CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9980 |
0.9950 |
-0.0030 |
-0.3% |
1.0125 |
| High |
0.9980 |
0.9950 |
-0.0030 |
-0.3% |
1.0125 |
| Low |
0.9930 |
0.9900 |
-0.0030 |
-0.3% |
0.9986 |
| Close |
0.9963 |
0.9938 |
-0.0025 |
-0.3% |
0.9989 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0139 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
71 |
49 |
-22 |
-31.0% |
265 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
1.0059 |
0.9966 |
|
| R3 |
1.0029 |
1.0009 |
0.9952 |
|
| R2 |
0.9979 |
0.9979 |
0.9947 |
|
| R1 |
0.9959 |
0.9959 |
0.9943 |
0.9944 |
| PP |
0.9929 |
0.9929 |
0.9929 |
0.9922 |
| S1 |
0.9909 |
0.9909 |
0.9933 |
0.9894 |
| S2 |
0.9879 |
0.9879 |
0.9929 |
|
| S3 |
0.9829 |
0.9859 |
0.9924 |
|
| S4 |
0.9779 |
0.9809 |
0.9911 |
|
|
| 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 |
0.9900 |
0.0197 |
2.0% |
0.0054 |
0.5% |
19% |
False |
True |
118 |
| 10 |
1.0136 |
0.9900 |
0.0236 |
2.4% |
0.0046 |
0.5% |
16% |
False |
True |
84 |
| 20 |
1.0136 |
0.9900 |
0.0236 |
2.4% |
0.0041 |
0.4% |
16% |
False |
True |
75 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0038 |
0.4% |
18% |
False |
False |
119 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0037 |
0.4% |
18% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0081 |
|
1.618 |
1.0031 |
|
1.000 |
1.0000 |
|
0.618 |
0.9981 |
|
HIGH |
0.9950 |
|
0.618 |
0.9931 |
|
0.500 |
0.9925 |
|
0.382 |
0.9919 |
|
LOW |
0.9900 |
|
0.618 |
0.9869 |
|
1.000 |
0.9850 |
|
1.618 |
0.9819 |
|
2.618 |
0.9769 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9934 |
0.9959 |
| PP |
0.9929 |
0.9952 |
| S1 |
0.9925 |
0.9945 |
|