CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
0.9970 |
0.0000 |
0.0% |
1.0000 |
| High |
0.9988 |
1.0100 |
0.0112 |
1.1% |
1.0035 |
| Low |
0.9933 |
0.9962 |
0.0029 |
0.3% |
0.9915 |
| Close |
0.9972 |
1.0069 |
0.0097 |
1.0% |
0.9983 |
| Range |
0.0055 |
0.0138 |
0.0083 |
150.9% |
0.0120 |
| ATR |
0.0059 |
0.0065 |
0.0006 |
9.6% |
0.0000 |
| Volume |
160 |
134 |
-26 |
-16.3% |
815 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0401 |
1.0145 |
|
| R3 |
1.0320 |
1.0263 |
1.0107 |
|
| R2 |
1.0182 |
1.0182 |
1.0094 |
|
| R1 |
1.0125 |
1.0125 |
1.0082 |
1.0154 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0058 |
| S1 |
0.9987 |
0.9987 |
1.0056 |
1.0016 |
| S2 |
0.9906 |
0.9906 |
1.0044 |
|
| S3 |
0.9768 |
0.9849 |
1.0031 |
|
| S4 |
0.9630 |
0.9711 |
0.9993 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0280 |
1.0049 |
|
| R3 |
1.0218 |
1.0160 |
1.0016 |
|
| R2 |
1.0098 |
1.0098 |
1.0005 |
|
| R1 |
1.0040 |
1.0040 |
0.9994 |
1.0009 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9962 |
| S1 |
0.9920 |
0.9920 |
0.9972 |
0.9889 |
| S2 |
0.9858 |
0.9858 |
0.9961 |
|
| S3 |
0.9738 |
0.9800 |
0.9950 |
|
| S4 |
0.9618 |
0.9680 |
0.9917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0076 |
0.8% |
83% |
True |
False |
189 |
| 10 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0068 |
0.7% |
83% |
True |
False |
155 |
| 20 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0061 |
0.6% |
83% |
True |
False |
125 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0052 |
0.5% |
80% |
False |
False |
115 |
| 60 |
1.0110 |
0.9825 |
0.0285 |
2.8% |
0.0044 |
0.4% |
86% |
False |
False |
85 |
| 80 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0039 |
0.4% |
90% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0687 |
|
2.618 |
1.0461 |
|
1.618 |
1.0323 |
|
1.000 |
1.0238 |
|
0.618 |
1.0185 |
|
HIGH |
1.0100 |
|
0.618 |
1.0047 |
|
0.500 |
1.0031 |
|
0.382 |
1.0015 |
|
LOW |
0.9962 |
|
0.618 |
0.9877 |
|
1.000 |
0.9824 |
|
1.618 |
0.9739 |
|
2.618 |
0.9601 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0052 |
| PP |
1.0044 |
1.0034 |
| S1 |
1.0031 |
1.0017 |
|