CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9854 |
0.9787 |
-0.0067 |
-0.7% |
0.9955 |
| High |
0.9869 |
0.9836 |
-0.0033 |
-0.3% |
0.9980 |
| Low |
0.9781 |
0.9755 |
-0.0026 |
-0.3% |
0.9755 |
| Close |
0.9802 |
0.9764 |
-0.0038 |
-0.4% |
0.9764 |
| Range |
0.0088 |
0.0081 |
-0.0007 |
-8.0% |
0.0225 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.1% |
0.0000 |
| Volume |
603 |
1,058 |
455 |
75.5% |
2,631 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0028 |
0.9977 |
0.9809 |
|
| R3 |
0.9947 |
0.9896 |
0.9786 |
|
| R2 |
0.9866 |
0.9866 |
0.9779 |
|
| R1 |
0.9815 |
0.9815 |
0.9771 |
0.9800 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9778 |
| S1 |
0.9734 |
0.9734 |
0.9757 |
0.9719 |
| S2 |
0.9704 |
0.9704 |
0.9749 |
|
| S3 |
0.9623 |
0.9653 |
0.9742 |
|
| S4 |
0.9542 |
0.9572 |
0.9719 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0361 |
0.9888 |
|
| R3 |
1.0283 |
1.0136 |
0.9826 |
|
| R2 |
1.0058 |
1.0058 |
0.9805 |
|
| R1 |
0.9911 |
0.9911 |
0.9785 |
0.9872 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9814 |
| S1 |
0.9686 |
0.9686 |
0.9743 |
0.9647 |
| S2 |
0.9608 |
0.9608 |
0.9723 |
|
| S3 |
0.9383 |
0.9461 |
0.9702 |
|
| S4 |
0.9158 |
0.9236 |
0.9640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9980 |
0.9755 |
0.0225 |
2.3% |
0.0073 |
0.8% |
4% |
False |
True |
526 |
| 10 |
1.0040 |
0.9755 |
0.0285 |
2.9% |
0.0072 |
0.7% |
3% |
False |
True |
413 |
| 20 |
1.0168 |
0.9755 |
0.0413 |
4.2% |
0.0067 |
0.7% |
2% |
False |
True |
371 |
| 40 |
1.0168 |
0.9755 |
0.0413 |
4.2% |
0.0063 |
0.6% |
2% |
False |
True |
271 |
| 60 |
1.0168 |
0.9755 |
0.0413 |
4.2% |
0.0059 |
0.6% |
2% |
False |
True |
213 |
| 80 |
1.0168 |
0.9755 |
0.0413 |
4.2% |
0.0050 |
0.5% |
2% |
False |
True |
171 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
4.9% |
0.0046 |
0.5% |
16% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
1.0048 |
|
1.618 |
0.9967 |
|
1.000 |
0.9917 |
|
0.618 |
0.9886 |
|
HIGH |
0.9836 |
|
0.618 |
0.9805 |
|
0.500 |
0.9796 |
|
0.382 |
0.9786 |
|
LOW |
0.9755 |
|
0.618 |
0.9705 |
|
1.000 |
0.9674 |
|
1.618 |
0.9624 |
|
2.618 |
0.9543 |
|
4.250 |
0.9411 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9835 |
| PP |
0.9785 |
0.9811 |
| S1 |
0.9775 |
0.9788 |
|