CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
0.9974 |
-0.0026 |
-0.3% |
1.0160 |
| High |
1.0009 |
0.9974 |
-0.0035 |
-0.3% |
1.0160 |
| Low |
0.9950 |
0.9910 |
-0.0040 |
-0.4% |
1.0006 |
| Close |
0.9985 |
0.9958 |
-0.0027 |
-0.3% |
1.0015 |
| Range |
0.0059 |
0.0064 |
0.0005 |
8.5% |
0.0154 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
1.1% |
0.0000 |
| Volume |
199 |
458 |
259 |
130.2% |
1,004 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0113 |
0.9993 |
|
| R3 |
1.0075 |
1.0049 |
0.9976 |
|
| R2 |
1.0011 |
1.0011 |
0.9970 |
|
| R1 |
0.9985 |
0.9985 |
0.9964 |
0.9966 |
| PP |
0.9947 |
0.9947 |
0.9947 |
0.9938 |
| S1 |
0.9921 |
0.9921 |
0.9952 |
0.9902 |
| S2 |
0.9883 |
0.9883 |
0.9946 |
|
| S3 |
0.9819 |
0.9857 |
0.9940 |
|
| S4 |
0.9755 |
0.9793 |
0.9923 |
|
|
| 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 |
0.9910 |
0.0230 |
2.3% |
0.0065 |
0.7% |
21% |
False |
True |
240 |
| 10 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0062 |
0.6% |
19% |
False |
True |
302 |
| 20 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0065 |
0.7% |
19% |
False |
True |
303 |
| 40 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0060 |
0.6% |
19% |
False |
True |
212 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0052 |
0.5% |
19% |
False |
True |
167 |
| 80 |
1.0168 |
0.9800 |
0.0368 |
3.7% |
0.0046 |
0.5% |
43% |
False |
False |
132 |
| 100 |
1.0168 |
0.9585 |
0.0583 |
5.9% |
0.0041 |
0.4% |
64% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
1.0142 |
|
1.618 |
1.0078 |
|
1.000 |
1.0038 |
|
0.618 |
1.0014 |
|
HIGH |
0.9974 |
|
0.618 |
0.9950 |
|
0.500 |
0.9942 |
|
0.382 |
0.9934 |
|
LOW |
0.9910 |
|
0.618 |
0.9870 |
|
1.000 |
0.9846 |
|
1.618 |
0.9806 |
|
2.618 |
0.9742 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9953 |
0.9975 |
| PP |
0.9947 |
0.9969 |
| S1 |
0.9942 |
0.9964 |
|