CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9803 |
0.0032 |
0.3% |
0.9955 |
| High |
0.9810 |
0.9820 |
0.0010 |
0.1% |
0.9980 |
| Low |
0.9735 |
0.9745 |
0.0010 |
0.1% |
0.9755 |
| Close |
0.9784 |
0.9775 |
-0.0009 |
-0.1% |
0.9764 |
| Range |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0225 |
| ATR |
0.0071 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,023 |
342 |
-681 |
-66.6% |
2,631 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
0.9965 |
0.9816 |
|
| R3 |
0.9930 |
0.9890 |
0.9796 |
|
| R2 |
0.9855 |
0.9855 |
0.9789 |
|
| R1 |
0.9815 |
0.9815 |
0.9782 |
0.9798 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9771 |
| S1 |
0.9740 |
0.9740 |
0.9768 |
0.9723 |
| S2 |
0.9705 |
0.9705 |
0.9761 |
|
| S3 |
0.9630 |
0.9665 |
0.9754 |
|
| S4 |
0.9555 |
0.9590 |
0.9734 |
|
|
| 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 |
0.9915 |
0.9735 |
0.0180 |
1.8% |
0.0078 |
0.8% |
22% |
False |
False |
644 |
| 10 |
1.0015 |
0.9735 |
0.0280 |
2.9% |
0.0075 |
0.8% |
14% |
False |
False |
506 |
| 20 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0068 |
0.7% |
9% |
False |
False |
401 |
| 40 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0064 |
0.7% |
9% |
False |
False |
299 |
| 60 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0059 |
0.6% |
9% |
False |
False |
234 |
| 80 |
1.0168 |
0.9735 |
0.0433 |
4.4% |
0.0052 |
0.5% |
9% |
False |
False |
188 |
| 100 |
1.0168 |
0.9686 |
0.0482 |
4.9% |
0.0046 |
0.5% |
18% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0139 |
|
2.618 |
1.0016 |
|
1.618 |
0.9941 |
|
1.000 |
0.9895 |
|
0.618 |
0.9866 |
|
HIGH |
0.9820 |
|
0.618 |
0.9791 |
|
0.500 |
0.9783 |
|
0.382 |
0.9774 |
|
LOW |
0.9745 |
|
0.618 |
0.9699 |
|
1.000 |
0.9670 |
|
1.618 |
0.9624 |
|
2.618 |
0.9549 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9783 |
0.9786 |
| PP |
0.9780 |
0.9782 |
| S1 |
0.9778 |
0.9779 |
|