CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0045 |
-0.0060 |
-0.6% |
1.0187 |
| High |
1.0131 |
1.0065 |
-0.0066 |
-0.7% |
1.0190 |
| Low |
1.0027 |
1.0002 |
-0.0025 |
-0.2% |
1.0027 |
| Close |
1.0038 |
1.0057 |
0.0019 |
0.2% |
1.0038 |
| Range |
0.0104 |
0.0063 |
-0.0041 |
-39.4% |
0.0163 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
101,218 |
71,485 |
-29,733 |
-29.4% |
385,482 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0207 |
1.0092 |
|
| R3 |
1.0167 |
1.0144 |
1.0074 |
|
| R2 |
1.0104 |
1.0104 |
1.0069 |
|
| R1 |
1.0081 |
1.0081 |
1.0063 |
1.0093 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0047 |
| S1 |
1.0018 |
1.0018 |
1.0051 |
1.0030 |
| S2 |
0.9978 |
0.9978 |
1.0045 |
|
| S3 |
0.9915 |
0.9955 |
1.0040 |
|
| S4 |
0.9852 |
0.9892 |
1.0022 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0469 |
1.0128 |
|
| R3 |
1.0411 |
1.0306 |
1.0083 |
|
| R2 |
1.0248 |
1.0248 |
1.0068 |
|
| R1 |
1.0143 |
1.0143 |
1.0053 |
1.0114 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0071 |
| S1 |
0.9980 |
0.9980 |
1.0023 |
0.9951 |
| S2 |
0.9922 |
0.9922 |
1.0008 |
|
| S3 |
0.9759 |
0.9817 |
0.9993 |
|
| S4 |
0.9596 |
0.9654 |
0.9948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0165 |
1.0002 |
0.0163 |
1.6% |
0.0072 |
0.7% |
34% |
False |
True |
75,343 |
| 10 |
1.0192 |
1.0002 |
0.0190 |
1.9% |
0.0070 |
0.7% |
29% |
False |
True |
78,627 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0074 |
0.7% |
48% |
False |
False |
85,285 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0070 |
0.7% |
48% |
False |
False |
77,592 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0068 |
0.7% |
50% |
False |
False |
52,407 |
| 80 |
1.0192 |
0.9695 |
0.0497 |
4.9% |
0.0066 |
0.7% |
73% |
False |
False |
39,346 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.2% |
0.0066 |
0.7% |
78% |
False |
False |
31,505 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.0% |
0.0067 |
0.7% |
81% |
False |
False |
26,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0230 |
|
1.618 |
1.0167 |
|
1.000 |
1.0128 |
|
0.618 |
1.0104 |
|
HIGH |
1.0065 |
|
0.618 |
1.0041 |
|
0.500 |
1.0034 |
|
0.382 |
1.0026 |
|
LOW |
1.0002 |
|
0.618 |
0.9963 |
|
1.000 |
0.9939 |
|
1.618 |
0.9900 |
|
2.618 |
0.9837 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0049 |
1.0084 |
| PP |
1.0041 |
1.0075 |
| S1 |
1.0034 |
1.0066 |
|