CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9803 |
0.9765 |
-0.0038 |
-0.4% |
0.9955 |
| High |
0.9820 |
0.9772 |
-0.0048 |
-0.5% |
0.9980 |
| Low |
0.9745 |
0.9689 |
-0.0056 |
-0.6% |
0.9755 |
| Close |
0.9775 |
0.9729 |
-0.0046 |
-0.5% |
0.9764 |
| Range |
0.0075 |
0.0083 |
0.0008 |
10.7% |
0.0225 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0000 |
| Volume |
342 |
240 |
-102 |
-29.8% |
2,631 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9979 |
0.9937 |
0.9775 |
|
| R3 |
0.9896 |
0.9854 |
0.9752 |
|
| R2 |
0.9813 |
0.9813 |
0.9744 |
|
| R1 |
0.9771 |
0.9771 |
0.9737 |
0.9751 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9720 |
| S1 |
0.9688 |
0.9688 |
0.9721 |
0.9668 |
| S2 |
0.9647 |
0.9647 |
0.9714 |
|
| S3 |
0.9564 |
0.9605 |
0.9706 |
|
| S4 |
0.9481 |
0.9522 |
0.9683 |
|
|
| 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 |
0.9869 |
0.9689 |
0.0180 |
1.9% |
0.0080 |
0.8% |
22% |
False |
True |
653 |
| 10 |
1.0015 |
0.9689 |
0.0326 |
3.4% |
0.0077 |
0.8% |
12% |
False |
True |
485 |
| 20 |
1.0168 |
0.9689 |
0.0479 |
4.9% |
0.0070 |
0.7% |
8% |
False |
True |
393 |
| 40 |
1.0168 |
0.9689 |
0.0479 |
4.9% |
0.0065 |
0.7% |
8% |
False |
True |
304 |
| 60 |
1.0168 |
0.9689 |
0.0479 |
4.9% |
0.0060 |
0.6% |
8% |
False |
True |
236 |
| 80 |
1.0168 |
0.9689 |
0.0479 |
4.9% |
0.0052 |
0.5% |
8% |
False |
True |
191 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
5.0% |
0.0047 |
0.5% |
9% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0125 |
|
2.618 |
0.9989 |
|
1.618 |
0.9906 |
|
1.000 |
0.9855 |
|
0.618 |
0.9823 |
|
HIGH |
0.9772 |
|
0.618 |
0.9740 |
|
0.500 |
0.9731 |
|
0.382 |
0.9721 |
|
LOW |
0.9689 |
|
0.618 |
0.9638 |
|
1.000 |
0.9606 |
|
1.618 |
0.9555 |
|
2.618 |
0.9472 |
|
4.250 |
0.9336 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9731 |
0.9755 |
| PP |
0.9730 |
0.9746 |
| S1 |
0.9730 |
0.9738 |
|