CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9963 |
0.9977 |
0.0014 |
0.1% |
1.0045 |
| High |
1.0038 |
0.9999 |
-0.0039 |
-0.4% |
1.0068 |
| Low |
0.9910 |
0.9939 |
0.0029 |
0.3% |
0.9910 |
| Close |
0.9990 |
0.9963 |
-0.0027 |
-0.3% |
0.9990 |
| Range |
0.0128 |
0.0060 |
-0.0068 |
-53.1% |
0.0158 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
103,616 |
74,465 |
-29,151 |
-28.1% |
465,060 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0147 |
1.0115 |
0.9996 |
|
| R3 |
1.0087 |
1.0055 |
0.9980 |
|
| R2 |
1.0027 |
1.0027 |
0.9974 |
|
| R1 |
0.9995 |
0.9995 |
0.9969 |
0.9981 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9960 |
| S1 |
0.9935 |
0.9935 |
0.9958 |
0.9921 |
| S2 |
0.9907 |
0.9907 |
0.9952 |
|
| S3 |
0.9847 |
0.9875 |
0.9947 |
|
| S4 |
0.9787 |
0.9815 |
0.9930 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0385 |
1.0077 |
|
| R3 |
1.0305 |
1.0227 |
1.0033 |
|
| R2 |
1.0147 |
1.0147 |
1.0019 |
|
| R1 |
1.0069 |
1.0069 |
1.0004 |
1.0029 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9970 |
| S1 |
0.9911 |
0.9911 |
0.9976 |
0.9871 |
| S2 |
0.9831 |
0.9831 |
0.9961 |
|
| S3 |
0.9673 |
0.9753 |
0.9947 |
|
| S4 |
0.9515 |
0.9595 |
0.9903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0068 |
0.9910 |
0.0158 |
1.6% |
0.0084 |
0.8% |
34% |
False |
False |
93,608 |
| 10 |
1.0165 |
0.9910 |
0.0255 |
2.6% |
0.0078 |
0.8% |
21% |
False |
False |
84,475 |
| 20 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0077 |
0.8% |
19% |
False |
False |
86,129 |
| 40 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0075 |
0.7% |
19% |
False |
False |
84,202 |
| 60 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0070 |
0.7% |
19% |
False |
False |
60,189 |
| 80 |
1.0192 |
0.9815 |
0.0377 |
3.8% |
0.0067 |
0.7% |
39% |
False |
False |
45,187 |
| 100 |
1.0192 |
0.9646 |
0.0546 |
5.5% |
0.0067 |
0.7% |
58% |
False |
False |
36,177 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0069 |
0.7% |
68% |
False |
False |
30,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0156 |
|
1.618 |
1.0096 |
|
1.000 |
1.0059 |
|
0.618 |
1.0036 |
|
HIGH |
0.9999 |
|
0.618 |
0.9976 |
|
0.500 |
0.9969 |
|
0.382 |
0.9962 |
|
LOW |
0.9939 |
|
0.618 |
0.9902 |
|
1.000 |
0.9879 |
|
1.618 |
0.9842 |
|
2.618 |
0.9782 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9969 |
0.9974 |
| PP |
0.9967 |
0.9970 |
| S1 |
0.9965 |
0.9967 |
|