CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
1.0052 |
0.0082 |
0.8% |
1.0000 |
| High |
1.0100 |
1.0079 |
-0.0021 |
-0.2% |
1.0035 |
| Low |
0.9962 |
1.0045 |
0.0083 |
0.8% |
0.9915 |
| Close |
1.0069 |
1.0059 |
-0.0010 |
-0.1% |
0.9983 |
| Range |
0.0138 |
0.0034 |
-0.0104 |
-75.4% |
0.0120 |
| ATR |
0.0065 |
0.0062 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
134 |
738 |
604 |
450.7% |
815 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0145 |
1.0078 |
|
| R3 |
1.0129 |
1.0111 |
1.0068 |
|
| R2 |
1.0095 |
1.0095 |
1.0065 |
|
| R1 |
1.0077 |
1.0077 |
1.0062 |
1.0086 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0066 |
| S1 |
1.0043 |
1.0043 |
1.0056 |
1.0052 |
| S2 |
1.0027 |
1.0027 |
1.0053 |
|
| S3 |
0.9993 |
1.0009 |
1.0050 |
|
| S4 |
0.9959 |
0.9975 |
1.0040 |
|
|
| 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 |
0.9933 |
0.0167 |
1.7% |
0.0076 |
0.8% |
75% |
False |
False |
289 |
| 10 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0068 |
0.7% |
78% |
False |
False |
221 |
| 20 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0060 |
0.6% |
78% |
False |
False |
158 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0052 |
0.5% |
75% |
False |
False |
134 |
| 60 |
1.0110 |
0.9825 |
0.0285 |
2.8% |
0.0044 |
0.4% |
82% |
False |
False |
97 |
| 80 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0039 |
0.4% |
88% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0224 |
|
2.618 |
1.0168 |
|
1.618 |
1.0134 |
|
1.000 |
1.0113 |
|
0.618 |
1.0100 |
|
HIGH |
1.0079 |
|
0.618 |
1.0066 |
|
0.500 |
1.0062 |
|
0.382 |
1.0058 |
|
LOW |
1.0045 |
|
0.618 |
1.0024 |
|
1.000 |
1.0011 |
|
1.618 |
0.9990 |
|
2.618 |
0.9956 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0045 |
| PP |
1.0061 |
1.0031 |
| S1 |
1.0060 |
1.0017 |
|