CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9674 |
-0.0026 |
-0.3% |
0.9775 |
| High |
0.9700 |
0.9674 |
-0.0026 |
-0.3% |
0.9800 |
| Low |
0.9656 |
0.9610 |
-0.0046 |
-0.5% |
0.9668 |
| Close |
0.9671 |
0.9643 |
-0.0028 |
-0.3% |
0.9672 |
| Range |
0.0044 |
0.0064 |
0.0020 |
45.5% |
0.0132 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
499 |
110 |
-389 |
-78.0% |
1,145 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9803 |
0.9678 |
|
| R3 |
0.9770 |
0.9739 |
0.9661 |
|
| R2 |
0.9706 |
0.9706 |
0.9655 |
|
| R1 |
0.9675 |
0.9675 |
0.9649 |
0.9659 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9634 |
| S1 |
0.9611 |
0.9611 |
0.9637 |
0.9595 |
| S2 |
0.9578 |
0.9578 |
0.9631 |
|
| S3 |
0.9514 |
0.9547 |
0.9625 |
|
| S4 |
0.9450 |
0.9483 |
0.9608 |
|
|
| 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 |
0.9750 |
0.9610 |
0.0140 |
1.5% |
0.0051 |
0.5% |
24% |
False |
True |
337 |
| 10 |
0.9843 |
0.9610 |
0.0233 |
2.4% |
0.0055 |
0.6% |
14% |
False |
True |
229 |
| 20 |
1.0097 |
0.9610 |
0.0487 |
5.1% |
0.0054 |
0.6% |
7% |
False |
True |
166 |
| 40 |
1.0136 |
0.9610 |
0.0526 |
5.5% |
0.0045 |
0.5% |
6% |
False |
True |
117 |
| 60 |
1.0136 |
0.9610 |
0.0526 |
5.5% |
0.0041 |
0.4% |
6% |
False |
True |
127 |
| 80 |
1.0136 |
0.9610 |
0.0526 |
5.5% |
0.0038 |
0.4% |
6% |
False |
True |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9946 |
|
2.618 |
0.9842 |
|
1.618 |
0.9778 |
|
1.000 |
0.9738 |
|
0.618 |
0.9714 |
|
HIGH |
0.9674 |
|
0.618 |
0.9650 |
|
0.500 |
0.9642 |
|
0.382 |
0.9634 |
|
LOW |
0.9610 |
|
0.618 |
0.9570 |
|
1.000 |
0.9546 |
|
1.618 |
0.9506 |
|
2.618 |
0.9442 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9643 |
0.9680 |
| PP |
0.9642 |
0.9668 |
| S1 |
0.9642 |
0.9655 |
|