CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 29-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9733 |
0.9730 |
-0.0003 |
0.0% |
0.9784 |
High |
0.9754 |
0.9792 |
0.0038 |
0.4% |
0.9843 |
Low |
0.9697 |
0.9726 |
0.0029 |
0.3% |
0.9697 |
Close |
0.9709 |
0.9760 |
0.0051 |
0.5% |
0.9709 |
Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0146 |
ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
Volume |
79,443 |
129,284 |
49,841 |
62.7% |
513,978 |
|
Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9957 |
0.9925 |
0.9796 |
|
R3 |
0.9891 |
0.9859 |
0.9778 |
|
R2 |
0.9825 |
0.9825 |
0.9772 |
|
R1 |
0.9793 |
0.9793 |
0.9766 |
0.9809 |
PP |
0.9759 |
0.9759 |
0.9759 |
0.9768 |
S1 |
0.9727 |
0.9727 |
0.9754 |
0.9743 |
S2 |
0.9693 |
0.9693 |
0.9748 |
|
S3 |
0.9627 |
0.9661 |
0.9742 |
|
S4 |
0.9561 |
0.9595 |
0.9724 |
|
|
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% |
0.0072 |
0.7% |
43% |
False |
False |
110,572 |
10 |
1.0002 |
0.9697 |
0.0305 |
3.1% |
0.0078 |
0.8% |
21% |
False |
False |
109,934 |
20 |
1.0165 |
0.9697 |
0.0468 |
4.8% |
0.0078 |
0.8% |
13% |
False |
False |
97,204 |
40 |
1.0192 |
0.9697 |
0.0495 |
5.1% |
0.0076 |
0.8% |
13% |
False |
False |
91,932 |
60 |
1.0192 |
0.9697 |
0.0495 |
5.1% |
0.0073 |
0.8% |
13% |
False |
False |
78,388 |
80 |
1.0192 |
0.9697 |
0.0495 |
5.1% |
0.0069 |
0.7% |
13% |
False |
False |
58,907 |
100 |
1.0192 |
0.9664 |
0.0528 |
5.4% |
0.0069 |
0.7% |
18% |
False |
False |
47,159 |
120 |
1.0192 |
0.9570 |
0.0622 |
6.4% |
0.0069 |
0.7% |
31% |
False |
False |
39,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0073 |
2.618 |
0.9965 |
1.618 |
0.9899 |
1.000 |
0.9858 |
0.618 |
0.9833 |
HIGH |
0.9792 |
0.618 |
0.9767 |
0.500 |
0.9759 |
0.382 |
0.9751 |
LOW |
0.9726 |
0.618 |
0.9685 |
1.000 |
0.9660 |
1.618 |
0.9619 |
2.618 |
0.9553 |
4.250 |
0.9446 |
|
|
Fisher Pivots for day following 29-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9760 |
0.9755 |
PP |
0.9759 |
0.9750 |
S1 |
0.9759 |
0.9745 |
|