CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9771 |
-0.0016 |
-0.2% |
0.9955 |
| High |
0.9836 |
0.9810 |
-0.0026 |
-0.3% |
0.9980 |
| Low |
0.9755 |
0.9735 |
-0.0020 |
-0.2% |
0.9755 |
| Close |
0.9764 |
0.9784 |
0.0020 |
0.2% |
0.9764 |
| Range |
0.0081 |
0.0075 |
-0.0006 |
-7.4% |
0.0225 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,058 |
1,023 |
-35 |
-3.3% |
2,631 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9968 |
0.9825 |
|
| R3 |
0.9926 |
0.9893 |
0.9805 |
|
| R2 |
0.9851 |
0.9851 |
0.9798 |
|
| R1 |
0.9818 |
0.9818 |
0.9791 |
0.9835 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9785 |
| S1 |
0.9743 |
0.9743 |
0.9777 |
0.9760 |
| S2 |
0.9701 |
0.9701 |
0.9770 |
|
| S3 |
0.9626 |
0.9668 |
0.9763 |
|
| S4 |
0.9551 |
0.9593 |
0.9743 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0361 |
0.9888 |
|
| R3 |
1.0283 |
1.0136 |
0.9826 |
|
| R2 |
1.0058 |
1.0058 |
0.9805 |
|
| R1 |
0.9911 |
0.9911 |
0.9785 |
0.9872 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9814 |
| S1 |
0.9686 |
0.9686 |
0.9743 |
0.9647 |
| S2 |
0.9608 |
0.9608 |
0.9723 |
|
| S3 |
0.9383 |
0.9461 |
0.9702 |
|
| S4 |
0.9158 |
0.9236 |
0.9640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9980 |
0.9735 |
0.0245 |
2.5% |
0.0079 |
0.8% |
20% |
False |
True |
613 |
| 10 |
1.0015 |
0.9735 |
0.0280 |
2.9% |
0.0074 |
0.8% |
18% |
False |
True |
492 |
| 20 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0067 |
0.7% |
11% |
False |
True |
401 |
| 40 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0064 |
0.7% |
11% |
False |
True |
295 |
| 60 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0059 |
0.6% |
11% |
False |
True |
230 |
| 80 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0051 |
0.5% |
11% |
False |
True |
184 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
4.9% |
0.0045 |
0.5% |
20% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0129 |
|
2.618 |
1.0006 |
|
1.618 |
0.9931 |
|
1.000 |
0.9885 |
|
0.618 |
0.9856 |
|
HIGH |
0.9810 |
|
0.618 |
0.9781 |
|
0.500 |
0.9773 |
|
0.382 |
0.9764 |
|
LOW |
0.9735 |
|
0.618 |
0.9689 |
|
1.000 |
0.9660 |
|
1.618 |
0.9614 |
|
2.618 |
0.9539 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9802 |
| PP |
0.9776 |
0.9796 |
| S1 |
0.9773 |
0.9790 |
|