CME Canadian Dollar Future December 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 |
0.9612 |
0.9550 |
-0.0062 |
-0.6% |
0.9690 |
| High |
0.9612 |
0.9606 |
-0.0006 |
-0.1% |
0.9750 |
| Low |
0.9550 |
0.9545 |
-0.0005 |
-0.1% |
0.9550 |
| Close |
0.9586 |
0.9584 |
-0.0002 |
0.0% |
0.9586 |
| Range |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0200 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0000 |
| Volume |
429 |
211 |
-218 |
-50.8% |
1,418 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9734 |
0.9618 |
|
| R3 |
0.9700 |
0.9673 |
0.9601 |
|
| R2 |
0.9639 |
0.9639 |
0.9595 |
|
| R1 |
0.9612 |
0.9612 |
0.9590 |
0.9626 |
| PP |
0.9578 |
0.9578 |
0.9578 |
0.9585 |
| S1 |
0.9551 |
0.9551 |
0.9578 |
0.9565 |
| S2 |
0.9517 |
0.9517 |
0.9573 |
|
| S3 |
0.9456 |
0.9490 |
0.9567 |
|
| S4 |
0.9395 |
0.9429 |
0.9550 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0107 |
0.9696 |
|
| R3 |
1.0029 |
0.9907 |
0.9641 |
|
| R2 |
0.9829 |
0.9829 |
0.9623 |
|
| R1 |
0.9707 |
0.9707 |
0.9604 |
0.9668 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9609 |
| S1 |
0.9507 |
0.9507 |
0.9568 |
0.9468 |
| S2 |
0.9429 |
0.9429 |
0.9549 |
|
| S3 |
0.9229 |
0.9307 |
0.9531 |
|
| S4 |
0.9029 |
0.9107 |
0.9476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9750 |
0.9545 |
0.0205 |
2.1% |
0.0058 |
0.6% |
19% |
False |
True |
325 |
| 10 |
0.9800 |
0.9545 |
0.0255 |
2.7% |
0.0055 |
0.6% |
15% |
False |
True |
277 |
| 20 |
1.0017 |
0.9545 |
0.0472 |
4.9% |
0.0054 |
0.6% |
8% |
False |
True |
195 |
| 40 |
1.0136 |
0.9545 |
0.0591 |
6.2% |
0.0047 |
0.5% |
7% |
False |
True |
129 |
| 60 |
1.0136 |
0.9545 |
0.0591 |
6.2% |
0.0042 |
0.4% |
7% |
False |
True |
136 |
| 80 |
1.0136 |
0.9545 |
0.0591 |
6.2% |
0.0040 |
0.4% |
7% |
False |
True |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9766 |
|
1.618 |
0.9705 |
|
1.000 |
0.9667 |
|
0.618 |
0.9644 |
|
HIGH |
0.9606 |
|
0.618 |
0.9583 |
|
0.500 |
0.9576 |
|
0.382 |
0.9568 |
|
LOW |
0.9545 |
|
0.618 |
0.9507 |
|
1.000 |
0.9484 |
|
1.618 |
0.9446 |
|
2.618 |
0.9385 |
|
4.250 |
0.9286 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9581 |
0.9610 |
| PP |
0.9578 |
0.9601 |
| S1 |
0.9576 |
0.9593 |
|