CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9601 |
-0.0099 |
-1.0% |
0.9730 |
| High |
0.9700 |
0.9641 |
-0.0059 |
-0.6% |
0.9755 |
| Low |
0.9651 |
0.9600 |
-0.0051 |
-0.5% |
0.9657 |
| Close |
0.9654 |
0.9627 |
-0.0027 |
-0.3% |
0.9657 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.3% |
0.0098 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
3.4% |
0.0000 |
| Volume |
83 |
9 |
-74 |
-89.2% |
134 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9746 |
0.9727 |
0.9650 |
|
| R3 |
0.9705 |
0.9686 |
0.9638 |
|
| R2 |
0.9664 |
0.9664 |
0.9635 |
|
| R1 |
0.9645 |
0.9645 |
0.9631 |
0.9655 |
| PP |
0.9623 |
0.9623 |
0.9623 |
0.9627 |
| S1 |
0.9604 |
0.9604 |
0.9623 |
0.9614 |
| S2 |
0.9582 |
0.9582 |
0.9619 |
|
| S3 |
0.9541 |
0.9563 |
0.9616 |
|
| S4 |
0.9500 |
0.9522 |
0.9604 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9918 |
0.9711 |
|
| R3 |
0.9886 |
0.9820 |
0.9684 |
|
| R2 |
0.9788 |
0.9788 |
0.9675 |
|
| R1 |
0.9722 |
0.9722 |
0.9666 |
0.9706 |
| PP |
0.9690 |
0.9690 |
0.9690 |
0.9682 |
| S1 |
0.9624 |
0.9624 |
0.9648 |
0.9608 |
| S2 |
0.9592 |
0.9592 |
0.9639 |
|
| S3 |
0.9494 |
0.9526 |
0.9630 |
|
| S4 |
0.9396 |
0.9428 |
0.9603 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9815 |
|
2.618 |
0.9748 |
|
1.618 |
0.9707 |
|
1.000 |
0.9682 |
|
0.618 |
0.9666 |
|
HIGH |
0.9641 |
|
0.618 |
0.9625 |
|
0.500 |
0.9621 |
|
0.382 |
0.9616 |
|
LOW |
0.9600 |
|
0.618 |
0.9575 |
|
1.000 |
0.9559 |
|
1.618 |
0.9534 |
|
2.618 |
0.9493 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9625 |
0.9653 |
| PP |
0.9623 |
0.9644 |
| S1 |
0.9621 |
0.9636 |
|