CME Canadian Dollar Future September 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 |
1.0005 |
1.0000 |
-0.0005 |
0.0% |
1.0160 |
| High |
1.0040 |
1.0009 |
-0.0031 |
-0.3% |
1.0160 |
| Low |
0.9985 |
0.9950 |
-0.0035 |
-0.4% |
1.0006 |
| Close |
1.0035 |
0.9985 |
-0.0050 |
-0.5% |
1.0015 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0154 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.5% |
0.0000 |
| Volume |
236 |
199 |
-37 |
-15.7% |
1,004 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0131 |
1.0017 |
|
| R3 |
1.0099 |
1.0072 |
1.0001 |
|
| R2 |
1.0040 |
1.0040 |
0.9996 |
|
| R1 |
1.0013 |
1.0013 |
0.9990 |
0.9997 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9974 |
| S1 |
0.9954 |
0.9954 |
0.9980 |
0.9938 |
| S2 |
0.9922 |
0.9922 |
0.9974 |
|
| S3 |
0.9863 |
0.9895 |
0.9969 |
|
| S4 |
0.9804 |
0.9836 |
0.9953 |
|
|
| 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 |
0.9950 |
0.0190 |
1.9% |
0.0061 |
0.6% |
18% |
False |
True |
182 |
| 10 |
1.0168 |
0.9950 |
0.0218 |
2.2% |
0.0062 |
0.6% |
16% |
False |
True |
296 |
| 20 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0064 |
0.6% |
28% |
False |
False |
292 |
| 40 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0059 |
0.6% |
28% |
False |
False |
204 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0052 |
0.5% |
29% |
False |
False |
160 |
| 80 |
1.0168 |
0.9791 |
0.0377 |
3.8% |
0.0045 |
0.5% |
51% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0163 |
|
1.618 |
1.0104 |
|
1.000 |
1.0068 |
|
0.618 |
1.0045 |
|
HIGH |
1.0009 |
|
0.618 |
0.9986 |
|
0.500 |
0.9980 |
|
0.382 |
0.9973 |
|
LOW |
0.9950 |
|
0.618 |
0.9914 |
|
1.000 |
0.9891 |
|
1.618 |
0.9855 |
|
2.618 |
0.9796 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9983 |
1.0021 |
| PP |
0.9981 |
1.0009 |
| S1 |
0.9980 |
0.9997 |
|