CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
0.9915 |
-0.0095 |
-0.9% |
1.0000 |
| High |
1.0010 |
0.9951 |
-0.0059 |
-0.6% |
1.0075 |
| Low |
0.9917 |
0.9915 |
-0.0002 |
0.0% |
0.9970 |
| Close |
0.9927 |
0.9925 |
-0.0002 |
0.0% |
0.9988 |
| Range |
0.0093 |
0.0036 |
-0.0057 |
-61.3% |
0.0105 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
113 |
235 |
122 |
108.0% |
675 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
1.0018 |
0.9945 |
|
| R3 |
1.0002 |
0.9982 |
0.9935 |
|
| R2 |
0.9966 |
0.9966 |
0.9932 |
|
| R1 |
0.9946 |
0.9946 |
0.9928 |
0.9956 |
| PP |
0.9930 |
0.9930 |
0.9930 |
0.9936 |
| S1 |
0.9910 |
0.9910 |
0.9922 |
0.9920 |
| S2 |
0.9894 |
0.9894 |
0.9918 |
|
| S3 |
0.9858 |
0.9874 |
0.9915 |
|
| S4 |
0.9822 |
0.9838 |
0.9905 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0262 |
1.0046 |
|
| R3 |
1.0221 |
1.0157 |
1.0017 |
|
| R2 |
1.0116 |
1.0116 |
1.0007 |
|
| R1 |
1.0052 |
1.0052 |
0.9998 |
1.0032 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0001 |
| S1 |
0.9947 |
0.9947 |
0.9978 |
0.9927 |
| S2 |
0.9906 |
0.9906 |
0.9969 |
|
| S3 |
0.9801 |
0.9842 |
0.9959 |
|
| S4 |
0.9696 |
0.9737 |
0.9930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0056 |
0.9915 |
0.0141 |
1.4% |
0.0060 |
0.6% |
7% |
False |
True |
152 |
| 10 |
1.0075 |
0.9915 |
0.0160 |
1.6% |
0.0055 |
0.5% |
6% |
False |
True |
126 |
| 20 |
1.0095 |
0.9915 |
0.0180 |
1.8% |
0.0054 |
0.5% |
6% |
False |
True |
121 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0046 |
0.5% |
8% |
False |
False |
99 |
| 60 |
1.0110 |
0.9800 |
0.0310 |
3.1% |
0.0039 |
0.4% |
40% |
False |
False |
75 |
| 80 |
1.0110 |
0.9585 |
0.0525 |
5.3% |
0.0035 |
0.4% |
65% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0104 |
|
2.618 |
1.0045 |
|
1.618 |
1.0009 |
|
1.000 |
0.9987 |
|
0.618 |
0.9973 |
|
HIGH |
0.9951 |
|
0.618 |
0.9937 |
|
0.500 |
0.9933 |
|
0.382 |
0.9929 |
|
LOW |
0.9915 |
|
0.618 |
0.9893 |
|
1.000 |
0.9879 |
|
1.618 |
0.9857 |
|
2.618 |
0.9821 |
|
4.250 |
0.9762 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9963 |
| PP |
0.9930 |
0.9950 |
| S1 |
0.9928 |
0.9938 |
|