CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0070 |
0.0000 |
0.0% |
1.0006 |
| High |
1.0095 |
1.0080 |
-0.0015 |
-0.1% |
1.0136 |
| Low |
1.0050 |
1.0040 |
-0.0010 |
-0.1% |
1.0006 |
| Close |
1.0091 |
1.0077 |
-0.0014 |
-0.1% |
1.0133 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0130 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.1% |
0.0000 |
| Volume |
136 |
38 |
-98 |
-72.1% |
102 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0171 |
1.0099 |
|
| R3 |
1.0146 |
1.0131 |
1.0088 |
|
| R2 |
1.0106 |
1.0106 |
1.0084 |
|
| R1 |
1.0091 |
1.0091 |
1.0081 |
1.0099 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0069 |
| S1 |
1.0051 |
1.0051 |
1.0073 |
1.0059 |
| S2 |
1.0026 |
1.0026 |
1.0070 |
|
| S3 |
0.9986 |
1.0011 |
1.0066 |
|
| S4 |
0.9946 |
0.9971 |
1.0055 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0437 |
1.0205 |
|
| R3 |
1.0352 |
1.0307 |
1.0169 |
|
| R2 |
1.0222 |
1.0222 |
1.0157 |
|
| R1 |
1.0177 |
1.0177 |
1.0145 |
1.0200 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0103 |
| S1 |
1.0047 |
1.0047 |
1.0121 |
1.0070 |
| S2 |
0.9962 |
0.9962 |
1.0109 |
|
| S3 |
0.9832 |
0.9917 |
1.0097 |
|
| S4 |
0.9702 |
0.9787 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0136 |
1.0040 |
0.0096 |
1.0% |
0.0037 |
0.4% |
39% |
False |
True |
50 |
| 10 |
1.0136 |
0.9983 |
0.0153 |
1.5% |
0.0035 |
0.3% |
61% |
False |
False |
33 |
| 20 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0036 |
0.4% |
75% |
False |
False |
67 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0035 |
0.3% |
75% |
False |
False |
108 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0033 |
0.3% |
75% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0185 |
|
1.618 |
1.0145 |
|
1.000 |
1.0120 |
|
0.618 |
1.0105 |
|
HIGH |
1.0080 |
|
0.618 |
1.0065 |
|
0.500 |
1.0060 |
|
0.382 |
1.0055 |
|
LOW |
1.0040 |
|
0.618 |
1.0015 |
|
1.000 |
1.0000 |
|
1.618 |
0.9975 |
|
2.618 |
0.9935 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0083 |
| PP |
1.0066 |
1.0081 |
| S1 |
1.0060 |
1.0079 |
|