CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9967 |
-0.0038 |
-0.4% |
1.0187 |
| High |
1.0007 |
1.0014 |
0.0007 |
0.1% |
1.0190 |
| Low |
0.9928 |
0.9960 |
0.0032 |
0.3% |
1.0027 |
| Close |
0.9978 |
0.9979 |
0.0001 |
0.0% |
1.0038 |
| Range |
0.0079 |
0.0054 |
-0.0025 |
-31.6% |
0.0163 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
114,219 |
80,847 |
-33,372 |
-29.2% |
385,482 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0146 |
1.0117 |
1.0009 |
|
| R3 |
1.0092 |
1.0063 |
0.9994 |
|
| R2 |
1.0038 |
1.0038 |
0.9989 |
|
| R1 |
1.0009 |
1.0009 |
0.9984 |
1.0024 |
| PP |
0.9984 |
0.9984 |
0.9984 |
0.9992 |
| S1 |
0.9955 |
0.9955 |
0.9974 |
0.9970 |
| S2 |
0.9930 |
0.9930 |
0.9969 |
|
| S3 |
0.9876 |
0.9901 |
0.9964 |
|
| S4 |
0.9822 |
0.9847 |
0.9949 |
|
|
| 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 |
1.0131 |
0.9928 |
0.0203 |
2.0% |
0.0080 |
0.8% |
25% |
False |
False |
92,532 |
| 10 |
1.0192 |
0.9928 |
0.0264 |
2.6% |
0.0076 |
0.8% |
19% |
False |
False |
82,330 |
| 20 |
1.0192 |
0.9928 |
0.0264 |
2.6% |
0.0074 |
0.7% |
19% |
False |
False |
85,783 |
| 40 |
1.0192 |
0.9928 |
0.0264 |
2.6% |
0.0072 |
0.7% |
19% |
False |
False |
82,509 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0069 |
0.7% |
21% |
False |
False |
57,230 |
| 80 |
1.0192 |
0.9795 |
0.0397 |
4.0% |
0.0066 |
0.7% |
46% |
False |
False |
42,965 |
| 100 |
1.0192 |
0.9575 |
0.0617 |
6.2% |
0.0067 |
0.7% |
65% |
False |
False |
34,398 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0068 |
0.7% |
70% |
False |
False |
28,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0244 |
|
2.618 |
1.0155 |
|
1.618 |
1.0101 |
|
1.000 |
1.0068 |
|
0.618 |
1.0047 |
|
HIGH |
1.0014 |
|
0.618 |
0.9993 |
|
0.500 |
0.9987 |
|
0.382 |
0.9981 |
|
LOW |
0.9960 |
|
0.618 |
0.9927 |
|
1.000 |
0.9906 |
|
1.618 |
0.9873 |
|
2.618 |
0.9819 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9987 |
0.9998 |
| PP |
0.9984 |
0.9992 |
| S1 |
0.9982 |
0.9985 |
|