CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9726 |
-0.0004 |
0.0% |
0.9907 |
| High |
0.9735 |
0.9726 |
-0.0009 |
-0.1% |
0.9930 |
| Low |
0.9680 |
0.9669 |
-0.0011 |
-0.1% |
0.9740 |
| Close |
0.9712 |
0.9682 |
-0.0030 |
-0.3% |
0.9745 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0190 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
37 |
352 |
315 |
851.4% |
466 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9830 |
0.9713 |
|
| R3 |
0.9806 |
0.9773 |
0.9698 |
|
| R2 |
0.9749 |
0.9749 |
0.9692 |
|
| R1 |
0.9716 |
0.9716 |
0.9687 |
0.9704 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9687 |
| S1 |
0.9659 |
0.9659 |
0.9677 |
0.9647 |
| S2 |
0.9635 |
0.9635 |
0.9672 |
|
| S3 |
0.9578 |
0.9602 |
0.9666 |
|
| S4 |
0.9521 |
0.9545 |
0.9651 |
|
|
| 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 |
0.9800 |
0.9669 |
0.0131 |
1.4% |
0.0057 |
0.6% |
10% |
False |
True |
170 |
| 10 |
0.9988 |
0.9669 |
0.0319 |
3.3% |
0.0056 |
0.6% |
4% |
False |
True |
135 |
| 20 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0052 |
0.5% |
3% |
False |
True |
110 |
| 40 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0043 |
0.4% |
3% |
False |
True |
96 |
| 60 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0040 |
0.4% |
3% |
False |
True |
122 |
| 80 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0037 |
0.4% |
3% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9968 |
|
2.618 |
0.9875 |
|
1.618 |
0.9818 |
|
1.000 |
0.9783 |
|
0.618 |
0.9761 |
|
HIGH |
0.9726 |
|
0.618 |
0.9704 |
|
0.500 |
0.9698 |
|
0.382 |
0.9691 |
|
LOW |
0.9669 |
|
0.618 |
0.9634 |
|
1.000 |
0.9612 |
|
1.618 |
0.9577 |
|
2.618 |
0.9520 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9735 |
| PP |
0.9692 |
0.9717 |
| S1 |
0.9687 |
0.9700 |
|