CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0115 |
0.0007 |
0.1% |
1.0036 |
| High |
1.0108 |
1.0140 |
0.0032 |
0.3% |
1.0168 |
| Low |
1.0065 |
1.0076 |
0.0011 |
0.1% |
0.9987 |
| Close |
1.0104 |
1.0082 |
-0.0022 |
-0.2% |
1.0160 |
| Range |
0.0043 |
0.0064 |
0.0021 |
48.8% |
0.0181 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
170 |
170 |
0 |
0.0% |
2,290 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0251 |
1.0117 |
|
| R3 |
1.0227 |
1.0187 |
1.0100 |
|
| R2 |
1.0163 |
1.0163 |
1.0094 |
|
| R1 |
1.0123 |
1.0123 |
1.0088 |
1.0111 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0094 |
| S1 |
1.0059 |
1.0059 |
1.0076 |
1.0047 |
| S2 |
1.0035 |
1.0035 |
1.0070 |
|
| S3 |
0.9971 |
0.9995 |
1.0064 |
|
| S4 |
0.9907 |
0.9931 |
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 |
1.0065 |
0.0103 |
1.0% |
0.0064 |
0.6% |
17% |
False |
False |
216 |
| 10 |
1.0168 |
0.9987 |
0.0181 |
1.8% |
0.0058 |
0.6% |
52% |
False |
False |
339 |
| 20 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0063 |
0.6% |
66% |
False |
False |
284 |
| 40 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0056 |
0.6% |
66% |
False |
False |
195 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0050 |
0.5% |
67% |
False |
False |
152 |
| 80 |
1.0168 |
0.9710 |
0.0458 |
4.5% |
0.0043 |
0.4% |
81% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0412 |
|
2.618 |
1.0308 |
|
1.618 |
1.0244 |
|
1.000 |
1.0204 |
|
0.618 |
1.0180 |
|
HIGH |
1.0140 |
|
0.618 |
1.0116 |
|
0.500 |
1.0108 |
|
0.382 |
1.0100 |
|
LOW |
1.0076 |
|
0.618 |
1.0036 |
|
1.000 |
1.0012 |
|
1.618 |
0.9972 |
|
2.618 |
0.9908 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0103 |
| PP |
1.0099 |
1.0096 |
| S1 |
1.0091 |
1.0089 |
|