CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9977 |
0.9960 |
-0.0017 |
-0.2% |
1.0045 |
| High |
0.9999 |
1.0002 |
0.0003 |
0.0% |
1.0068 |
| Low |
0.9939 |
0.9918 |
-0.0021 |
-0.2% |
0.9910 |
| Close |
0.9963 |
0.9947 |
-0.0016 |
-0.2% |
0.9990 |
| Range |
0.0060 |
0.0084 |
0.0024 |
40.0% |
0.0158 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
74,465 |
95,690 |
21,225 |
28.5% |
465,060 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0161 |
0.9993 |
|
| R3 |
1.0124 |
1.0077 |
0.9970 |
|
| R2 |
1.0040 |
1.0040 |
0.9962 |
|
| R1 |
0.9993 |
0.9993 |
0.9955 |
0.9975 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9946 |
| S1 |
0.9909 |
0.9909 |
0.9939 |
0.9891 |
| S2 |
0.9872 |
0.9872 |
0.9932 |
|
| S3 |
0.9788 |
0.9825 |
0.9924 |
|
| S4 |
0.9704 |
0.9741 |
0.9901 |
|
|
| 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 |
1.0038 |
0.9910 |
0.0128 |
1.3% |
0.0081 |
0.8% |
29% |
False |
False |
93,767 |
| 10 |
1.0165 |
0.9910 |
0.0255 |
2.6% |
0.0080 |
0.8% |
15% |
False |
False |
88,103 |
| 20 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0073 |
0.7% |
13% |
False |
False |
84,327 |
| 40 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0075 |
0.8% |
13% |
False |
False |
84,825 |
| 60 |
1.0192 |
0.9910 |
0.0282 |
2.8% |
0.0070 |
0.7% |
13% |
False |
False |
61,780 |
| 80 |
1.0192 |
0.9822 |
0.0370 |
3.7% |
0.0067 |
0.7% |
34% |
False |
False |
46,381 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.3% |
0.0067 |
0.7% |
54% |
False |
False |
37,133 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0069 |
0.7% |
65% |
False |
False |
30,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0222 |
|
1.618 |
1.0138 |
|
1.000 |
1.0086 |
|
0.618 |
1.0054 |
|
HIGH |
1.0002 |
|
0.618 |
0.9970 |
|
0.500 |
0.9960 |
|
0.382 |
0.9950 |
|
LOW |
0.9918 |
|
0.618 |
0.9866 |
|
1.000 |
0.9834 |
|
1.618 |
0.9782 |
|
2.618 |
0.9698 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9960 |
0.9974 |
| PP |
0.9956 |
0.9965 |
| S1 |
0.9951 |
0.9956 |
|