CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0140 |
0.0059 |
0.6% |
0.9970 |
| High |
1.0140 |
1.0160 |
0.0020 |
0.2% |
1.0100 |
| Low |
1.0081 |
1.0122 |
0.0041 |
0.4% |
0.9933 |
| Close |
1.0136 |
1.0133 |
-0.0003 |
0.0% |
1.0034 |
| Range |
0.0059 |
0.0038 |
-0.0021 |
-35.6% |
0.0167 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
397 |
912 |
515 |
129.7% |
1,472 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0231 |
1.0154 |
|
| R3 |
1.0214 |
1.0193 |
1.0143 |
|
| R2 |
1.0176 |
1.0176 |
1.0140 |
|
| R1 |
1.0155 |
1.0155 |
1.0136 |
1.0147 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0134 |
| S1 |
1.0117 |
1.0117 |
1.0130 |
1.0109 |
| S2 |
1.0100 |
1.0100 |
1.0126 |
|
| S3 |
1.0062 |
1.0079 |
1.0123 |
|
| S4 |
1.0024 |
1.0041 |
1.0112 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0446 |
1.0126 |
|
| R3 |
1.0356 |
1.0279 |
1.0080 |
|
| R2 |
1.0189 |
1.0189 |
1.0065 |
|
| R1 |
1.0112 |
1.0112 |
1.0049 |
1.0151 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0042 |
| S1 |
0.9945 |
0.9945 |
1.0019 |
0.9984 |
| S2 |
0.9855 |
0.9855 |
1.0003 |
|
| S3 |
0.9688 |
0.9778 |
0.9988 |
|
| S4 |
0.9521 |
0.9611 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0160 |
0.9987 |
0.0173 |
1.7% |
0.0052 |
0.5% |
84% |
True |
False |
463 |
| 10 |
1.0160 |
0.9933 |
0.0227 |
2.2% |
0.0063 |
0.6% |
88% |
True |
False |
385 |
| 20 |
1.0160 |
0.9915 |
0.0245 |
2.4% |
0.0061 |
0.6% |
89% |
True |
False |
257 |
| 40 |
1.0160 |
0.9915 |
0.0245 |
2.4% |
0.0055 |
0.5% |
89% |
True |
False |
179 |
| 60 |
1.0160 |
0.9910 |
0.0250 |
2.5% |
0.0047 |
0.5% |
89% |
True |
False |
139 |
| 80 |
1.0160 |
0.9686 |
0.0474 |
4.7% |
0.0041 |
0.4% |
94% |
True |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0259 |
|
1.618 |
1.0221 |
|
1.000 |
1.0198 |
|
0.618 |
1.0183 |
|
HIGH |
1.0160 |
|
0.618 |
1.0145 |
|
0.500 |
1.0141 |
|
0.382 |
1.0137 |
|
LOW |
1.0122 |
|
0.618 |
1.0099 |
|
1.000 |
1.0084 |
|
1.618 |
1.0061 |
|
2.618 |
1.0023 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0123 |
| PP |
1.0138 |
1.0113 |
| S1 |
1.0136 |
1.0103 |
|