CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
0.9950 |
-0.0024 |
-0.2% |
1.0160 |
| High |
0.9974 |
0.9991 |
0.0017 |
0.2% |
1.0160 |
| Low |
0.9910 |
0.9946 |
0.0036 |
0.4% |
1.0006 |
| Close |
0.9958 |
0.9958 |
0.0000 |
0.0% |
1.0015 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0154 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
458 |
447 |
-11 |
-2.4% |
1,004 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0100 |
1.0074 |
0.9983 |
|
| R3 |
1.0055 |
1.0029 |
0.9970 |
|
| R2 |
1.0010 |
1.0010 |
0.9966 |
|
| R1 |
0.9984 |
0.9984 |
0.9962 |
0.9997 |
| PP |
0.9965 |
0.9965 |
0.9965 |
0.9972 |
| S1 |
0.9939 |
0.9939 |
0.9954 |
0.9952 |
| S2 |
0.9920 |
0.9920 |
0.9950 |
|
| S3 |
0.9875 |
0.9894 |
0.9946 |
|
| S4 |
0.9830 |
0.9849 |
0.9933 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0423 |
1.0100 |
|
| R3 |
1.0368 |
1.0269 |
1.0057 |
|
| R2 |
1.0214 |
1.0214 |
1.0043 |
|
| R1 |
1.0115 |
1.0115 |
1.0029 |
1.0088 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0047 |
| S1 |
0.9961 |
0.9961 |
1.0001 |
0.9934 |
| S2 |
0.9906 |
0.9906 |
0.9987 |
|
| S3 |
0.9752 |
0.9807 |
0.9973 |
|
| S4 |
0.9598 |
0.9653 |
0.9930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0091 |
0.9910 |
0.0181 |
1.8% |
0.0062 |
0.6% |
27% |
False |
False |
295 |
| 10 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0063 |
0.6% |
19% |
False |
False |
256 |
| 20 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0063 |
0.6% |
19% |
False |
False |
320 |
| 40 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0060 |
0.6% |
19% |
False |
False |
215 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0053 |
0.5% |
19% |
False |
False |
174 |
| 80 |
1.0168 |
0.9810 |
0.0358 |
3.6% |
0.0046 |
0.5% |
41% |
False |
False |
137 |
| 100 |
1.0168 |
0.9599 |
0.0569 |
5.7% |
0.0041 |
0.4% |
63% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
1.0109 |
|
1.618 |
1.0064 |
|
1.000 |
1.0036 |
|
0.618 |
1.0019 |
|
HIGH |
0.9991 |
|
0.618 |
0.9974 |
|
0.500 |
0.9969 |
|
0.382 |
0.9963 |
|
LOW |
0.9946 |
|
0.618 |
0.9918 |
|
1.000 |
0.9901 |
|
1.618 |
0.9873 |
|
2.618 |
0.9828 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9969 |
0.9960 |
| PP |
0.9965 |
0.9959 |
| S1 |
0.9962 |
0.9959 |
|