CME Canadian Dollar Future March 2013
| 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 |
0.9755 |
0.9673 |
-0.0082 |
-0.8% |
0.9904 |
| High |
0.9755 |
0.9695 |
-0.0060 |
-0.6% |
0.9904 |
| Low |
0.9732 |
0.9672 |
-0.0060 |
-0.6% |
0.9724 |
| Close |
0.9733 |
0.9695 |
-0.0038 |
-0.4% |
0.9724 |
| Range |
0.0023 |
0.0023 |
0.0000 |
0.0% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
12 |
25 |
13 |
108.3% |
500 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9756 |
0.9749 |
0.9708 |
|
| R3 |
0.9733 |
0.9726 |
0.9701 |
|
| R2 |
0.9710 |
0.9710 |
0.9699 |
|
| R1 |
0.9703 |
0.9703 |
0.9697 |
0.9707 |
| PP |
0.9687 |
0.9687 |
0.9687 |
0.9689 |
| S1 |
0.9680 |
0.9680 |
0.9693 |
0.9684 |
| S2 |
0.9664 |
0.9664 |
0.9691 |
|
| S3 |
0.9641 |
0.9657 |
0.9689 |
|
| S4 |
0.9618 |
0.9634 |
0.9682 |
|
|
| 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 |
0.9793 |
|
2.618 |
0.9755 |
|
1.618 |
0.9732 |
|
1.000 |
0.9718 |
|
0.618 |
0.9709 |
|
HIGH |
0.9695 |
|
0.618 |
0.9686 |
|
0.500 |
0.9684 |
|
0.382 |
0.9681 |
|
LOW |
0.9672 |
|
0.618 |
0.9658 |
|
1.000 |
0.9649 |
|
1.618 |
0.9635 |
|
2.618 |
0.9612 |
|
4.250 |
0.9574 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9691 |
0.9714 |
| PP |
0.9687 |
0.9707 |
| S1 |
0.9684 |
0.9701 |
|