CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0000 |
1.0063 |
0.0063 |
0.6% |
0.9990 |
High |
1.0074 |
1.0075 |
0.0001 |
0.0% |
1.0060 |
Low |
0.9982 |
1.0039 |
0.0057 |
0.6% |
0.9945 |
Close |
1.0074 |
1.0042 |
-0.0032 |
-0.3% |
0.9990 |
Range |
0.0092 |
0.0036 |
-0.0056 |
-60.9% |
0.0115 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
71 |
163 |
92 |
129.6% |
458 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0160 |
1.0137 |
1.0062 |
|
R3 |
1.0124 |
1.0101 |
1.0052 |
|
R2 |
1.0088 |
1.0088 |
1.0049 |
|
R1 |
1.0065 |
1.0065 |
1.0045 |
1.0059 |
PP |
1.0052 |
1.0052 |
1.0052 |
1.0049 |
S1 |
1.0029 |
1.0029 |
1.0039 |
1.0023 |
S2 |
1.0016 |
1.0016 |
1.0035 |
|
S3 |
0.9980 |
0.9993 |
1.0032 |
|
S4 |
0.9944 |
0.9957 |
1.0022 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0343 |
1.0282 |
1.0053 |
|
R3 |
1.0228 |
1.0167 |
1.0022 |
|
R2 |
1.0113 |
1.0113 |
1.0011 |
|
R1 |
1.0052 |
1.0052 |
1.0001 |
1.0048 |
PP |
0.9998 |
0.9998 |
0.9998 |
0.9996 |
S1 |
0.9937 |
0.9937 |
0.9979 |
0.9933 |
S2 |
0.9883 |
0.9883 |
0.9969 |
|
S3 |
0.9768 |
0.9822 |
0.9958 |
|
S4 |
0.9653 |
0.9707 |
0.9927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0075 |
0.9945 |
0.0130 |
1.3% |
0.0051 |
0.5% |
75% |
True |
False |
92 |
10 |
1.0085 |
0.9930 |
0.0155 |
1.5% |
0.0055 |
0.5% |
72% |
False |
False |
96 |
20 |
1.0095 |
0.9930 |
0.0165 |
1.6% |
0.0050 |
0.5% |
68% |
False |
False |
108 |
40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0041 |
0.4% |
66% |
False |
False |
82 |
60 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0036 |
0.4% |
84% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0228 |
2.618 |
1.0169 |
1.618 |
1.0133 |
1.000 |
1.0111 |
0.618 |
1.0097 |
HIGH |
1.0075 |
0.618 |
1.0061 |
0.500 |
1.0057 |
0.382 |
1.0053 |
LOW |
1.0039 |
0.618 |
1.0017 |
1.000 |
1.0003 |
1.618 |
0.9981 |
2.618 |
0.9945 |
4.250 |
0.9886 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0057 |
1.0035 |
PP |
1.0052 |
1.0029 |
S1 |
1.0047 |
1.0022 |
|