CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9870 |
-0.0053 |
-0.5% |
1.0045 |
| High |
0.9947 |
0.9890 |
-0.0057 |
-0.6% |
1.0068 |
| Low |
0.9862 |
0.9800 |
-0.0062 |
-0.6% |
0.9910 |
| Close |
0.9881 |
0.9822 |
-0.0059 |
-0.6% |
0.9990 |
| Range |
0.0085 |
0.0090 |
0.0005 |
5.9% |
0.0158 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.2% |
0.0000 |
| Volume |
124,391 |
117,900 |
-6,491 |
-5.2% |
465,060 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0055 |
0.9872 |
|
| R3 |
1.0017 |
0.9965 |
0.9847 |
|
| R2 |
0.9927 |
0.9927 |
0.9839 |
|
| R1 |
0.9875 |
0.9875 |
0.9830 |
0.9856 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9828 |
| S1 |
0.9785 |
0.9785 |
0.9814 |
0.9766 |
| S2 |
0.9747 |
0.9747 |
0.9806 |
|
| S3 |
0.9657 |
0.9695 |
0.9797 |
|
| S4 |
0.9567 |
0.9605 |
0.9773 |
|
|
| 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 |
0.9800 |
0.0238 |
2.4% |
0.0089 |
0.9% |
9% |
False |
True |
103,212 |
| 10 |
1.0131 |
0.9800 |
0.0331 |
3.4% |
0.0085 |
0.9% |
7% |
False |
True |
97,872 |
| 20 |
1.0192 |
0.9800 |
0.0392 |
4.0% |
0.0076 |
0.8% |
6% |
False |
True |
86,899 |
| 40 |
1.0192 |
0.9800 |
0.0392 |
4.0% |
0.0075 |
0.8% |
6% |
False |
True |
87,067 |
| 60 |
1.0192 |
0.9800 |
0.0392 |
4.0% |
0.0071 |
0.7% |
6% |
False |
True |
65,797 |
| 80 |
1.0192 |
0.9800 |
0.0392 |
4.0% |
0.0068 |
0.7% |
6% |
False |
True |
49,406 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0068 |
0.7% |
30% |
False |
False |
39,554 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.2% |
0.0069 |
0.7% |
48% |
False |
False |
32,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0273 |
|
2.618 |
1.0126 |
|
1.618 |
1.0036 |
|
1.000 |
0.9980 |
|
0.618 |
0.9946 |
|
HIGH |
0.9890 |
|
0.618 |
0.9856 |
|
0.500 |
0.9845 |
|
0.382 |
0.9834 |
|
LOW |
0.9800 |
|
0.618 |
0.9744 |
|
1.000 |
0.9710 |
|
1.618 |
0.9654 |
|
2.618 |
0.9564 |
|
4.250 |
0.9418 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9901 |
| PP |
0.9837 |
0.9875 |
| S1 |
0.9830 |
0.9848 |
|