CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0000 |
-0.0027 |
-0.3% |
0.9990 |
| High |
1.0027 |
1.0056 |
0.0029 |
0.3% |
1.0060 |
| Low |
0.9995 |
0.9970 |
-0.0025 |
-0.3% |
0.9945 |
| Close |
1.0000 |
1.0027 |
0.0027 |
0.3% |
0.9990 |
| Range |
0.0032 |
0.0086 |
0.0054 |
168.8% |
0.0115 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.2% |
0.0000 |
| Volume |
77 |
121 |
44 |
57.1% |
458 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0237 |
1.0074 |
|
| R3 |
1.0190 |
1.0151 |
1.0051 |
|
| R2 |
1.0104 |
1.0104 |
1.0043 |
|
| R1 |
1.0065 |
1.0065 |
1.0035 |
1.0085 |
| PP |
1.0018 |
1.0018 |
1.0018 |
1.0027 |
| S1 |
0.9979 |
0.9979 |
1.0019 |
0.9999 |
| S2 |
0.9932 |
0.9932 |
1.0011 |
|
| S3 |
0.9846 |
0.9893 |
1.0003 |
|
| S4 |
0.9760 |
0.9807 |
0.9980 |
|
|
| 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 |
0.9969 |
0.0106 |
1.1% |
0.0056 |
0.6% |
55% |
False |
False |
108 |
| 10 |
1.0075 |
0.9930 |
0.0145 |
1.4% |
0.0054 |
0.5% |
67% |
False |
False |
101 |
| 20 |
1.0095 |
0.9930 |
0.0165 |
1.6% |
0.0050 |
0.5% |
59% |
False |
False |
106 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0043 |
0.4% |
59% |
False |
False |
87 |
| 60 |
1.0110 |
0.9710 |
0.0400 |
4.0% |
0.0037 |
0.4% |
79% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0281 |
|
1.618 |
1.0195 |
|
1.000 |
1.0142 |
|
0.618 |
1.0109 |
|
HIGH |
1.0056 |
|
0.618 |
1.0023 |
|
0.500 |
1.0013 |
|
0.382 |
1.0003 |
|
LOW |
0.9970 |
|
0.618 |
0.9917 |
|
1.000 |
0.9884 |
|
1.618 |
0.9831 |
|
2.618 |
0.9745 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0022 |
1.0026 |
| PP |
1.0018 |
1.0024 |
| S1 |
1.0013 |
1.0023 |
|