CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0045 |
1.0063 |
0.0018 |
0.2% |
1.0187 |
| High |
1.0065 |
1.0068 |
0.0003 |
0.0% |
1.0190 |
| Low |
1.0002 |
0.9968 |
-0.0034 |
-0.3% |
1.0027 |
| Close |
1.0057 |
1.0006 |
-0.0051 |
-0.5% |
1.0038 |
| Range |
0.0063 |
0.0100 |
0.0037 |
58.7% |
0.0163 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.8% |
0.0000 |
| Volume |
71,485 |
94,893 |
23,408 |
32.7% |
385,482 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0260 |
1.0061 |
|
| R3 |
1.0214 |
1.0160 |
1.0034 |
|
| R2 |
1.0114 |
1.0114 |
1.0024 |
|
| R1 |
1.0060 |
1.0060 |
1.0015 |
1.0037 |
| PP |
1.0014 |
1.0014 |
1.0014 |
1.0003 |
| S1 |
0.9960 |
0.9960 |
0.9997 |
0.9937 |
| S2 |
0.9914 |
0.9914 |
0.9988 |
|
| S3 |
0.9814 |
0.9860 |
0.9979 |
|
| S4 |
0.9714 |
0.9760 |
0.9951 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0469 |
1.0128 |
|
| R3 |
1.0411 |
1.0306 |
1.0083 |
|
| R2 |
1.0248 |
1.0248 |
1.0068 |
|
| R1 |
1.0143 |
1.0143 |
1.0053 |
1.0114 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0071 |
| S1 |
0.9980 |
0.9980 |
1.0023 |
0.9951 |
| S2 |
0.9922 |
0.9922 |
1.0008 |
|
| S3 |
0.9759 |
0.9817 |
0.9993 |
|
| S4 |
0.9596 |
0.9654 |
0.9948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0165 |
0.9968 |
0.0197 |
2.0% |
0.0078 |
0.8% |
19% |
False |
True |
82,438 |
| 10 |
1.0192 |
0.9968 |
0.0224 |
2.2% |
0.0074 |
0.7% |
17% |
False |
True |
80,301 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0074 |
0.7% |
28% |
False |
False |
84,989 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0072 |
0.7% |
28% |
False |
False |
79,593 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0068 |
0.7% |
31% |
False |
False |
53,987 |
| 80 |
1.0192 |
0.9695 |
0.0497 |
5.0% |
0.0067 |
0.7% |
63% |
False |
False |
40,531 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.2% |
0.0066 |
0.7% |
70% |
False |
False |
32,452 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0068 |
0.7% |
74% |
False |
False |
27,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0330 |
|
1.618 |
1.0230 |
|
1.000 |
1.0168 |
|
0.618 |
1.0130 |
|
HIGH |
1.0068 |
|
0.618 |
1.0030 |
|
0.500 |
1.0018 |
|
0.382 |
1.0006 |
|
LOW |
0.9968 |
|
0.618 |
0.9906 |
|
1.000 |
0.9868 |
|
1.618 |
0.9806 |
|
2.618 |
0.9706 |
|
4.250 |
0.9543 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0050 |
| PP |
1.0014 |
1.0035 |
| S1 |
1.0010 |
1.0021 |
|