CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 15-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9955 |
0.9945 |
-0.0010 |
-0.1% |
1.0005 |
High |
0.9965 |
0.9980 |
0.0015 |
0.2% |
1.0040 |
Low |
0.9920 |
0.9900 |
-0.0020 |
-0.2% |
0.9890 |
Close |
0.9943 |
0.9926 |
-0.0017 |
-0.2% |
0.9969 |
Range |
0.0045 |
0.0080 |
0.0035 |
77.8% |
0.0150 |
ATR |
0.0067 |
0.0068 |
0.0001 |
1.4% |
0.0000 |
Volume |
587 |
185 |
-402 |
-68.5% |
1,508 |
|
Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0175 |
1.0131 |
0.9970 |
|
R3 |
1.0095 |
1.0051 |
0.9948 |
|
R2 |
1.0015 |
1.0015 |
0.9941 |
|
R1 |
0.9971 |
0.9971 |
0.9933 |
0.9953 |
PP |
0.9935 |
0.9935 |
0.9935 |
0.9927 |
S1 |
0.9891 |
0.9891 |
0.9919 |
0.9873 |
S2 |
0.9855 |
0.9855 |
0.9911 |
|
S3 |
0.9775 |
0.9811 |
0.9904 |
|
S4 |
0.9695 |
0.9731 |
0.9882 |
|
|
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% |
0.0072 |
0.7% |
29% |
False |
False |
369 |
10 |
1.0140 |
0.9890 |
0.0250 |
2.5% |
0.0067 |
0.7% |
14% |
False |
False |
275 |
20 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0063 |
0.6% |
13% |
False |
False |
337 |
40 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0062 |
0.6% |
13% |
False |
False |
231 |
60 |
1.0168 |
0.9890 |
0.0278 |
2.8% |
0.0056 |
0.6% |
13% |
False |
False |
189 |
80 |
1.0168 |
0.9825 |
0.0343 |
3.5% |
0.0048 |
0.5% |
29% |
False |
False |
148 |
100 |
1.0168 |
0.9686 |
0.0482 |
4.9% |
0.0043 |
0.4% |
50% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0320 |
2.618 |
1.0189 |
1.618 |
1.0109 |
1.000 |
1.0060 |
0.618 |
1.0029 |
HIGH |
0.9980 |
0.618 |
0.9949 |
0.500 |
0.9940 |
0.382 |
0.9931 |
LOW |
0.9900 |
0.618 |
0.9851 |
1.000 |
0.9820 |
1.618 |
0.9771 |
2.618 |
0.9691 |
4.250 |
0.9560 |
|
|
Fisher Pivots for day following 15-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9940 |
0.9953 |
PP |
0.9935 |
0.9944 |
S1 |
0.9931 |
0.9935 |
|