CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9733 |
-0.0019 |
-0.2% |
0.9784 |
| High |
0.9772 |
0.9754 |
-0.0018 |
-0.2% |
0.9843 |
| Low |
0.9706 |
0.9697 |
-0.0009 |
-0.1% |
0.9697 |
| Close |
0.9719 |
0.9709 |
-0.0010 |
-0.1% |
0.9709 |
| Range |
0.0066 |
0.0057 |
-0.0009 |
-13.6% |
0.0146 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
117,354 |
79,443 |
-37,911 |
-32.3% |
513,978 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9891 |
0.9857 |
0.9740 |
|
| R3 |
0.9834 |
0.9800 |
0.9725 |
|
| R2 |
0.9777 |
0.9777 |
0.9719 |
|
| R1 |
0.9743 |
0.9743 |
0.9714 |
0.9732 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9714 |
| S1 |
0.9686 |
0.9686 |
0.9704 |
0.9675 |
| S2 |
0.9663 |
0.9663 |
0.9699 |
|
| S3 |
0.9606 |
0.9629 |
0.9693 |
|
| S4 |
0.9549 |
0.9572 |
0.9678 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0094 |
0.9789 |
|
| R3 |
1.0042 |
0.9948 |
0.9749 |
|
| R2 |
0.9896 |
0.9896 |
0.9736 |
|
| R1 |
0.9802 |
0.9802 |
0.9722 |
0.9776 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9737 |
| S1 |
0.9656 |
0.9656 |
0.9696 |
0.9630 |
| S2 |
0.9604 |
0.9604 |
0.9682 |
|
| S3 |
0.9458 |
0.9510 |
0.9669 |
|
| S4 |
0.9312 |
0.9364 |
0.9629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9843 |
0.9697 |
0.0146 |
1.5% |
0.0074 |
0.8% |
8% |
False |
True |
102,795 |
| 10 |
1.0002 |
0.9697 |
0.0305 |
3.1% |
0.0078 |
0.8% |
4% |
False |
True |
104,452 |
| 20 |
1.0190 |
0.9697 |
0.0493 |
5.1% |
0.0080 |
0.8% |
2% |
False |
True |
94,753 |
| 40 |
1.0192 |
0.9697 |
0.0495 |
5.1% |
0.0076 |
0.8% |
2% |
False |
True |
90,565 |
| 60 |
1.0192 |
0.9697 |
0.0495 |
5.1% |
0.0073 |
0.8% |
2% |
False |
True |
76,251 |
| 80 |
1.0192 |
0.9697 |
0.0495 |
5.1% |
0.0069 |
0.7% |
2% |
False |
True |
57,292 |
| 100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0069 |
0.7% |
9% |
False |
False |
45,870 |
| 120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0069 |
0.7% |
22% |
False |
False |
38,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9996 |
|
2.618 |
0.9903 |
|
1.618 |
0.9846 |
|
1.000 |
0.9811 |
|
0.618 |
0.9789 |
|
HIGH |
0.9754 |
|
0.618 |
0.9732 |
|
0.500 |
0.9726 |
|
0.382 |
0.9719 |
|
LOW |
0.9697 |
|
0.618 |
0.9662 |
|
1.000 |
0.9640 |
|
1.618 |
0.9605 |
|
2.618 |
0.9548 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9746 |
| PP |
0.9720 |
0.9734 |
| S1 |
0.9715 |
0.9721 |
|