CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9755 |
0.0025 |
0.3% |
0.9904 |
| High |
0.9746 |
0.9755 |
0.0009 |
0.1% |
0.9904 |
| Low |
0.9730 |
0.9732 |
0.0002 |
0.0% |
0.9724 |
| Close |
0.9746 |
0.9733 |
-0.0013 |
-0.1% |
0.9724 |
| Range |
0.0016 |
0.0023 |
0.0007 |
43.8% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
1 |
12 |
11 |
1,100.0% |
500 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9809 |
0.9794 |
0.9746 |
|
| R3 |
0.9786 |
0.9771 |
0.9739 |
|
| R2 |
0.9763 |
0.9763 |
0.9737 |
|
| R1 |
0.9748 |
0.9748 |
0.9735 |
0.9744 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9738 |
| S1 |
0.9725 |
0.9725 |
0.9731 |
0.9721 |
| S2 |
0.9717 |
0.9717 |
0.9729 |
|
| S3 |
0.9694 |
0.9702 |
0.9727 |
|
| S4 |
0.9671 |
0.9679 |
0.9720 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0204 |
0.9823 |
|
| R3 |
1.0144 |
1.0024 |
0.9774 |
|
| R2 |
0.9964 |
0.9964 |
0.9757 |
|
| R1 |
0.9844 |
0.9844 |
0.9741 |
0.9814 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9769 |
| S1 |
0.9664 |
0.9664 |
0.9708 |
0.9634 |
| S2 |
0.9604 |
0.9604 |
0.9691 |
|
| S3 |
0.9424 |
0.9484 |
0.9675 |
|
| S4 |
0.9244 |
0.9304 |
0.9625 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9853 |
|
2.618 |
0.9815 |
|
1.618 |
0.9792 |
|
1.000 |
0.9778 |
|
0.618 |
0.9769 |
|
HIGH |
0.9755 |
|
0.618 |
0.9746 |
|
0.500 |
0.9744 |
|
0.382 |
0.9741 |
|
LOW |
0.9732 |
|
0.618 |
0.9718 |
|
1.000 |
0.9709 |
|
1.618 |
0.9695 |
|
2.618 |
0.9672 |
|
4.250 |
0.9634 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9744 |
0.9740 |
| PP |
0.9740 |
0.9737 |
| S1 |
0.9737 |
0.9735 |
|