CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9977 |
0.9995 |
0.0018 |
0.2% |
0.9992 |
| High |
0.9980 |
1.0053 |
0.0073 |
0.7% |
1.0030 |
| Low |
0.9951 |
0.9995 |
0.0044 |
0.4% |
0.9922 |
| Close |
0.9969 |
1.0053 |
0.0084 |
0.8% |
0.9969 |
| Range |
0.0029 |
0.0058 |
0.0029 |
100.0% |
0.0108 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
5.5% |
0.0000 |
| Volume |
62 |
155 |
93 |
150.0% |
516 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0188 |
1.0085 |
|
| R3 |
1.0150 |
1.0130 |
1.0069 |
|
| R2 |
1.0092 |
1.0092 |
1.0064 |
|
| R1 |
1.0072 |
1.0072 |
1.0058 |
1.0082 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0039 |
| S1 |
1.0014 |
1.0014 |
1.0048 |
1.0024 |
| S2 |
0.9976 |
0.9976 |
1.0042 |
|
| S3 |
0.9918 |
0.9956 |
1.0037 |
|
| S4 |
0.9860 |
0.9898 |
1.0021 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0241 |
1.0028 |
|
| R3 |
1.0190 |
1.0133 |
0.9999 |
|
| R2 |
1.0082 |
1.0082 |
0.9989 |
|
| R1 |
1.0025 |
1.0025 |
0.9979 |
1.0000 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9961 |
| S1 |
0.9917 |
0.9917 |
0.9959 |
0.9892 |
| S2 |
0.9866 |
0.9866 |
0.9949 |
|
| S3 |
0.9758 |
0.9809 |
0.9939 |
|
| S4 |
0.9650 |
0.9701 |
0.9910 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0205 |
|
1.618 |
1.0147 |
|
1.000 |
1.0111 |
|
0.618 |
1.0089 |
|
HIGH |
1.0053 |
|
0.618 |
1.0031 |
|
0.500 |
1.0024 |
|
0.382 |
1.0017 |
|
LOW |
0.9995 |
|
0.618 |
0.9959 |
|
1.000 |
0.9937 |
|
1.618 |
0.9901 |
|
2.618 |
0.9843 |
|
4.250 |
0.9749 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0031 |
| PP |
1.0034 |
1.0009 |
| S1 |
1.0024 |
0.9988 |
|