CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9752 |
-0.0035 |
-0.4% |
0.9977 |
| High |
0.9795 |
0.9772 |
-0.0023 |
-0.2% |
1.0002 |
| Low |
0.9705 |
0.9706 |
0.0001 |
0.0% |
0.9771 |
| Close |
0.9748 |
0.9719 |
-0.0029 |
-0.3% |
0.9784 |
| Range |
0.0090 |
0.0066 |
-0.0024 |
-26.7% |
0.0231 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
134,666 |
117,354 |
-17,312 |
-12.9% |
530,544 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9891 |
0.9755 |
|
| R3 |
0.9864 |
0.9825 |
0.9737 |
|
| R2 |
0.9798 |
0.9798 |
0.9731 |
|
| R1 |
0.9759 |
0.9759 |
0.9725 |
0.9746 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9726 |
| S1 |
0.9693 |
0.9693 |
0.9713 |
0.9680 |
| S2 |
0.9666 |
0.9666 |
0.9707 |
|
| S3 |
0.9600 |
0.9627 |
0.9701 |
|
| S4 |
0.9534 |
0.9561 |
0.9683 |
|
|
| 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 |
0.9856 |
0.9705 |
0.0151 |
1.6% |
0.0080 |
0.8% |
9% |
False |
False |
110,526 |
| 10 |
1.0038 |
0.9705 |
0.0333 |
3.4% |
0.0085 |
0.9% |
4% |
False |
False |
106,869 |
| 20 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0080 |
0.8% |
3% |
False |
False |
94,599 |
| 40 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0076 |
0.8% |
3% |
False |
False |
90,830 |
| 60 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0073 |
0.7% |
3% |
False |
False |
74,952 |
| 80 |
1.0192 |
0.9705 |
0.0487 |
5.0% |
0.0069 |
0.7% |
3% |
False |
False |
56,301 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0069 |
0.7% |
10% |
False |
False |
45,076 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0069 |
0.7% |
24% |
False |
False |
37,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
0.9945 |
|
1.618 |
0.9879 |
|
1.000 |
0.9838 |
|
0.618 |
0.9813 |
|
HIGH |
0.9772 |
|
0.618 |
0.9747 |
|
0.500 |
0.9739 |
|
0.382 |
0.9731 |
|
LOW |
0.9706 |
|
0.618 |
0.9665 |
|
1.000 |
0.9640 |
|
1.618 |
0.9599 |
|
2.618 |
0.9533 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9739 |
0.9774 |
| PP |
0.9732 |
0.9756 |
| S1 |
0.9726 |
0.9737 |
|