CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9900 |
0.9907 |
0.0007 |
0.1% |
0.9970 |
High |
0.9988 |
0.9930 |
-0.0058 |
-0.6% |
1.0017 |
Low |
0.9890 |
0.9901 |
0.0011 |
0.1% |
0.9890 |
Close |
0.9947 |
0.9920 |
-0.0027 |
-0.3% |
0.9947 |
Range |
0.0098 |
0.0029 |
-0.0069 |
-70.4% |
0.0127 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
93 |
81 |
-12 |
-12.9% |
679 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0004 |
0.9991 |
0.9936 |
|
R3 |
0.9975 |
0.9962 |
0.9928 |
|
R2 |
0.9946 |
0.9946 |
0.9925 |
|
R1 |
0.9933 |
0.9933 |
0.9923 |
0.9940 |
PP |
0.9917 |
0.9917 |
0.9917 |
0.9920 |
S1 |
0.9904 |
0.9904 |
0.9917 |
0.9911 |
S2 |
0.9888 |
0.9888 |
0.9915 |
|
S3 |
0.9859 |
0.9875 |
0.9912 |
|
S4 |
0.9830 |
0.9846 |
0.9904 |
|
|
Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0332 |
1.0267 |
1.0017 |
|
R3 |
1.0205 |
1.0140 |
0.9982 |
|
R2 |
1.0078 |
1.0078 |
0.9970 |
|
R1 |
1.0013 |
1.0013 |
0.9959 |
0.9982 |
PP |
0.9951 |
0.9951 |
0.9951 |
0.9936 |
S1 |
0.9886 |
0.9886 |
0.9935 |
0.9855 |
S2 |
0.9824 |
0.9824 |
0.9924 |
|
S3 |
0.9697 |
0.9759 |
0.9912 |
|
S4 |
0.9570 |
0.9632 |
0.9877 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9988 |
0.9890 |
0.0098 |
1.0% |
0.0054 |
0.5% |
31% |
False |
False |
68 |
10 |
1.0097 |
0.9890 |
0.0207 |
2.1% |
0.0053 |
0.5% |
14% |
False |
False |
98 |
20 |
1.0136 |
0.9890 |
0.0246 |
2.5% |
0.0044 |
0.4% |
12% |
False |
False |
67 |
40 |
1.0136 |
0.9890 |
0.0246 |
2.5% |
0.0041 |
0.4% |
12% |
False |
False |
85 |
60 |
1.0136 |
0.9890 |
0.0246 |
2.5% |
0.0037 |
0.4% |
12% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0053 |
2.618 |
1.0006 |
1.618 |
0.9977 |
1.000 |
0.9959 |
0.618 |
0.9948 |
HIGH |
0.9930 |
0.618 |
0.9919 |
0.500 |
0.9916 |
0.382 |
0.9912 |
LOW |
0.9901 |
0.618 |
0.9883 |
1.000 |
0.9872 |
1.618 |
0.9854 |
2.618 |
0.9825 |
4.250 |
0.9778 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9919 |
0.9939 |
PP |
0.9917 |
0.9933 |
S1 |
0.9916 |
0.9926 |
|