CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9710 |
-0.0007 |
-0.1% |
0.9771 |
| High |
0.9733 |
0.9770 |
0.0037 |
0.4% |
0.9820 |
| Low |
0.9679 |
0.9710 |
0.0031 |
0.3% |
0.9679 |
| Close |
0.9690 |
0.9741 |
0.0051 |
0.5% |
0.9690 |
| Range |
0.0054 |
0.0060 |
0.0006 |
11.1% |
0.0141 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
0.9% |
0.0000 |
| Volume |
2,713 |
431 |
-2,282 |
-84.1% |
5,065 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9891 |
0.9774 |
|
| R3 |
0.9860 |
0.9831 |
0.9758 |
|
| R2 |
0.9800 |
0.9800 |
0.9752 |
|
| R1 |
0.9771 |
0.9771 |
0.9747 |
0.9786 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9748 |
| S1 |
0.9711 |
0.9711 |
0.9736 |
0.9726 |
| S2 |
0.9680 |
0.9680 |
0.9730 |
|
| S3 |
0.9620 |
0.9651 |
0.9725 |
|
| S4 |
0.9560 |
0.9591 |
0.9708 |
|
|
| 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 |
1.4% |
0.0067 |
0.7% |
44% |
False |
False |
894 |
| 10 |
0.9980 |
0.9679 |
0.0301 |
3.1% |
0.0073 |
0.8% |
21% |
False |
False |
754 |
| 20 |
1.0140 |
0.9679 |
0.0461 |
4.7% |
0.0069 |
0.7% |
13% |
False |
False |
514 |
| 40 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0065 |
0.7% |
13% |
False |
False |
395 |
| 60 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0061 |
0.6% |
13% |
False |
False |
299 |
| 80 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0053 |
0.5% |
13% |
False |
False |
239 |
| 100 |
1.0168 |
0.9679 |
0.0489 |
5.0% |
0.0048 |
0.5% |
13% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0025 |
|
2.618 |
0.9927 |
|
1.618 |
0.9867 |
|
1.000 |
0.9830 |
|
0.618 |
0.9807 |
|
HIGH |
0.9770 |
|
0.618 |
0.9747 |
|
0.500 |
0.9740 |
|
0.382 |
0.9733 |
|
LOW |
0.9710 |
|
0.618 |
0.9673 |
|
1.000 |
0.9650 |
|
1.618 |
0.9613 |
|
2.618 |
0.9553 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9741 |
0.9736 |
| PP |
0.9740 |
0.9730 |
| S1 |
0.9740 |
0.9725 |
|