CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
0.9963 |
-0.0004 |
0.0% |
1.0045 |
| High |
1.0014 |
1.0038 |
0.0024 |
0.2% |
1.0068 |
| Low |
0.9960 |
0.9910 |
-0.0050 |
-0.5% |
0.9910 |
| Close |
0.9979 |
0.9990 |
0.0011 |
0.1% |
0.9990 |
| Range |
0.0054 |
0.0128 |
0.0074 |
137.0% |
0.0158 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.4% |
0.0000 |
| Volume |
80,847 |
103,616 |
22,769 |
28.2% |
465,060 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0305 |
1.0060 |
|
| R3 |
1.0235 |
1.0177 |
1.0025 |
|
| R2 |
1.0107 |
1.0107 |
1.0013 |
|
| R1 |
1.0049 |
1.0049 |
1.0002 |
1.0078 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9994 |
| S1 |
0.9921 |
0.9921 |
0.9978 |
0.9950 |
| S2 |
0.9851 |
0.9851 |
0.9967 |
|
| S3 |
0.9723 |
0.9793 |
0.9955 |
|
| S4 |
0.9595 |
0.9665 |
0.9920 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0385 |
1.0077 |
|
| R3 |
1.0305 |
1.0227 |
1.0033 |
|
| R2 |
1.0147 |
1.0147 |
1.0019 |
|
| R1 |
1.0069 |
1.0069 |
1.0004 |
1.0029 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9970 |
| S1 |
0.9911 |
0.9911 |
0.9976 |
0.9871 |
| S2 |
0.9831 |
0.9831 |
0.9961 |
|
| S3 |
0.9673 |
0.9753 |
0.9947 |
|
| S4 |
0.9515 |
0.9595 |
0.9903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0068 |
0.9910 |
0.0158 |
1.6% |
0.0085 |
0.8% |
51% |
False |
True |
93,012 |
| 10 |
1.0190 |
0.9910 |
0.0280 |
2.8% |
0.0082 |
0.8% |
29% |
False |
True |
85,054 |
| 20 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0077 |
0.8% |
28% |
False |
True |
86,728 |
| 40 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0074 |
0.7% |
28% |
False |
True |
83,826 |
| 60 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0070 |
0.7% |
28% |
False |
True |
58,953 |
| 80 |
1.0192 |
0.9815 |
0.0377 |
3.8% |
0.0067 |
0.7% |
46% |
False |
False |
44,257 |
| 100 |
1.0192 |
0.9575 |
0.0617 |
6.2% |
0.0067 |
0.7% |
67% |
False |
False |
35,434 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0069 |
0.7% |
71% |
False |
False |
29,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0582 |
|
2.618 |
1.0373 |
|
1.618 |
1.0245 |
|
1.000 |
1.0166 |
|
0.618 |
1.0117 |
|
HIGH |
1.0038 |
|
0.618 |
0.9989 |
|
0.500 |
0.9974 |
|
0.382 |
0.9959 |
|
LOW |
0.9910 |
|
0.618 |
0.9831 |
|
1.000 |
0.9782 |
|
1.618 |
0.9703 |
|
2.618 |
0.9575 |
|
4.250 |
0.9366 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
0.9985 |
| PP |
0.9979 |
0.9979 |
| S1 |
0.9974 |
0.9974 |
|