CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9700 |
0.0009 |
0.1% |
0.9730 |
| High |
0.9706 |
0.9700 |
-0.0006 |
-0.1% |
0.9755 |
| Low |
0.9690 |
0.9651 |
-0.0039 |
-0.4% |
0.9657 |
| Close |
0.9706 |
0.9654 |
-0.0052 |
-0.5% |
0.9657 |
| Range |
0.0016 |
0.0049 |
0.0033 |
206.3% |
0.0098 |
| ATR |
0.0035 |
0.0037 |
0.0001 |
4.0% |
0.0000 |
| Volume |
68 |
83 |
15 |
22.1% |
134 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9784 |
0.9681 |
|
| R3 |
0.9766 |
0.9735 |
0.9667 |
|
| R2 |
0.9717 |
0.9717 |
0.9663 |
|
| R1 |
0.9686 |
0.9686 |
0.9658 |
0.9677 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9664 |
| S1 |
0.9637 |
0.9637 |
0.9650 |
0.9628 |
| S2 |
0.9619 |
0.9619 |
0.9645 |
|
| S3 |
0.9570 |
0.9588 |
0.9641 |
|
| S4 |
0.9521 |
0.9539 |
0.9627 |
|
|
| 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 |
0.9908 |
|
2.618 |
0.9828 |
|
1.618 |
0.9779 |
|
1.000 |
0.9749 |
|
0.618 |
0.9730 |
|
HIGH |
0.9700 |
|
0.618 |
0.9681 |
|
0.500 |
0.9676 |
|
0.382 |
0.9670 |
|
LOW |
0.9651 |
|
0.618 |
0.9621 |
|
1.000 |
0.9602 |
|
1.618 |
0.9572 |
|
2.618 |
0.9523 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9676 |
0.9679 |
| PP |
0.9668 |
0.9670 |
| S1 |
0.9661 |
0.9662 |
|