CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9940 |
0.9955 |
0.0015 |
0.2% |
1.0005 |
| High |
1.0015 |
0.9965 |
-0.0050 |
-0.5% |
1.0040 |
| Low |
0.9890 |
0.9920 |
0.0030 |
0.3% |
0.9890 |
| Close |
0.9969 |
0.9943 |
-0.0026 |
-0.3% |
0.9969 |
| Range |
0.0125 |
0.0045 |
-0.0080 |
-64.0% |
0.0150 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
168 |
587 |
419 |
249.4% |
1,508 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
1.0055 |
0.9968 |
|
| R3 |
1.0033 |
1.0010 |
0.9955 |
|
| R2 |
0.9988 |
0.9988 |
0.9951 |
|
| R1 |
0.9965 |
0.9965 |
0.9947 |
0.9954 |
| PP |
0.9943 |
0.9943 |
0.9943 |
0.9937 |
| S1 |
0.9920 |
0.9920 |
0.9939 |
0.9909 |
| S2 |
0.9898 |
0.9898 |
0.9935 |
|
| S3 |
0.9853 |
0.9875 |
0.9931 |
|
| S4 |
0.9808 |
0.9830 |
0.9918 |
|
|
| 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 |
1.0015 |
0.9890 |
0.0125 |
1.3% |
0.0068 |
0.7% |
42% |
False |
False |
371 |
| 10 |
1.0140 |
0.9890 |
0.0250 |
2.5% |
0.0065 |
0.6% |
21% |
False |
False |
274 |
| 20 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0066 |
0.7% |
19% |
False |
False |
335 |
| 40 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0062 |
0.6% |
19% |
False |
False |
229 |
| 60 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0055 |
0.5% |
19% |
False |
False |
186 |
| 80 |
1.0168 |
0.9825 |
0.0343 |
3.4% |
0.0048 |
0.5% |
34% |
False |
False |
146 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
4.8% |
0.0043 |
0.4% |
53% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0083 |
|
1.618 |
1.0038 |
|
1.000 |
1.0010 |
|
0.618 |
0.9993 |
|
HIGH |
0.9965 |
|
0.618 |
0.9948 |
|
0.500 |
0.9943 |
|
0.382 |
0.9937 |
|
LOW |
0.9920 |
|
0.618 |
0.9892 |
|
1.000 |
0.9875 |
|
1.618 |
0.9847 |
|
2.618 |
0.9802 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9943 |
0.9953 |
| PP |
0.9943 |
0.9949 |
| S1 |
0.9943 |
0.9946 |
|