CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0160 |
0.0050 |
0.5% |
1.0036 |
| High |
1.0168 |
1.0160 |
-0.0008 |
-0.1% |
1.0168 |
| Low |
1.0100 |
1.0074 |
-0.0026 |
-0.3% |
0.9987 |
| Close |
1.0160 |
1.0094 |
-0.0066 |
-0.6% |
1.0160 |
| Range |
0.0068 |
0.0086 |
0.0018 |
26.5% |
0.0181 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.9% |
0.0000 |
| Volume |
216 |
352 |
136 |
63.0% |
2,290 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0317 |
1.0141 |
|
| R3 |
1.0281 |
1.0231 |
1.0118 |
|
| R2 |
1.0195 |
1.0195 |
1.0110 |
|
| R1 |
1.0145 |
1.0145 |
1.0102 |
1.0127 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0101 |
| S1 |
1.0059 |
1.0059 |
1.0086 |
1.0041 |
| S2 |
1.0023 |
1.0023 |
1.0078 |
|
| S3 |
0.9937 |
0.9973 |
1.0070 |
|
| S4 |
0.9851 |
0.9887 |
1.0047 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0585 |
1.0260 |
|
| R3 |
1.0467 |
1.0404 |
1.0210 |
|
| R2 |
1.0286 |
1.0286 |
1.0193 |
|
| R1 |
1.0223 |
1.0223 |
1.0177 |
1.0255 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0121 |
| S1 |
1.0042 |
1.0042 |
1.0143 |
1.0074 |
| S2 |
0.9924 |
0.9924 |
1.0127 |
|
| S3 |
0.9743 |
0.9861 |
1.0110 |
|
| S4 |
0.9562 |
0.9680 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
1.0046 |
0.0122 |
1.2% |
0.0060 |
0.6% |
39% |
False |
False |
444 |
| 10 |
1.0168 |
0.9962 |
0.0206 |
2.0% |
0.0067 |
0.7% |
64% |
False |
False |
395 |
| 20 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0062 |
0.6% |
71% |
False |
False |
276 |
| 40 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0057 |
0.6% |
71% |
False |
False |
191 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0048 |
0.5% |
71% |
False |
False |
147 |
| 80 |
1.0168 |
0.9686 |
0.0482 |
4.8% |
0.0043 |
0.4% |
85% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0526 |
|
2.618 |
1.0385 |
|
1.618 |
1.0299 |
|
1.000 |
1.0246 |
|
0.618 |
1.0213 |
|
HIGH |
1.0160 |
|
0.618 |
1.0127 |
|
0.500 |
1.0117 |
|
0.382 |
1.0107 |
|
LOW |
1.0074 |
|
0.618 |
1.0021 |
|
1.000 |
0.9988 |
|
1.618 |
0.9935 |
|
2.618 |
0.9849 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0121 |
| PP |
1.0109 |
1.0112 |
| S1 |
1.0102 |
1.0103 |
|