CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 25-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1.0060 |
1.0100 |
0.0040 |
0.4% |
0.9962 |
High |
1.0060 |
1.0110 |
0.0050 |
0.5% |
1.0064 |
Low |
1.0050 |
1.0083 |
0.0033 |
0.3% |
0.9920 |
Close |
1.0053 |
1.0108 |
0.0055 |
0.5% |
1.0010 |
Range |
0.0010 |
0.0027 |
0.0017 |
170.0% |
0.0144 |
ATR |
0.0051 |
0.0052 |
0.0000 |
0.8% |
0.0000 |
Volume |
5 |
29 |
24 |
480.0% |
241 |
|
Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0181 |
1.0172 |
1.0123 |
|
R3 |
1.0154 |
1.0145 |
1.0115 |
|
R2 |
1.0127 |
1.0127 |
1.0113 |
|
R1 |
1.0118 |
1.0118 |
1.0110 |
1.0123 |
PP |
1.0100 |
1.0100 |
1.0100 |
1.0103 |
S1 |
1.0091 |
1.0091 |
1.0106 |
1.0096 |
S2 |
1.0073 |
1.0073 |
1.0103 |
|
S3 |
1.0046 |
1.0064 |
1.0101 |
|
S4 |
1.0019 |
1.0037 |
1.0093 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0430 |
1.0364 |
1.0089 |
|
R3 |
1.0286 |
1.0220 |
1.0050 |
|
R2 |
1.0142 |
1.0142 |
1.0036 |
|
R1 |
1.0076 |
1.0076 |
1.0023 |
1.0109 |
PP |
0.9998 |
0.9998 |
0.9998 |
1.0015 |
S1 |
0.9932 |
0.9932 |
0.9997 |
0.9965 |
S2 |
0.9854 |
0.9854 |
0.9984 |
|
S3 |
0.9710 |
0.9788 |
0.9970 |
|
S4 |
0.9566 |
0.9644 |
0.9931 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0110 |
0.9983 |
0.0127 |
1.3% |
0.0033 |
0.3% |
98% |
True |
False |
17 |
10 |
1.0110 |
0.9920 |
0.0190 |
1.9% |
0.0037 |
0.4% |
99% |
True |
False |
65 |
20 |
1.0110 |
0.9896 |
0.0214 |
2.1% |
0.0036 |
0.4% |
99% |
True |
False |
84 |
40 |
1.0110 |
0.9896 |
0.0214 |
2.1% |
0.0034 |
0.3% |
99% |
True |
False |
145 |
60 |
1.0110 |
0.9896 |
0.0214 |
2.1% |
0.0032 |
0.3% |
99% |
True |
False |
129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0225 |
2.618 |
1.0181 |
1.618 |
1.0154 |
1.000 |
1.0137 |
0.618 |
1.0127 |
HIGH |
1.0110 |
0.618 |
1.0100 |
0.500 |
1.0097 |
0.382 |
1.0093 |
LOW |
1.0083 |
0.618 |
1.0066 |
1.000 |
1.0056 |
1.618 |
1.0039 |
2.618 |
1.0012 |
4.250 |
0.9968 |
|
|
Fisher Pivots for day following 25-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0104 |
1.0091 |
PP |
1.0100 |
1.0075 |
S1 |
1.0097 |
1.0058 |
|