CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9741 |
0.9717 |
-0.0024 |
-0.2% |
0.9771 |
| High |
0.9750 |
0.9733 |
-0.0017 |
-0.2% |
0.9820 |
| Low |
0.9688 |
0.9679 |
-0.0009 |
-0.1% |
0.9679 |
| Close |
0.9700 |
0.9690 |
-0.0010 |
-0.1% |
0.9690 |
| Range |
0.0062 |
0.0054 |
-0.0008 |
-12.9% |
0.0141 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
747 |
2,713 |
1,966 |
263.2% |
5,065 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9830 |
0.9720 |
|
| R3 |
0.9809 |
0.9776 |
0.9705 |
|
| R2 |
0.9755 |
0.9755 |
0.9700 |
|
| R1 |
0.9722 |
0.9722 |
0.9695 |
0.9712 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9695 |
| S1 |
0.9668 |
0.9668 |
0.9685 |
0.9658 |
| S2 |
0.9647 |
0.9647 |
0.9680 |
|
| S3 |
0.9593 |
0.9614 |
0.9675 |
|
| S4 |
0.9539 |
0.9560 |
0.9660 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0062 |
0.9768 |
|
| R3 |
1.0012 |
0.9921 |
0.9729 |
|
| R2 |
0.9871 |
0.9871 |
0.9716 |
|
| R1 |
0.9780 |
0.9780 |
0.9703 |
0.9755 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9717 |
| S1 |
0.9639 |
0.9639 |
0.9677 |
0.9614 |
| S2 |
0.9589 |
0.9589 |
0.9664 |
|
| S3 |
0.9448 |
0.9498 |
0.9651 |
|
| S4 |
0.9307 |
0.9357 |
0.9612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9820 |
0.9679 |
0.0141 |
1.5% |
0.0070 |
0.7% |
8% |
False |
True |
1,013 |
| 10 |
0.9980 |
0.9679 |
0.0301 |
3.1% |
0.0072 |
0.7% |
4% |
False |
True |
769 |
| 20 |
1.0160 |
0.9679 |
0.0481 |
5.0% |
0.0070 |
0.7% |
2% |
False |
True |
510 |
| 40 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0066 |
0.7% |
2% |
False |
True |
386 |
| 60 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0061 |
0.6% |
2% |
False |
True |
292 |
| 80 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0054 |
0.6% |
2% |
False |
True |
234 |
| 100 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0048 |
0.5% |
2% |
False |
True |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9963 |
|
2.618 |
0.9874 |
|
1.618 |
0.9820 |
|
1.000 |
0.9787 |
|
0.618 |
0.9766 |
|
HIGH |
0.9733 |
|
0.618 |
0.9712 |
|
0.500 |
0.9706 |
|
0.382 |
0.9700 |
|
LOW |
0.9679 |
|
0.618 |
0.9646 |
|
1.000 |
0.9625 |
|
1.618 |
0.9592 |
|
2.618 |
0.9538 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9706 |
0.9726 |
| PP |
0.9701 |
0.9714 |
| S1 |
0.9695 |
0.9702 |
|