CME Canadian Dollar Future December 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 |
0.9680 |
0.9690 |
0.0010 |
0.1% |
0.9775 |
| High |
0.9700 |
0.9750 |
0.0050 |
0.5% |
0.9800 |
| Low |
0.9668 |
0.9690 |
0.0022 |
0.2% |
0.9668 |
| Close |
0.9672 |
0.9723 |
0.0051 |
0.5% |
0.9672 |
| Range |
0.0032 |
0.0060 |
0.0028 |
87.5% |
0.0132 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
2.8% |
0.0000 |
| Volume |
347 |
380 |
33 |
9.5% |
1,145 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9901 |
0.9872 |
0.9756 |
|
| R3 |
0.9841 |
0.9812 |
0.9740 |
|
| R2 |
0.9781 |
0.9781 |
0.9734 |
|
| R1 |
0.9752 |
0.9752 |
0.9729 |
0.9767 |
| PP |
0.9721 |
0.9721 |
0.9721 |
0.9728 |
| S1 |
0.9692 |
0.9692 |
0.9718 |
0.9707 |
| S2 |
0.9661 |
0.9661 |
0.9712 |
|
| S3 |
0.9601 |
0.9632 |
0.9707 |
|
| S4 |
0.9541 |
0.9572 |
0.9690 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0023 |
0.9745 |
|
| R3 |
0.9977 |
0.9891 |
0.9708 |
|
| R2 |
0.9845 |
0.9845 |
0.9696 |
|
| R1 |
0.9759 |
0.9759 |
0.9684 |
0.9736 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9702 |
| S1 |
0.9627 |
0.9627 |
0.9660 |
0.9604 |
| S2 |
0.9581 |
0.9581 |
0.9648 |
|
| S3 |
0.9449 |
0.9495 |
0.9636 |
|
| S4 |
0.9317 |
0.9363 |
0.9599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9800 |
0.9668 |
0.0132 |
1.4% |
0.0051 |
0.5% |
42% |
False |
False |
230 |
| 10 |
0.9925 |
0.9668 |
0.0257 |
2.6% |
0.0052 |
0.5% |
21% |
False |
False |
191 |
| 20 |
1.0097 |
0.9668 |
0.0429 |
4.4% |
0.0052 |
0.5% |
13% |
False |
False |
144 |
| 40 |
1.0136 |
0.9668 |
0.0468 |
4.8% |
0.0043 |
0.4% |
12% |
False |
False |
109 |
| 60 |
1.0136 |
0.9668 |
0.0468 |
4.8% |
0.0040 |
0.4% |
12% |
False |
False |
123 |
| 80 |
1.0136 |
0.9668 |
0.0468 |
4.8% |
0.0038 |
0.4% |
12% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0005 |
|
2.618 |
0.9907 |
|
1.618 |
0.9847 |
|
1.000 |
0.9810 |
|
0.618 |
0.9787 |
|
HIGH |
0.9750 |
|
0.618 |
0.9727 |
|
0.500 |
0.9720 |
|
0.382 |
0.9713 |
|
LOW |
0.9690 |
|
0.618 |
0.9653 |
|
1.000 |
0.9630 |
|
1.618 |
0.9593 |
|
2.618 |
0.9533 |
|
4.250 |
0.9435 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9722 |
0.9718 |
| PP |
0.9721 |
0.9714 |
| S1 |
0.9720 |
0.9709 |
|