8% |
20% |
False |
False |
1,202 |
| 20 |
1.0015 |
0.9554 |
0.0461 |
4.8% |
0.0074 |
0.8% |
11% |
False |
False |
847 |
| 40 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0070 |
0.7% |
9% |
False |
False |
567 |
| 60 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0064 |
0.7% |
9% |
False |
False |
415 |
| 80 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0057 |
0.6% |
9% |
False |
False |
330 |
| 100 |
1.0168 |
0.9554 |
0.0614 |
6.4% |
0.0051 |
0.5% |
9% |
False |
False |
269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9777 |
|
1.618 |
0.9721 |
|
1.000 |
0.9686 |
|
0.618 |
0.9665 |
|
HIGH |
0.9630 |
|
0.618 |
0.9609 |
|
0.500 |
0.9602 |
|
0.382 |
0.9595 |
|
LOW |
0.9574 |
|
0.618 |
0.9539 |
|
1.000 |
0.9518 |
|
1.618 |
0.9483 |
|
2.618 |
0.9427 |
|
4.250 |
0.9336 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9605 |
0.9608 |
| PP |
0.9604 |
0.9607 |
| S1 |
0.9602 |
0.9607 |
|