CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9787 |
-0.0034 |
-0.3% |
0.9977 |
| High |
0.9843 |
0.9795 |
-0.0048 |
-0.5% |
1.0002 |
| Low |
0.9764 |
0.9705 |
-0.0059 |
-0.6% |
0.9771 |
| Close |
0.9795 |
0.9748 |
-0.0047 |
-0.5% |
0.9784 |
| Range |
0.0079 |
0.0090 |
0.0011 |
13.9% |
0.0231 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.0% |
0.0000 |
| Volume |
92,117 |
134,666 |
42,549 |
46.2% |
530,544 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0019 |
0.9974 |
0.9798 |
|
| R3 |
0.9929 |
0.9884 |
0.9773 |
|
| R2 |
0.9839 |
0.9839 |
0.9765 |
|
| R1 |
0.9794 |
0.9794 |
0.9756 |
0.9772 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9738 |
| S1 |
0.9704 |
0.9704 |
0.9740 |
0.9682 |
| S2 |
0.9659 |
0.9659 |
0.9732 |
|
| S3 |
0.9569 |
0.9614 |
0.9723 |
|
| S4 |
0.9479 |
0.9524 |
0.9699 |
|
|
| 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 |
0.9890 |
0.9705 |
0.0185 |
1.9% |
0.0085 |
0.9% |
23% |
False |
True |
110,635 |
| 10 |
1.0038 |
0.9705 |
0.0333 |
3.4% |
0.0084 |
0.9% |
13% |
False |
True |
103,218 |
| 20 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0079 |
0.8% |
9% |
False |
True |
92,714 |
| 40 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0076 |
0.8% |
9% |
False |
True |
89,853 |
| 60 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0073 |
0.8% |
9% |
False |
True |
73,008 |
| 80 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0069 |
0.7% |
9% |
False |
True |
54,835 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0069 |
0.7% |
16% |
False |
False |
43,903 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0069 |
0.7% |
29% |
False |
False |
36,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0178 |
|
2.618 |
1.0031 |
|
1.618 |
0.9941 |
|
1.000 |
0.9885 |
|
0.618 |
0.9851 |
|
HIGH |
0.9795 |
|
0.618 |
0.9761 |
|
0.500 |
0.9750 |
|
0.382 |
0.9739 |
|
LOW |
0.9705 |
|
0.618 |
0.9649 |
|
1.000 |
0.9615 |
|
1.618 |
0.9559 |
|
2.618 |
0.9469 |
|
4.250 |
0.9323 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9774 |
| PP |
0.9749 |
0.9765 |
| S1 |
0.9749 |
0.9757 |
|