CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9754 |
0.0044 |
0.5% |
0.9771 |
| High |
0.9770 |
0.9755 |
-0.0015 |
-0.2% |
0.9820 |
| Low |
0.9710 |
0.9675 |
-0.0035 |
-0.4% |
0.9679 |
| Close |
0.9741 |
0.9688 |
-0.0053 |
-0.5% |
0.9690 |
| Range |
0.0060 |
0.0080 |
0.0020 |
33.3% |
0.0141 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
431 |
953 |
522 |
121.1% |
5,065 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9946 |
0.9897 |
0.9732 |
|
| R3 |
0.9866 |
0.9817 |
0.9710 |
|
| R2 |
0.9786 |
0.9786 |
0.9703 |
|
| R1 |
0.9737 |
0.9737 |
0.9695 |
0.9722 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9698 |
| S1 |
0.9657 |
0.9657 |
0.9681 |
0.9642 |
| S2 |
0.9626 |
0.9626 |
0.9673 |
|
| S3 |
0.9546 |
0.9577 |
0.9666 |
|
| S4 |
0.9466 |
0.9497 |
0.9644 |
|
|
| 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 |
0.9772 |
0.9675 |
0.0097 |
1.0% |
0.0068 |
0.7% |
13% |
False |
True |
1,016 |
| 10 |
0.9915 |
0.9675 |
0.0240 |
2.5% |
0.0073 |
0.8% |
5% |
False |
True |
830 |
| 20 |
1.0140 |
0.9675 |
0.0465 |
4.8% |
0.0070 |
0.7% |
3% |
False |
True |
553 |
| 40 |
1.0168 |
0.9675 |
0.0493 |
5.1% |
0.0067 |
0.7% |
3% |
False |
True |
415 |
| 60 |
1.0168 |
0.9675 |
0.0493 |
5.1% |
0.0061 |
0.6% |
3% |
False |
True |
312 |
| 80 |
1.0168 |
0.9675 |
0.0493 |
5.1% |
0.0054 |
0.6% |
3% |
False |
True |
249 |
| 100 |
1.0168 |
0.9675 |
0.0493 |
5.1% |
0.0048 |
0.5% |
3% |
False |
True |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
0.9964 |
|
1.618 |
0.9884 |
|
1.000 |
0.9835 |
|
0.618 |
0.9804 |
|
HIGH |
0.9755 |
|
0.618 |
0.9724 |
|
0.500 |
0.9715 |
|
0.382 |
0.9706 |
|
LOW |
0.9675 |
|
0.618 |
0.9626 |
|
1.000 |
0.9595 |
|
1.618 |
0.9546 |
|
2.618 |
0.9466 |
|
4.250 |
0.9335 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9723 |
| PP |
0.9706 |
0.9711 |
| S1 |
0.9697 |
0.9700 |
|