CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0005 |
-0.0058 |
-0.6% |
1.0187 |
| High |
1.0068 |
1.0007 |
-0.0061 |
-0.6% |
1.0190 |
| Low |
0.9968 |
0.9928 |
-0.0040 |
-0.4% |
1.0027 |
| Close |
1.0006 |
0.9978 |
-0.0028 |
-0.3% |
1.0038 |
| Range |
0.0100 |
0.0079 |
-0.0021 |
-21.0% |
0.0163 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
94,893 |
114,219 |
19,326 |
20.4% |
385,482 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0172 |
1.0021 |
|
| R3 |
1.0129 |
1.0093 |
1.0000 |
|
| R2 |
1.0050 |
1.0050 |
0.9992 |
|
| R1 |
1.0014 |
1.0014 |
0.9985 |
0.9993 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9960 |
| S1 |
0.9935 |
0.9935 |
0.9971 |
0.9914 |
| S2 |
0.9892 |
0.9892 |
0.9964 |
|
| S3 |
0.9813 |
0.9856 |
0.9956 |
|
| S4 |
0.9734 |
0.9777 |
0.9935 |
|
|
| 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 |
0.9928 |
0.0237 |
2.4% |
0.0083 |
0.8% |
21% |
False |
True |
92,034 |
| 10 |
1.0192 |
0.9928 |
0.0264 |
2.6% |
0.0075 |
0.7% |
19% |
False |
True |
82,210 |
| 20 |
1.0192 |
0.9928 |
0.0264 |
2.6% |
0.0076 |
0.8% |
19% |
False |
True |
86,754 |
| 40 |
1.0192 |
0.9928 |
0.0264 |
2.6% |
0.0072 |
0.7% |
19% |
False |
True |
81,596 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0069 |
0.7% |
20% |
False |
False |
55,886 |
| 80 |
1.0192 |
0.9721 |
0.0471 |
4.7% |
0.0067 |
0.7% |
55% |
False |
False |
41,958 |
| 100 |
1.0192 |
0.9575 |
0.0617 |
6.2% |
0.0067 |
0.7% |
65% |
False |
False |
33,592 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0068 |
0.7% |
70% |
False |
False |
28,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0214 |
|
1.618 |
1.0135 |
|
1.000 |
1.0086 |
|
0.618 |
1.0056 |
|
HIGH |
1.0007 |
|
0.618 |
0.9977 |
|
0.500 |
0.9968 |
|
0.382 |
0.9958 |
|
LOW |
0.9928 |
|
0.618 |
0.9879 |
|
1.000 |
0.9849 |
|
1.618 |
0.9800 |
|
2.618 |
0.9721 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9975 |
0.9998 |
| PP |
0.9971 |
0.9991 |
| S1 |
0.9968 |
0.9985 |
|