CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
0.9933 |
0.0018 |
0.2% |
1.0000 |
| High |
0.9951 |
1.0024 |
0.0073 |
0.7% |
1.0075 |
| Low |
0.9915 |
0.9933 |
0.0018 |
0.2% |
0.9970 |
| Close |
0.9925 |
1.0022 |
0.0097 |
1.0% |
0.9988 |
| Range |
0.0036 |
0.0091 |
0.0055 |
152.8% |
0.0105 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.5% |
0.0000 |
| Volume |
235 |
106 |
-129 |
-54.9% |
675 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0235 |
1.0072 |
|
| R3 |
1.0175 |
1.0144 |
1.0047 |
|
| R2 |
1.0084 |
1.0084 |
1.0039 |
|
| R1 |
1.0053 |
1.0053 |
1.0030 |
1.0069 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0001 |
| S1 |
0.9962 |
0.9962 |
1.0014 |
0.9978 |
| S2 |
0.9902 |
0.9902 |
1.0005 |
|
| S3 |
0.9811 |
0.9871 |
0.9997 |
|
| S4 |
0.9720 |
0.9780 |
0.9972 |
|
|
| 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 |
1.0024 |
0.9915 |
0.0109 |
1.1% |
0.0061 |
0.6% |
98% |
True |
False |
149 |
| 10 |
1.0075 |
0.9915 |
0.0160 |
1.6% |
0.0059 |
0.6% |
67% |
False |
False |
128 |
| 20 |
1.0095 |
0.9915 |
0.0180 |
1.8% |
0.0057 |
0.6% |
59% |
False |
False |
109 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0047 |
0.5% |
56% |
False |
False |
101 |
| 60 |
1.0110 |
0.9810 |
0.0300 |
3.0% |
0.0040 |
0.4% |
71% |
False |
False |
76 |
| 80 |
1.0110 |
0.9599 |
0.0511 |
5.1% |
0.0036 |
0.4% |
83% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0262 |
|
1.618 |
1.0171 |
|
1.000 |
1.0115 |
|
0.618 |
1.0080 |
|
HIGH |
1.0024 |
|
0.618 |
0.9989 |
|
0.500 |
0.9979 |
|
0.382 |
0.9968 |
|
LOW |
0.9933 |
|
0.618 |
0.9877 |
|
1.000 |
0.9842 |
|
1.618 |
0.9786 |
|
2.618 |
0.9695 |
|
4.250 |
0.9546 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0008 |
1.0005 |
| PP |
0.9993 |
0.9987 |
| S1 |
0.9979 |
0.9970 |
|