CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9923 |
-0.0037 |
-0.4% |
1.0045 |
| High |
1.0002 |
0.9947 |
-0.0055 |
-0.5% |
1.0068 |
| Low |
0.9918 |
0.9862 |
-0.0056 |
-0.6% |
0.9910 |
| Close |
0.9947 |
0.9881 |
-0.0066 |
-0.7% |
0.9990 |
| Range |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0158 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.8% |
0.0000 |
| Volume |
95,690 |
124,391 |
28,701 |
30.0% |
465,060 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0101 |
0.9928 |
|
| R3 |
1.0067 |
1.0016 |
0.9904 |
|
| R2 |
0.9982 |
0.9982 |
0.9897 |
|
| R1 |
0.9931 |
0.9931 |
0.9889 |
0.9914 |
| PP |
0.9897 |
0.9897 |
0.9897 |
0.9888 |
| S1 |
0.9846 |
0.9846 |
0.9873 |
0.9829 |
| S2 |
0.9812 |
0.9812 |
0.9865 |
|
| S3 |
0.9727 |
0.9761 |
0.9858 |
|
| S4 |
0.9642 |
0.9676 |
0.9834 |
|
|
| 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 |
1.0038 |
0.9862 |
0.0176 |
1.8% |
0.0082 |
0.8% |
11% |
False |
True |
95,801 |
| 10 |
1.0165 |
0.9862 |
0.0303 |
3.1% |
0.0082 |
0.8% |
6% |
False |
True |
93,918 |
| 20 |
1.0192 |
0.9862 |
0.0330 |
3.3% |
0.0075 |
0.8% |
6% |
False |
True |
86,029 |
| 40 |
1.0192 |
0.9862 |
0.0330 |
3.3% |
0.0074 |
0.8% |
6% |
False |
True |
85,732 |
| 60 |
1.0192 |
0.9862 |
0.0330 |
3.3% |
0.0071 |
0.7% |
6% |
False |
True |
63,841 |
| 80 |
1.0192 |
0.9825 |
0.0367 |
3.7% |
0.0067 |
0.7% |
15% |
False |
False |
47,935 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.3% |
0.0067 |
0.7% |
41% |
False |
False |
38,376 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.2% |
0.0069 |
0.7% |
56% |
False |
False |
32,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0170 |
|
1.618 |
1.0085 |
|
1.000 |
1.0032 |
|
0.618 |
1.0000 |
|
HIGH |
0.9947 |
|
0.618 |
0.9915 |
|
0.500 |
0.9905 |
|
0.382 |
0.9894 |
|
LOW |
0.9862 |
|
0.618 |
0.9809 |
|
1.000 |
0.9777 |
|
1.618 |
0.9724 |
|
2.618 |
0.9639 |
|
4.250 |
0.9501 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9932 |
| PP |
0.9897 |
0.9915 |
| S1 |
0.9889 |
0.9898 |
|