CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9726 |
0.9680 |
-0.0046 |
-0.5% |
0.9775 |
| High |
0.9726 |
0.9700 |
-0.0026 |
-0.3% |
0.9800 |
| Low |
0.9669 |
0.9668 |
-0.0001 |
0.0% |
0.9668 |
| Close |
0.9682 |
0.9672 |
-0.0010 |
-0.1% |
0.9672 |
| Range |
0.0057 |
0.0032 |
-0.0025 |
-43.9% |
0.0132 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
352 |
347 |
-5 |
-1.4% |
1,145 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9776 |
0.9756 |
0.9690 |
|
| R3 |
0.9744 |
0.9724 |
0.9681 |
|
| R2 |
0.9712 |
0.9712 |
0.9678 |
|
| R1 |
0.9692 |
0.9692 |
0.9675 |
0.9686 |
| PP |
0.9680 |
0.9680 |
0.9680 |
0.9677 |
| S1 |
0.9660 |
0.9660 |
0.9669 |
0.9654 |
| S2 |
0.9648 |
0.9648 |
0.9666 |
|
| S3 |
0.9616 |
0.9628 |
0.9663 |
|
| S4 |
0.9584 |
0.9596 |
0.9654 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0023 |
0.9745 |
|
| R3 |
0.9977 |
0.9891 |
0.9708 |
|
| R2 |
0.9845 |
0.9845 |
0.9696 |
|
| R1 |
0.9759 |
0.9759 |
0.9684 |
0.9736 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9702 |
| S1 |
0.9627 |
0.9627 |
0.9660 |
0.9604 |
| S2 |
0.9581 |
0.9581 |
0.9648 |
|
| S3 |
0.9449 |
0.9495 |
0.9636 |
|
| S4 |
0.9317 |
0.9363 |
0.9599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9800 |
0.9668 |
0.0132 |
1.4% |
0.0052 |
0.5% |
3% |
False |
True |
229 |
| 10 |
0.9930 |
0.9668 |
0.0262 |
2.7% |
0.0049 |
0.5% |
2% |
False |
True |
161 |
| 20 |
1.0125 |
0.9668 |
0.0457 |
4.7% |
0.0053 |
0.5% |
1% |
False |
True |
127 |
| 40 |
1.0136 |
0.9668 |
0.0468 |
4.8% |
0.0043 |
0.4% |
1% |
False |
True |
103 |
| 60 |
1.0136 |
0.9668 |
0.0468 |
4.8% |
0.0040 |
0.4% |
1% |
False |
True |
119 |
| 80 |
1.0136 |
0.9668 |
0.0468 |
4.8% |
0.0037 |
0.4% |
1% |
False |
True |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9836 |
|
2.618 |
0.9784 |
|
1.618 |
0.9752 |
|
1.000 |
0.9732 |
|
0.618 |
0.9720 |
|
HIGH |
0.9700 |
|
0.618 |
0.9688 |
|
0.500 |
0.9684 |
|
0.382 |
0.9680 |
|
LOW |
0.9668 |
|
0.618 |
0.9648 |
|
1.000 |
0.9636 |
|
1.618 |
0.9616 |
|
2.618 |
0.9584 |
|
4.250 |
0.9532 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9702 |
| PP |
0.9680 |
0.9692 |
| S1 |
0.9676 |
0.9682 |
|