CME Canadian Dollar Future December 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 |
0.9690 |
0.9700 |
0.0010 |
0.1% |
0.9775 |
| High |
0.9750 |
0.9700 |
-0.0050 |
-0.5% |
0.9800 |
| Low |
0.9690 |
0.9656 |
-0.0034 |
-0.4% |
0.9668 |
| Close |
0.9723 |
0.9671 |
-0.0052 |
-0.5% |
0.9672 |
| Range |
0.0060 |
0.0044 |
-0.0016 |
-26.7% |
0.0132 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.2% |
0.0000 |
| Volume |
380 |
499 |
119 |
31.3% |
1,145 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9783 |
0.9695 |
|
| R3 |
0.9764 |
0.9739 |
0.9683 |
|
| R2 |
0.9720 |
0.9720 |
0.9679 |
|
| R1 |
0.9695 |
0.9695 |
0.9675 |
0.9686 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9671 |
| S1 |
0.9651 |
0.9651 |
0.9667 |
0.9642 |
| S2 |
0.9632 |
0.9632 |
0.9663 |
|
| S3 |
0.9588 |
0.9607 |
0.9659 |
|
| S4 |
0.9544 |
0.9563 |
0.9647 |
|
|
| 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 |
0.9750 |
0.9656 |
0.0094 |
1.0% |
0.0050 |
0.5% |
16% |
False |
True |
323 |
| 10 |
0.9877 |
0.9656 |
0.0221 |
2.3% |
0.0053 |
0.5% |
7% |
False |
True |
221 |
| 20 |
1.0097 |
0.9656 |
0.0441 |
4.6% |
0.0052 |
0.5% |
3% |
False |
True |
163 |
| 40 |
1.0136 |
0.9656 |
0.0480 |
5.0% |
0.0044 |
0.5% |
3% |
False |
True |
118 |
| 60 |
1.0136 |
0.9656 |
0.0480 |
5.0% |
0.0041 |
0.4% |
3% |
False |
True |
127 |
| 80 |
1.0136 |
0.9656 |
0.0480 |
5.0% |
0.0038 |
0.4% |
3% |
False |
True |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9887 |
|
2.618 |
0.9815 |
|
1.618 |
0.9771 |
|
1.000 |
0.9744 |
|
0.618 |
0.9727 |
|
HIGH |
0.9700 |
|
0.618 |
0.9683 |
|
0.500 |
0.9678 |
|
0.382 |
0.9673 |
|
LOW |
0.9656 |
|
0.618 |
0.9629 |
|
1.000 |
0.9612 |
|
1.618 |
0.9585 |
|
2.618 |
0.9541 |
|
4.250 |
0.9469 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9703 |
| PP |
0.9676 |
0.9692 |
| S1 |
0.9673 |
0.9682 |
|