CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 24-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
Open |
0.9730 |
0.9726 |
-0.0004 |
0.0% |
0.9907 |
High |
0.9735 |
0.9726 |
-0.0009 |
-0.1% |
0.9930 |
Low |
0.9680 |
0.9669 |
-0.0011 |
-0.1% |
0.9740 |
Close |
0.9712 |
0.9682 |
-0.0030 |
-0.3% |
0.9745 |
Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0190 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
Volume |
37 |
352 |
315 |
851.4% |
466 |
|
Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9863 |
0.9830 |
0.9713 |
|
R3 |
0.9806 |
0.9773 |
0.9698 |
|
R2 |
0.9749 |
0.9749 |
0.9692 |
|
R1 |
0.9716 |
0.9716 |
0.9687 |
0.9704 |
PP |
0.9692 |
0.9692 |
0.9692 |
0.9687 |
S1 |
0.9659 |
0.9659 |
0.9677 |
0.9647 |
S2 |
0.9635 |
0.9635 |
0.9672 |
|
S3 |
0.9578 |
0.9602 |
0.9666 |
|
S4 |
0.9521 |
0.9545 |
0.9651 |
|
|
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 |
0.9800 |
0.9669 |
0.0131 |
1.4% |
0.0057 |
0.6% |
10% |
False |
True |
170 |
10 |
0.9988 |
0.9669 |
0.0319 |
3.3% |
0.0056 |
0.6% |
4% |
False |
True |
135 |
20 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0052 |
0.5% |
3% |
False |
True |
110 |
40 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0043 |
0.4% |
3% |
False |
True |
96 |
60 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0040 |
0.4% |
3% |
False |
True |
122 |
80 |
1.0136 |
0.9669 |
0.0467 |
4.8% |
0.0037 |
0.4% |
3% |
False |
True |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9968 |
2.618 |
0.9875 |
1.618 |
0.9818 |
1.000 |
0.9783 |
0.618 |
0.9761 |
HIGH |
0.9726 |
0.618 |
0.9704 |
0.500 |
0.9698 |
0.382 |
0.9691 |
LOW |
0.9669 |
0.618 |
0.9634 |
1.000 |
0.9612 |
1.618 |
0.9577 |
2.618 |
0.9520 |
4.250 |
0.9427 |
|
|
Fisher Pivots for day following 24-May-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9698 |
0.9735 |
PP |
0.9692 |
0.9717 |
S1 |
0.9687 |
0.9700 |
|