CME Canadian Dollar Future September 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 |
0.9945 |
0.9905 |
-0.0040 |
-0.4% |
1.0005 |
| High |
0.9980 |
0.9915 |
-0.0065 |
-0.7% |
1.0040 |
| Low |
0.9900 |
0.9842 |
-0.0058 |
-0.6% |
0.9890 |
| Close |
0.9926 |
0.9861 |
-0.0065 |
-0.7% |
0.9969 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.8% |
0.0150 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
185 |
198 |
13 |
7.0% |
1,508 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0092 |
1.0049 |
0.9901 |
|
| R3 |
1.0019 |
0.9976 |
0.9881 |
|
| R2 |
0.9946 |
0.9946 |
0.9874 |
|
| R1 |
0.9903 |
0.9903 |
0.9868 |
0.9888 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9865 |
| S1 |
0.9830 |
0.9830 |
0.9854 |
0.9815 |
| S2 |
0.9800 |
0.9800 |
0.9848 |
|
| S3 |
0.9727 |
0.9757 |
0.9841 |
|
| S4 |
0.9654 |
0.9684 |
0.9821 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0343 |
1.0052 |
|
| R3 |
1.0266 |
1.0193 |
1.0010 |
|
| R2 |
1.0116 |
1.0116 |
0.9997 |
|
| R1 |
1.0043 |
1.0043 |
0.9983 |
1.0005 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9947 |
| S1 |
0.9893 |
0.9893 |
0.9955 |
0.9855 |
| S2 |
0.9816 |
0.9816 |
0.9942 |
|
| S3 |
0.9666 |
0.9743 |
0.9928 |
|
| S4 |
0.9516 |
0.9593 |
0.9887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0015 |
0.9842 |
0.0173 |
1.8% |
0.0074 |
0.7% |
11% |
False |
True |
317 |
| 10 |
1.0140 |
0.9842 |
0.0298 |
3.0% |
0.0070 |
0.7% |
6% |
False |
True |
278 |
| 20 |
1.0168 |
0.9842 |
0.0326 |
3.3% |
0.0065 |
0.7% |
6% |
False |
True |
310 |
| 40 |
1.0168 |
0.9842 |
0.0326 |
3.3% |
0.0062 |
0.6% |
6% |
False |
True |
234 |
| 60 |
1.0168 |
0.9842 |
0.0326 |
3.3% |
0.0057 |
0.6% |
6% |
False |
True |
193 |
| 80 |
1.0168 |
0.9825 |
0.0343 |
3.5% |
0.0049 |
0.5% |
10% |
False |
False |
151 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
4.9% |
0.0044 |
0.4% |
36% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0106 |
|
1.618 |
1.0033 |
|
1.000 |
0.9988 |
|
0.618 |
0.9960 |
|
HIGH |
0.9915 |
|
0.618 |
0.9887 |
|
0.500 |
0.9879 |
|
0.382 |
0.9870 |
|
LOW |
0.9842 |
|
0.618 |
0.9797 |
|
1.000 |
0.9769 |
|
1.618 |
0.9724 |
|
2.618 |
0.9651 |
|
4.250 |
0.9532 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9879 |
0.9911 |
| PP |
0.9873 |
0.9894 |
| S1 |
0.9867 |
0.9878 |
|