CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
0.9940 |
-0.0010 |
-0.1% |
1.0005 |
| High |
0.9991 |
1.0015 |
0.0024 |
0.2% |
1.0040 |
| Low |
0.9946 |
0.9890 |
-0.0056 |
-0.6% |
0.9890 |
| Close |
0.9958 |
0.9969 |
0.0011 |
0.1% |
0.9969 |
| Range |
0.0045 |
0.0125 |
0.0080 |
177.8% |
0.0150 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.8% |
0.0000 |
| Volume |
447 |
168 |
-279 |
-62.4% |
1,508 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0276 |
1.0038 |
|
| R3 |
1.0208 |
1.0151 |
1.0003 |
|
| R2 |
1.0083 |
1.0083 |
0.9992 |
|
| R1 |
1.0026 |
1.0026 |
0.9980 |
1.0055 |
| PP |
0.9958 |
0.9958 |
0.9958 |
0.9972 |
| S1 |
0.9901 |
0.9901 |
0.9958 |
0.9930 |
| S2 |
0.9833 |
0.9833 |
0.9946 |
|
| S3 |
0.9708 |
0.9776 |
0.9935 |
|
| S4 |
0.9583 |
0.9651 |
0.9900 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0343 |
1.0052 |
|
| R3 |
1.0266 |
1.0193 |
1.0010 |
|
| R2 |
1.0116 |
1.0116 |
0.9997 |
|
| R1 |
1.0043 |
1.0043 |
0.9983 |
1.0005 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9947 |
| S1 |
0.9893 |
0.9893 |
0.9955 |
0.9855 |
| S2 |
0.9816 |
0.9816 |
0.9942 |
|
| S3 |
0.9666 |
0.9743 |
0.9928 |
|
| S4 |
0.9516 |
0.9593 |
0.9887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0040 |
0.9890 |
0.0150 |
1.5% |
0.0070 |
0.7% |
53% |
False |
True |
301 |
| 10 |
1.0160 |
0.9890 |
0.0270 |
2.7% |
0.0069 |
0.7% |
29% |
False |
True |
251 |
| 20 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0066 |
0.7% |
28% |
False |
True |
313 |
| 40 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0062 |
0.6% |
28% |
False |
True |
217 |
| 60 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0054 |
0.5% |
28% |
False |
True |
177 |
| 80 |
1.0168 |
0.9810 |
0.0358 |
3.6% |
0.0047 |
0.5% |
44% |
False |
False |
139 |
| 100 |
1.0168 |
0.9657 |
0.0511 |
5.1% |
0.0043 |
0.4% |
61% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0546 |
|
2.618 |
1.0342 |
|
1.618 |
1.0217 |
|
1.000 |
1.0140 |
|
0.618 |
1.0092 |
|
HIGH |
1.0015 |
|
0.618 |
0.9967 |
|
0.500 |
0.9953 |
|
0.382 |
0.9938 |
|
LOW |
0.9890 |
|
0.618 |
0.9813 |
|
1.000 |
0.9765 |
|
1.618 |
0.9688 |
|
2.618 |
0.9563 |
|
4.250 |
0.9359 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9964 |
0.9964 |
| PP |
0.9958 |
0.9958 |
| S1 |
0.9953 |
0.9953 |
|