CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
0.9970 |
-0.0095 |
-0.9% |
1.0125 |
| High |
1.0065 |
1.0017 |
-0.0048 |
-0.5% |
1.0125 |
| Low |
0.9986 |
0.9967 |
-0.0019 |
-0.2% |
0.9986 |
| Close |
0.9989 |
1.0011 |
0.0022 |
0.2% |
0.9989 |
| Range |
0.0079 |
0.0050 |
-0.0029 |
-36.7% |
0.0139 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
14 |
418 |
404 |
2,885.7% |
265 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0130 |
1.0039 |
|
| R3 |
1.0098 |
1.0080 |
1.0025 |
|
| R2 |
1.0048 |
1.0048 |
1.0020 |
|
| R1 |
1.0030 |
1.0030 |
1.0016 |
1.0039 |
| PP |
0.9998 |
0.9998 |
0.9998 |
1.0003 |
| S1 |
0.9980 |
0.9980 |
1.0006 |
0.9989 |
| S2 |
0.9948 |
0.9948 |
1.0002 |
|
| S3 |
0.9898 |
0.9930 |
0.9997 |
|
| S4 |
0.9848 |
0.9880 |
0.9984 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0359 |
1.0065 |
|
| R3 |
1.0311 |
1.0220 |
1.0027 |
|
| R2 |
1.0172 |
1.0172 |
1.0014 |
|
| R1 |
1.0081 |
1.0081 |
1.0002 |
1.0057 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0022 |
| S1 |
0.9942 |
0.9942 |
0.9976 |
0.9918 |
| S2 |
0.9894 |
0.9894 |
0.9964 |
|
| S3 |
0.9755 |
0.9803 |
0.9951 |
|
| S4 |
0.9616 |
0.9664 |
0.9913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
0.9967 |
0.0130 |
1.3% |
0.0051 |
0.5% |
34% |
False |
True |
129 |
| 10 |
1.0136 |
0.9967 |
0.0169 |
1.7% |
0.0039 |
0.4% |
26% |
False |
True |
75 |
| 20 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0042 |
0.4% |
48% |
False |
False |
80 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0037 |
0.4% |
48% |
False |
False |
117 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0036 |
0.4% |
48% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0230 |
|
2.618 |
1.0148 |
|
1.618 |
1.0098 |
|
1.000 |
1.0067 |
|
0.618 |
1.0048 |
|
HIGH |
1.0017 |
|
0.618 |
0.9998 |
|
0.500 |
0.9992 |
|
0.382 |
0.9986 |
|
LOW |
0.9967 |
|
0.618 |
0.9936 |
|
1.000 |
0.9917 |
|
1.618 |
0.9886 |
|
2.618 |
0.9836 |
|
4.250 |
0.9755 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
1.0032 |
| PP |
0.9998 |
1.0025 |
| S1 |
0.9992 |
1.0018 |
|