CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9754 |
0.9685 |
-0.0069 |
-0.7% |
0.9771 |
| High |
0.9755 |
0.9720 |
-0.0035 |
-0.4% |
0.9820 |
| Low |
0.9675 |
0.9625 |
-0.0050 |
-0.5% |
0.9679 |
| Close |
0.9688 |
0.9659 |
-0.0029 |
-0.3% |
0.9690 |
| Range |
0.0080 |
0.0095 |
0.0015 |
18.8% |
0.0141 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
953 |
795 |
-158 |
-16.6% |
5,065 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9901 |
0.9711 |
|
| R3 |
0.9858 |
0.9806 |
0.9685 |
|
| R2 |
0.9763 |
0.9763 |
0.9676 |
|
| R1 |
0.9711 |
0.9711 |
0.9668 |
0.9690 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9657 |
| S1 |
0.9616 |
0.9616 |
0.9650 |
0.9595 |
| S2 |
0.9573 |
0.9573 |
0.9642 |
|
| S3 |
0.9478 |
0.9521 |
0.9633 |
|
| S4 |
0.9383 |
0.9426 |
0.9607 |
|
|
| 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 |
0.9770 |
0.9625 |
0.0145 |
1.5% |
0.0070 |
0.7% |
23% |
False |
True |
1,127 |
| 10 |
0.9869 |
0.9625 |
0.0244 |
2.5% |
0.0075 |
0.8% |
14% |
False |
True |
890 |
| 20 |
1.0140 |
0.9625 |
0.0515 |
5.3% |
0.0072 |
0.7% |
7% |
False |
True |
584 |
| 40 |
1.0168 |
0.9625 |
0.0543 |
5.6% |
0.0068 |
0.7% |
6% |
False |
True |
433 |
| 60 |
1.0168 |
0.9625 |
0.0543 |
5.6% |
0.0062 |
0.6% |
6% |
False |
True |
323 |
| 80 |
1.0168 |
0.9625 |
0.0543 |
5.6% |
0.0055 |
0.6% |
6% |
False |
True |
258 |
| 100 |
1.0168 |
0.9625 |
0.0543 |
5.6% |
0.0049 |
0.5% |
6% |
False |
True |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
0.9969 |
|
1.618 |
0.9874 |
|
1.000 |
0.9815 |
|
0.618 |
0.9779 |
|
HIGH |
0.9720 |
|
0.618 |
0.9684 |
|
0.500 |
0.9673 |
|
0.382 |
0.9661 |
|
LOW |
0.9625 |
|
0.618 |
0.9566 |
|
1.000 |
0.9530 |
|
1.618 |
0.9471 |
|
2.618 |
0.9376 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9698 |
| PP |
0.9668 |
0.9685 |
| S1 |
0.9664 |
0.9672 |
|