CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0005 |
-0.0086 |
-0.9% |
1.0160 |
| High |
1.0091 |
1.0040 |
-0.0051 |
-0.5% |
1.0160 |
| Low |
1.0006 |
0.9985 |
-0.0021 |
-0.2% |
1.0006 |
| Close |
1.0015 |
1.0035 |
0.0020 |
0.2% |
1.0015 |
| Range |
0.0085 |
0.0055 |
-0.0030 |
-35.3% |
0.0154 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
139 |
236 |
97 |
69.8% |
1,004 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0165 |
1.0065 |
|
| R3 |
1.0130 |
1.0110 |
1.0050 |
|
| R2 |
1.0075 |
1.0075 |
1.0045 |
|
| R1 |
1.0055 |
1.0055 |
1.0040 |
1.0065 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0025 |
| S1 |
1.0000 |
1.0000 |
1.0030 |
1.0010 |
| S2 |
0.9965 |
0.9965 |
1.0025 |
|
| S3 |
0.9910 |
0.9945 |
1.0020 |
|
| S4 |
0.9855 |
0.9890 |
1.0005 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0423 |
1.0100 |
|
| R3 |
1.0368 |
1.0269 |
1.0057 |
|
| R2 |
1.0214 |
1.0214 |
1.0043 |
|
| R1 |
1.0115 |
1.0115 |
1.0029 |
1.0088 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0047 |
| S1 |
0.9961 |
0.9961 |
1.0001 |
0.9934 |
| S2 |
0.9906 |
0.9906 |
0.9987 |
|
| S3 |
0.9752 |
0.9807 |
0.9973 |
|
| S4 |
0.9598 |
0.9653 |
0.9930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0140 |
0.9985 |
0.0155 |
1.5% |
0.0061 |
0.6% |
32% |
False |
True |
177 |
| 10 |
1.0168 |
0.9985 |
0.0183 |
1.8% |
0.0061 |
0.6% |
27% |
False |
True |
311 |
| 20 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0065 |
0.7% |
47% |
False |
False |
288 |
| 40 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0059 |
0.6% |
47% |
False |
False |
199 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0051 |
0.5% |
48% |
False |
False |
158 |
| 80 |
1.0168 |
0.9710 |
0.0458 |
4.6% |
0.0045 |
0.4% |
71% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0184 |
|
1.618 |
1.0129 |
|
1.000 |
1.0095 |
|
0.618 |
1.0074 |
|
HIGH |
1.0040 |
|
0.618 |
1.0019 |
|
0.500 |
1.0013 |
|
0.382 |
1.0006 |
|
LOW |
0.9985 |
|
0.618 |
0.9951 |
|
1.000 |
0.9930 |
|
1.618 |
0.9896 |
|
2.618 |
0.9841 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0063 |
| PP |
1.0020 |
1.0053 |
| S1 |
1.0013 |
1.0044 |
|