CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9821 |
0.0037 |
0.4% |
0.9977 |
| High |
0.9832 |
0.9843 |
0.0011 |
0.1% |
1.0002 |
| Low |
0.9752 |
0.9764 |
0.0012 |
0.1% |
0.9771 |
| Close |
0.9804 |
0.9795 |
-0.0009 |
-0.1% |
0.9784 |
| Range |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0231 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0000 |
| Volume |
90,398 |
92,117 |
1,719 |
1.9% |
530,544 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
0.9995 |
0.9838 |
|
| R3 |
0.9959 |
0.9916 |
0.9817 |
|
| R2 |
0.9880 |
0.9880 |
0.9809 |
|
| R1 |
0.9837 |
0.9837 |
0.9802 |
0.9819 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9792 |
| S1 |
0.9758 |
0.9758 |
0.9788 |
0.9740 |
| S2 |
0.9722 |
0.9722 |
0.9781 |
|
| S3 |
0.9643 |
0.9679 |
0.9773 |
|
| S4 |
0.9564 |
0.9600 |
0.9752 |
|
|
| 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 |
0.9947 |
0.9752 |
0.0195 |
2.0% |
0.0084 |
0.9% |
22% |
False |
False |
108,580 |
| 10 |
1.0038 |
0.9752 |
0.0286 |
2.9% |
0.0082 |
0.8% |
15% |
False |
False |
101,174 |
| 20 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0078 |
0.8% |
10% |
False |
False |
90,737 |
| 40 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0075 |
0.8% |
10% |
False |
False |
88,004 |
| 60 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0073 |
0.7% |
10% |
False |
False |
70,779 |
| 80 |
1.0192 |
0.9752 |
0.0440 |
4.5% |
0.0069 |
0.7% |
10% |
False |
False |
53,153 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0068 |
0.7% |
25% |
False |
False |
42,558 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0070 |
0.7% |
36% |
False |
False |
35,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0179 |
|
2.618 |
1.0050 |
|
1.618 |
0.9971 |
|
1.000 |
0.9922 |
|
0.618 |
0.9892 |
|
HIGH |
0.9843 |
|
0.618 |
0.9813 |
|
0.500 |
0.9804 |
|
0.382 |
0.9794 |
|
LOW |
0.9764 |
|
0.618 |
0.9715 |
|
1.000 |
0.9685 |
|
1.618 |
0.9636 |
|
2.618 |
0.9557 |
|
4.250 |
0.9428 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9804 |
| PP |
0.9801 |
0.9801 |
| S1 |
0.9798 |
0.9798 |
|