CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
0.9970 |
-0.0043 |
-0.4% |
1.0000 |
| High |
1.0035 |
0.9988 |
-0.0047 |
-0.5% |
1.0035 |
| Low |
0.9975 |
0.9933 |
-0.0042 |
-0.4% |
0.9915 |
| Close |
0.9983 |
0.9972 |
-0.0011 |
-0.1% |
0.9983 |
| Range |
0.0060 |
0.0055 |
-0.0005 |
-8.3% |
0.0120 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
310 |
160 |
-150 |
-48.4% |
815 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0106 |
1.0002 |
|
| R3 |
1.0074 |
1.0051 |
0.9987 |
|
| R2 |
1.0019 |
1.0019 |
0.9982 |
|
| R1 |
0.9996 |
0.9996 |
0.9977 |
1.0008 |
| PP |
0.9964 |
0.9964 |
0.9964 |
0.9970 |
| S1 |
0.9941 |
0.9941 |
0.9967 |
0.9953 |
| S2 |
0.9909 |
0.9909 |
0.9962 |
|
| S3 |
0.9854 |
0.9886 |
0.9957 |
|
| S4 |
0.9799 |
0.9831 |
0.9942 |
|
|
| 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% |
0.0067 |
0.7% |
48% |
False |
False |
184 |
| 10 |
1.0075 |
0.9915 |
0.0160 |
1.6% |
0.0057 |
0.6% |
36% |
False |
False |
157 |
| 20 |
1.0085 |
0.9915 |
0.0170 |
1.7% |
0.0058 |
0.6% |
34% |
False |
False |
124 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0049 |
0.5% |
31% |
False |
False |
112 |
| 60 |
1.0110 |
0.9825 |
0.0285 |
2.9% |
0.0042 |
0.4% |
52% |
False |
False |
83 |
| 80 |
1.0110 |
0.9686 |
0.0424 |
4.3% |
0.0037 |
0.4% |
67% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0222 |
|
2.618 |
1.0132 |
|
1.618 |
1.0077 |
|
1.000 |
1.0043 |
|
0.618 |
1.0022 |
|
HIGH |
0.9988 |
|
0.618 |
0.9967 |
|
0.500 |
0.9961 |
|
0.382 |
0.9954 |
|
LOW |
0.9933 |
|
0.618 |
0.9899 |
|
1.000 |
0.9878 |
|
1.618 |
0.9844 |
|
2.618 |
0.9789 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9984 |
| PP |
0.9964 |
0.9980 |
| S1 |
0.9961 |
0.9976 |
|