CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9907 |
0.9925 |
0.0018 |
0.2% |
0.9970 |
| High |
0.9930 |
0.9925 |
-0.0005 |
-0.1% |
1.0017 |
| Low |
0.9901 |
0.9890 |
-0.0011 |
-0.1% |
0.9890 |
| Close |
0.9920 |
0.9904 |
-0.0016 |
-0.2% |
0.9947 |
| Range |
0.0029 |
0.0035 |
0.0006 |
20.7% |
0.0127 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
81 |
194 |
113 |
139.5% |
679 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9993 |
0.9923 |
|
| R3 |
0.9976 |
0.9958 |
0.9914 |
|
| R2 |
0.9941 |
0.9941 |
0.9910 |
|
| R1 |
0.9923 |
0.9923 |
0.9907 |
0.9915 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9902 |
| S1 |
0.9888 |
0.9888 |
0.9901 |
0.9880 |
| S2 |
0.9871 |
0.9871 |
0.9898 |
|
| S3 |
0.9836 |
0.9853 |
0.9894 |
|
| S4 |
0.9801 |
0.9818 |
0.9885 |
|
|
| 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% |
0.0051 |
0.5% |
14% |
False |
True |
93 |
| 10 |
1.0097 |
0.9890 |
0.0207 |
2.1% |
0.0052 |
0.5% |
7% |
False |
True |
104 |
| 20 |
1.0136 |
0.9890 |
0.0246 |
2.5% |
0.0042 |
0.4% |
6% |
False |
True |
70 |
| 40 |
1.0136 |
0.9890 |
0.0246 |
2.5% |
0.0041 |
0.4% |
6% |
False |
True |
90 |
| 60 |
1.0136 |
0.9890 |
0.0246 |
2.5% |
0.0037 |
0.4% |
6% |
False |
True |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
1.0017 |
|
1.618 |
0.9982 |
|
1.000 |
0.9960 |
|
0.618 |
0.9947 |
|
HIGH |
0.9925 |
|
0.618 |
0.9912 |
|
0.500 |
0.9908 |
|
0.382 |
0.9903 |
|
LOW |
0.9890 |
|
0.618 |
0.9868 |
|
1.000 |
0.9855 |
|
1.618 |
0.9833 |
|
2.618 |
0.9798 |
|
4.250 |
0.9741 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9908 |
0.9939 |
| PP |
0.9906 |
0.9927 |
| S1 |
0.9905 |
0.9916 |
|