CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9854 |
-0.0051 |
-0.5% |
1.0005 |
| High |
0.9915 |
0.9869 |
-0.0046 |
-0.5% |
1.0040 |
| Low |
0.9842 |
0.9781 |
-0.0061 |
-0.6% |
0.9890 |
| Close |
0.9861 |
0.9802 |
-0.0059 |
-0.6% |
0.9969 |
| Range |
0.0073 |
0.0088 |
0.0015 |
20.5% |
0.0150 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.0% |
0.0000 |
| Volume |
198 |
603 |
405 |
204.5% |
1,508 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0030 |
0.9850 |
|
| R3 |
0.9993 |
0.9942 |
0.9826 |
|
| R2 |
0.9905 |
0.9905 |
0.9818 |
|
| R1 |
0.9854 |
0.9854 |
0.9810 |
0.9836 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9808 |
| S1 |
0.9766 |
0.9766 |
0.9794 |
0.9748 |
| S2 |
0.9729 |
0.9729 |
0.9786 |
|
| S3 |
0.9641 |
0.9678 |
0.9778 |
|
| S4 |
0.9553 |
0.9590 |
0.9754 |
|
|
| 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 |
0.9781 |
0.0234 |
2.4% |
0.0082 |
0.8% |
9% |
False |
True |
348 |
| 10 |
1.0091 |
0.9781 |
0.0310 |
3.2% |
0.0072 |
0.7% |
7% |
False |
True |
322 |
| 20 |
1.0168 |
0.9781 |
0.0387 |
3.9% |
0.0065 |
0.7% |
5% |
False |
True |
330 |
| 40 |
1.0168 |
0.9781 |
0.0387 |
3.9% |
0.0063 |
0.6% |
5% |
False |
True |
248 |
| 60 |
1.0168 |
0.9781 |
0.0387 |
3.9% |
0.0057 |
0.6% |
5% |
False |
True |
202 |
| 80 |
1.0168 |
0.9781 |
0.0387 |
3.9% |
0.0049 |
0.5% |
5% |
False |
True |
158 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
4.9% |
0.0045 |
0.5% |
24% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0243 |
|
2.618 |
1.0099 |
|
1.618 |
1.0011 |
|
1.000 |
0.9957 |
|
0.618 |
0.9923 |
|
HIGH |
0.9869 |
|
0.618 |
0.9835 |
|
0.500 |
0.9825 |
|
0.382 |
0.9815 |
|
LOW |
0.9781 |
|
0.618 |
0.9727 |
|
1.000 |
0.9693 |
|
1.618 |
0.9639 |
|
2.618 |
0.9551 |
|
4.250 |
0.9407 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9825 |
0.9881 |
| PP |
0.9817 |
0.9854 |
| S1 |
0.9810 |
0.9828 |
|