CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0023 |
0.0023 |
0.2% |
1.0000 |
| High |
1.0056 |
1.0023 |
-0.0033 |
-0.3% |
1.0075 |
| Low |
0.9970 |
0.9980 |
0.0010 |
0.1% |
0.9970 |
| Close |
1.0027 |
0.9988 |
-0.0039 |
-0.4% |
0.9988 |
| Range |
0.0086 |
0.0043 |
-0.0043 |
-50.0% |
0.0105 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
121 |
243 |
122 |
100.8% |
675 |
|
| Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0100 |
1.0012 |
|
| R3 |
1.0083 |
1.0057 |
1.0000 |
|
| R2 |
1.0040 |
1.0040 |
0.9996 |
|
| R1 |
1.0014 |
1.0014 |
0.9992 |
1.0006 |
| PP |
0.9997 |
0.9997 |
0.9997 |
0.9993 |
| S1 |
0.9971 |
0.9971 |
0.9984 |
0.9963 |
| S2 |
0.9954 |
0.9954 |
0.9980 |
|
| S3 |
0.9911 |
0.9928 |
0.9976 |
|
| S4 |
0.9868 |
0.9885 |
0.9964 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0262 |
1.0046 |
|
| R3 |
1.0221 |
1.0157 |
1.0017 |
|
| R2 |
1.0116 |
1.0116 |
1.0007 |
|
| R1 |
1.0052 |
1.0052 |
0.9998 |
1.0032 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0001 |
| S1 |
0.9947 |
0.9947 |
0.9978 |
0.9927 |
| S2 |
0.9906 |
0.9906 |
0.9969 |
|
| S3 |
0.9801 |
0.9842 |
0.9959 |
|
| S4 |
0.9696 |
0.9737 |
0.9930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0075 |
0.9970 |
0.0105 |
1.1% |
0.0058 |
0.6% |
17% |
False |
False |
135 |
| 10 |
1.0075 |
0.9945 |
0.0130 |
1.3% |
0.0053 |
0.5% |
33% |
False |
False |
113 |
| 20 |
1.0095 |
0.9930 |
0.0165 |
1.7% |
0.0051 |
0.5% |
35% |
False |
False |
112 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0044 |
0.4% |
39% |
False |
False |
93 |
| 60 |
1.0110 |
0.9710 |
0.0400 |
4.0% |
0.0037 |
0.4% |
70% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0206 |
|
2.618 |
1.0136 |
|
1.618 |
1.0093 |
|
1.000 |
1.0066 |
|
0.618 |
1.0050 |
|
HIGH |
1.0023 |
|
0.618 |
1.0007 |
|
0.500 |
1.0002 |
|
0.382 |
0.9996 |
|
LOW |
0.9980 |
|
0.618 |
0.9953 |
|
1.000 |
0.9937 |
|
1.618 |
0.9910 |
|
2.618 |
0.9867 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 06-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0002 |
1.0013 |
| PP |
0.9997 |
1.0005 |
| S1 |
0.9993 |
0.9996 |
|