CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9933 |
1.0013 |
0.0080 |
0.8% |
1.0000 |
| High |
1.0024 |
1.0035 |
0.0011 |
0.1% |
1.0035 |
| Low |
0.9933 |
0.9975 |
0.0042 |
0.4% |
0.9915 |
| Close |
1.0022 |
0.9983 |
-0.0039 |
-0.4% |
0.9983 |
| Range |
0.0091 |
0.0060 |
-0.0031 |
-34.1% |
0.0120 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
| Volume |
106 |
310 |
204 |
192.5% |
815 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0140 |
1.0016 |
|
| R3 |
1.0118 |
1.0080 |
1.0000 |
|
| R2 |
1.0058 |
1.0058 |
0.9994 |
|
| R1 |
1.0020 |
1.0020 |
0.9989 |
1.0009 |
| PP |
0.9998 |
0.9998 |
0.9998 |
0.9992 |
| S1 |
0.9960 |
0.9960 |
0.9978 |
0.9949 |
| S2 |
0.9938 |
0.9938 |
0.9972 |
|
| S3 |
0.9878 |
0.9900 |
0.9967 |
|
| S4 |
0.9818 |
0.9840 |
0.9950 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0280 |
1.0049 |
|
| R3 |
1.0218 |
1.0160 |
1.0016 |
|
| R2 |
1.0098 |
1.0098 |
1.0005 |
|
| R1 |
1.0040 |
1.0040 |
0.9994 |
1.0009 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9962 |
| S1 |
0.9920 |
0.9920 |
0.9972 |
0.9889 |
| S2 |
0.9858 |
0.9858 |
0.9961 |
|
| S3 |
0.9738 |
0.9800 |
0.9950 |
|
| S4 |
0.9618 |
0.9680 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9915 |
0.0120 |
1.2% |
0.0064 |
0.6% |
57% |
True |
False |
163 |
| 10 |
1.0075 |
0.9915 |
0.0160 |
1.6% |
0.0061 |
0.6% |
43% |
False |
False |
149 |
| 20 |
1.0095 |
0.9915 |
0.0180 |
1.8% |
0.0058 |
0.6% |
38% |
False |
False |
121 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0048 |
0.5% |
37% |
False |
False |
109 |
| 60 |
1.0110 |
0.9810 |
0.0300 |
3.0% |
0.0041 |
0.4% |
58% |
False |
False |
81 |
| 80 |
1.0110 |
0.9657 |
0.0453 |
4.5% |
0.0037 |
0.4% |
72% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0192 |
|
1.618 |
1.0132 |
|
1.000 |
1.0095 |
|
0.618 |
1.0072 |
|
HIGH |
1.0035 |
|
0.618 |
1.0012 |
|
0.500 |
1.0005 |
|
0.382 |
0.9998 |
|
LOW |
0.9975 |
|
0.618 |
0.9938 |
|
1.000 |
0.9915 |
|
1.618 |
0.9878 |
|
2.618 |
0.9818 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
0.9980 |
| PP |
0.9998 |
0.9978 |
| S1 |
0.9990 |
0.9975 |
|