CME Canadian Dollar Future December 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 |
0.9790 |
0.9730 |
-0.0060 |
-0.6% |
0.9907 |
| High |
0.9800 |
0.9735 |
-0.0065 |
-0.7% |
0.9930 |
| Low |
0.9750 |
0.9680 |
-0.0070 |
-0.7% |
0.9740 |
| Close |
0.9755 |
0.9712 |
-0.0043 |
-0.4% |
0.9745 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0190 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.3% |
0.0000 |
| Volume |
38 |
37 |
-1 |
-2.6% |
466 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9874 |
0.9848 |
0.9742 |
|
| R3 |
0.9819 |
0.9793 |
0.9727 |
|
| R2 |
0.9764 |
0.9764 |
0.9722 |
|
| R1 |
0.9738 |
0.9738 |
0.9717 |
0.9724 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9702 |
| S1 |
0.9683 |
0.9683 |
0.9707 |
0.9669 |
| S2 |
0.9654 |
0.9654 |
0.9702 |
|
| S3 |
0.9599 |
0.9628 |
0.9697 |
|
| S4 |
0.9544 |
0.9573 |
0.9682 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0250 |
0.9850 |
|
| R3 |
1.0185 |
1.0060 |
0.9797 |
|
| R2 |
0.9995 |
0.9995 |
0.9780 |
|
| R1 |
0.9870 |
0.9870 |
0.9762 |
0.9838 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9789 |
| S1 |
0.9680 |
0.9680 |
0.9728 |
0.9648 |
| S2 |
0.9615 |
0.9615 |
0.9710 |
|
| S3 |
0.9425 |
0.9490 |
0.9693 |
|
| S4 |
0.9235 |
0.9300 |
0.9641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9843 |
0.9680 |
0.0163 |
1.7% |
0.0059 |
0.6% |
20% |
False |
True |
120 |
| 10 |
0.9988 |
0.9680 |
0.0308 |
3.2% |
0.0054 |
0.6% |
10% |
False |
True |
105 |
| 20 |
1.0136 |
0.9680 |
0.0456 |
4.7% |
0.0050 |
0.5% |
7% |
False |
True |
94 |
| 40 |
1.0136 |
0.9680 |
0.0456 |
4.7% |
0.0043 |
0.4% |
7% |
False |
True |
89 |
| 60 |
1.0136 |
0.9680 |
0.0456 |
4.7% |
0.0039 |
0.4% |
7% |
False |
True |
128 |
| 80 |
1.0136 |
0.9680 |
0.0456 |
4.7% |
0.0037 |
0.4% |
7% |
False |
True |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9969 |
|
2.618 |
0.9879 |
|
1.618 |
0.9824 |
|
1.000 |
0.9790 |
|
0.618 |
0.9769 |
|
HIGH |
0.9735 |
|
0.618 |
0.9714 |
|
0.500 |
0.9708 |
|
0.382 |
0.9701 |
|
LOW |
0.9680 |
|
0.618 |
0.9646 |
|
1.000 |
0.9625 |
|
1.618 |
0.9591 |
|
2.618 |
0.9536 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9740 |
| PP |
0.9709 |
0.9731 |
| S1 |
0.9708 |
0.9721 |
|