CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 22-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9775 |
0.9790 |
0.0015 |
0.2% |
0.9907 |
High |
0.9785 |
0.9800 |
0.0015 |
0.2% |
0.9930 |
Low |
0.9720 |
0.9750 |
0.0030 |
0.3% |
0.9740 |
Close |
0.9766 |
0.9755 |
-0.0011 |
-0.1% |
0.9745 |
Range |
0.0065 |
0.0050 |
-0.0015 |
-23.1% |
0.0190 |
ATR |
0.0057 |
0.0057 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
371 |
38 |
-333 |
-89.8% |
466 |
|
Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9918 |
0.9887 |
0.9783 |
|
R3 |
0.9868 |
0.9837 |
0.9769 |
|
R2 |
0.9818 |
0.9818 |
0.9764 |
|
R1 |
0.9787 |
0.9787 |
0.9760 |
0.9778 |
PP |
0.9768 |
0.9768 |
0.9768 |
0.9764 |
S1 |
0.9737 |
0.9737 |
0.9750 |
0.9728 |
S2 |
0.9718 |
0.9718 |
0.9746 |
|
S3 |
0.9668 |
0.9687 |
0.9741 |
|
S4 |
0.9618 |
0.9637 |
0.9728 |
|
|
Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0375 |
1.0250 |
0.9850 |
|
R3 |
1.0185 |
1.0060 |
0.9797 |
|
R2 |
0.9995 |
0.9995 |
0.9780 |
|
R1 |
0.9870 |
0.9870 |
0.9762 |
0.9838 |
PP |
0.9805 |
0.9805 |
0.9805 |
0.9789 |
S1 |
0.9680 |
0.9680 |
0.9728 |
0.9648 |
S2 |
0.9615 |
0.9615 |
0.9710 |
|
S3 |
0.9425 |
0.9490 |
0.9693 |
|
S4 |
0.9235 |
0.9300 |
0.9641 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9877 |
0.9720 |
0.0157 |
1.6% |
0.0056 |
0.6% |
22% |
False |
False |
120 |
10 |
0.9988 |
0.9720 |
0.0268 |
2.7% |
0.0054 |
0.6% |
13% |
False |
False |
106 |
20 |
1.0136 |
0.9720 |
0.0416 |
4.3% |
0.0049 |
0.5% |
8% |
False |
False |
94 |
40 |
1.0136 |
0.9720 |
0.0416 |
4.3% |
0.0043 |
0.4% |
8% |
False |
False |
90 |
60 |
1.0136 |
0.9720 |
0.0416 |
4.3% |
0.0039 |
0.4% |
8% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0013 |
2.618 |
0.9931 |
1.618 |
0.9881 |
1.000 |
0.9850 |
0.618 |
0.9831 |
HIGH |
0.9800 |
0.618 |
0.9781 |
0.500 |
0.9775 |
0.382 |
0.9769 |
LOW |
0.9750 |
0.618 |
0.9719 |
1.000 |
0.9700 |
1.618 |
0.9669 |
2.618 |
0.9619 |
4.250 |
0.9538 |
|
|
Fisher Pivots for day following 22-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9775 |
0.9760 |
PP |
0.9768 |
0.9758 |
S1 |
0.9762 |
0.9757 |
|