CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9801 |
0.9784 |
-0.0017 |
-0.2% |
0.9977 |
| High |
0.9856 |
0.9832 |
-0.0024 |
-0.2% |
1.0002 |
| Low |
0.9771 |
0.9752 |
-0.0019 |
-0.2% |
0.9771 |
| Close |
0.9784 |
0.9804 |
0.0020 |
0.2% |
0.9784 |
| Range |
0.0085 |
0.0080 |
-0.0005 |
-5.9% |
0.0231 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
118,098 |
90,398 |
-27,700 |
-23.5% |
530,544 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0036 |
1.0000 |
0.9848 |
|
| R3 |
0.9956 |
0.9920 |
0.9826 |
|
| R2 |
0.9876 |
0.9876 |
0.9819 |
|
| R1 |
0.9840 |
0.9840 |
0.9811 |
0.9858 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9805 |
| S1 |
0.9760 |
0.9760 |
0.9797 |
0.9778 |
| S2 |
0.9716 |
0.9716 |
0.9789 |
|
| S3 |
0.9636 |
0.9680 |
0.9782 |
|
| S4 |
0.9556 |
0.9600 |
0.9760 |
|
|
| 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 |
0.9752 |
0.0250 |
2.5% |
0.0085 |
0.9% |
21% |
False |
True |
109,295 |
| 10 |
1.0068 |
0.9752 |
0.0316 |
3.2% |
0.0085 |
0.9% |
16% |
False |
True |
101,451 |
| 20 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0077 |
0.8% |
12% |
False |
True |
90,039 |
| 40 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0075 |
0.8% |
12% |
False |
True |
87,632 |
| 60 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0072 |
0.7% |
12% |
False |
True |
69,250 |
| 80 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0068 |
0.7% |
12% |
False |
True |
52,005 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0069 |
0.7% |
27% |
False |
False |
41,637 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.3% |
0.0069 |
0.7% |
38% |
False |
False |
34,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
1.0041 |
|
1.618 |
0.9961 |
|
1.000 |
0.9912 |
|
0.618 |
0.9881 |
|
HIGH |
0.9832 |
|
0.618 |
0.9801 |
|
0.500 |
0.9792 |
|
0.382 |
0.9783 |
|
LOW |
0.9752 |
|
0.618 |
0.9703 |
|
1.000 |
0.9672 |
|
1.618 |
0.9623 |
|
2.618 |
0.9543 |
|
4.250 |
0.9412 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9800 |
0.9821 |
| PP |
0.9796 |
0.9815 |
| S1 |
0.9792 |
0.9810 |
|