CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
0.9958 |
0.0008 |
0.1% |
1.0125 |
| High |
0.9950 |
0.9969 |
0.0019 |
0.2% |
1.0125 |
| Low |
0.9900 |
0.9925 |
0.0025 |
0.3% |
0.9986 |
| Close |
0.9938 |
0.9937 |
-0.0001 |
0.0% |
0.9989 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-12.0% |
0.0139 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
49 |
48 |
-1 |
-2.0% |
265 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0050 |
0.9961 |
|
| R3 |
1.0032 |
1.0006 |
0.9949 |
|
| R2 |
0.9988 |
0.9988 |
0.9945 |
|
| R1 |
0.9962 |
0.9962 |
0.9941 |
0.9953 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9939 |
| S1 |
0.9918 |
0.9918 |
0.9933 |
0.9909 |
| S2 |
0.9900 |
0.9900 |
0.9929 |
|
| S3 |
0.9856 |
0.9874 |
0.9925 |
|
| S4 |
0.9812 |
0.9830 |
0.9913 |
|
|
| 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 |
1.0065 |
0.9900 |
0.0165 |
1.7% |
0.0055 |
0.5% |
22% |
False |
False |
120 |
| 10 |
1.0136 |
0.9900 |
0.0236 |
2.4% |
0.0048 |
0.5% |
16% |
False |
False |
85 |
| 20 |
1.0136 |
0.9900 |
0.0236 |
2.4% |
0.0041 |
0.4% |
16% |
False |
False |
66 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0038 |
0.4% |
17% |
False |
False |
87 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0037 |
0.4% |
17% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0084 |
|
1.618 |
1.0040 |
|
1.000 |
1.0013 |
|
0.618 |
0.9996 |
|
HIGH |
0.9969 |
|
0.618 |
0.9952 |
|
0.500 |
0.9947 |
|
0.382 |
0.9942 |
|
LOW |
0.9925 |
|
0.618 |
0.9898 |
|
1.000 |
0.9881 |
|
1.618 |
0.9854 |
|
2.618 |
0.9810 |
|
4.250 |
0.9738 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9947 |
0.9940 |
| PP |
0.9944 |
0.9939 |
| S1 |
0.9940 |
0.9938 |
|