CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9674 |
0.9691 |
0.0017 |
0.2% |
0.9730 |
| High |
0.9674 |
0.9706 |
0.0032 |
0.3% |
0.9755 |
| Low |
0.9657 |
0.9690 |
0.0033 |
0.3% |
0.9657 |
| Close |
0.9657 |
0.9706 |
0.0049 |
0.5% |
0.9657 |
| Range |
0.0017 |
0.0016 |
-0.0001 |
-5.9% |
0.0098 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
3.1% |
0.0000 |
| Volume |
47 |
68 |
21 |
44.7% |
134 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9749 |
0.9743 |
0.9715 |
|
| R3 |
0.9733 |
0.9727 |
0.9710 |
|
| R2 |
0.9717 |
0.9717 |
0.9709 |
|
| R1 |
0.9711 |
0.9711 |
0.9707 |
0.9714 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9702 |
| S1 |
0.9695 |
0.9695 |
0.9705 |
0.9698 |
| S2 |
0.9685 |
0.9685 |
0.9703 |
|
| S3 |
0.9669 |
0.9679 |
0.9702 |
|
| S4 |
0.9653 |
0.9663 |
0.9697 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9918 |
0.9711 |
|
| R3 |
0.9886 |
0.9820 |
0.9684 |
|
| R2 |
0.9788 |
0.9788 |
0.9675 |
|
| R1 |
0.9722 |
0.9722 |
0.9666 |
0.9706 |
| PP |
0.9690 |
0.9690 |
0.9690 |
0.9682 |
| S1 |
0.9624 |
0.9624 |
0.9648 |
0.9608 |
| S2 |
0.9592 |
0.9592 |
0.9639 |
|
| S3 |
0.9494 |
0.9526 |
0.9630 |
|
| S4 |
0.9396 |
0.9428 |
0.9603 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9774 |
|
2.618 |
0.9748 |
|
1.618 |
0.9732 |
|
1.000 |
0.9722 |
|
0.618 |
0.9716 |
|
HIGH |
0.9706 |
|
0.618 |
0.9700 |
|
0.500 |
0.9698 |
|
0.382 |
0.9696 |
|
LOW |
0.9690 |
|
0.618 |
0.9680 |
|
1.000 |
0.9674 |
|
1.618 |
0.9664 |
|
2.618 |
0.9648 |
|
4.250 |
0.9622 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9703 |
0.9698 |
| PP |
0.9701 |
0.9690 |
| S1 |
0.9698 |
0.9682 |
|