CME Canadian Dollar Future March 2013
| 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 |
0.9673 |
0.9707 |
0.0034 |
0.4% |
0.9904 |
| High |
0.9695 |
0.9707 |
0.0012 |
0.1% |
0.9904 |
| Low |
0.9672 |
0.9658 |
-0.0014 |
-0.1% |
0.9724 |
| Close |
0.9695 |
0.9664 |
-0.0031 |
-0.3% |
0.9724 |
| Range |
0.0023 |
0.0049 |
0.0026 |
113.0% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
25 |
49 |
24 |
96.0% |
500 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9823 |
0.9793 |
0.9691 |
|
| R3 |
0.9774 |
0.9744 |
0.9677 |
|
| R2 |
0.9725 |
0.9725 |
0.9673 |
|
| R1 |
0.9695 |
0.9695 |
0.9668 |
0.9686 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9672 |
| S1 |
0.9646 |
0.9646 |
0.9660 |
0.9637 |
| S2 |
0.9627 |
0.9627 |
0.9655 |
|
| S3 |
0.9578 |
0.9597 |
0.9651 |
|
| S4 |
0.9529 |
0.9548 |
0.9637 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0204 |
0.9823 |
|
| R3 |
1.0144 |
1.0024 |
0.9774 |
|
| R2 |
0.9964 |
0.9964 |
0.9757 |
|
| R1 |
0.9844 |
0.9844 |
0.9741 |
0.9814 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9769 |
| S1 |
0.9664 |
0.9664 |
0.9708 |
0.9634 |
| S2 |
0.9604 |
0.9604 |
0.9691 |
|
| S3 |
0.9424 |
0.9484 |
0.9675 |
|
| S4 |
0.9244 |
0.9304 |
0.9625 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9835 |
|
1.618 |
0.9786 |
|
1.000 |
0.9756 |
|
0.618 |
0.9737 |
|
HIGH |
0.9707 |
|
0.618 |
0.9688 |
|
0.500 |
0.9683 |
|
0.382 |
0.9677 |
|
LOW |
0.9658 |
|
0.618 |
0.9628 |
|
1.000 |
0.9609 |
|
1.618 |
0.9579 |
|
2.618 |
0.9530 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9683 |
0.9707 |
| PP |
0.9676 |
0.9692 |
| S1 |
0.9670 |
0.9678 |
|