CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9870 |
0.9801 |
-0.0069 |
-0.7% |
0.9977 |
| High |
0.9890 |
0.9856 |
-0.0034 |
-0.3% |
1.0002 |
| Low |
0.9800 |
0.9771 |
-0.0029 |
-0.3% |
0.9771 |
| Close |
0.9822 |
0.9784 |
-0.0038 |
-0.4% |
0.9784 |
| Range |
0.0090 |
0.0085 |
-0.0005 |
-5.6% |
0.0231 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
0.7% |
0.0000 |
| Volume |
117,900 |
118,098 |
198 |
0.2% |
530,544 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0006 |
0.9831 |
|
| R3 |
0.9974 |
0.9921 |
0.9807 |
|
| R2 |
0.9889 |
0.9889 |
0.9800 |
|
| R1 |
0.9836 |
0.9836 |
0.9792 |
0.9820 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9796 |
| S1 |
0.9751 |
0.9751 |
0.9776 |
0.9735 |
| S2 |
0.9719 |
0.9719 |
0.9768 |
|
| S3 |
0.9634 |
0.9666 |
0.9761 |
|
| S4 |
0.9549 |
0.9581 |
0.9737 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0396 |
0.9911 |
|
| R3 |
1.0314 |
1.0165 |
0.9848 |
|
| R2 |
1.0083 |
1.0083 |
0.9826 |
|
| R1 |
0.9934 |
0.9934 |
0.9805 |
0.9893 |
| PP |
0.9852 |
0.9852 |
0.9852 |
0.9832 |
| S1 |
0.9703 |
0.9703 |
0.9763 |
0.9662 |
| S2 |
0.9621 |
0.9621 |
0.9742 |
|
| S3 |
0.9390 |
0.9472 |
0.9720 |
|
| S4 |
0.9159 |
0.9241 |
0.9657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0002 |
0.9771 |
0.0231 |
2.4% |
0.0081 |
0.8% |
6% |
False |
True |
106,108 |
| 10 |
1.0068 |
0.9771 |
0.0297 |
3.0% |
0.0083 |
0.8% |
4% |
False |
True |
99,560 |
| 20 |
1.0192 |
0.9771 |
0.0421 |
4.3% |
0.0077 |
0.8% |
3% |
False |
True |
89,224 |
| 40 |
1.0192 |
0.9771 |
0.0421 |
4.3% |
0.0075 |
0.8% |
3% |
False |
True |
87,622 |
| 60 |
1.0192 |
0.9771 |
0.0421 |
4.3% |
0.0072 |
0.7% |
3% |
False |
True |
67,755 |
| 80 |
1.0192 |
0.9771 |
0.0421 |
4.3% |
0.0067 |
0.7% |
3% |
False |
True |
50,881 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0068 |
0.7% |
23% |
False |
False |
40,733 |
| 120 |
1.0192 |
0.9568 |
0.0624 |
6.4% |
0.0069 |
0.7% |
35% |
False |
False |
33,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
1.0079 |
|
1.618 |
0.9994 |
|
1.000 |
0.9941 |
|
0.618 |
0.9909 |
|
HIGH |
0.9856 |
|
0.618 |
0.9824 |
|
0.500 |
0.9814 |
|
0.382 |
0.9803 |
|
LOW |
0.9771 |
|
0.618 |
0.9718 |
|
1.000 |
0.9686 |
|
1.618 |
0.9633 |
|
2.618 |
0.9548 |
|
4.250 |
0.9410 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9814 |
0.9859 |
| PP |
0.9804 |
0.9834 |
| S1 |
0.9794 |
0.9809 |
|