CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0075 |
0.0023 |
0.2% |
1.0000 |
| High |
1.0079 |
1.0085 |
0.0006 |
0.1% |
1.0035 |
| Low |
1.0045 |
1.0005 |
-0.0040 |
-0.4% |
0.9915 |
| Close |
1.0059 |
1.0008 |
-0.0051 |
-0.5% |
0.9983 |
| Range |
0.0034 |
0.0080 |
0.0046 |
135.3% |
0.0120 |
| ATR |
0.0062 |
0.0064 |
0.0001 |
2.0% |
0.0000 |
| Volume |
738 |
199 |
-539 |
-73.0% |
815 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0220 |
1.0052 |
|
| R3 |
1.0193 |
1.0140 |
1.0030 |
|
| R2 |
1.0113 |
1.0113 |
1.0023 |
|
| R1 |
1.0060 |
1.0060 |
1.0015 |
1.0047 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0026 |
| S1 |
0.9980 |
0.9980 |
1.0001 |
0.9967 |
| S2 |
0.9953 |
0.9953 |
0.9993 |
|
| S3 |
0.9873 |
0.9900 |
0.9986 |
|
| S4 |
0.9793 |
0.9820 |
0.9964 |
|
|
| 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% |
0.0073 |
0.7% |
45% |
False |
False |
308 |
| 10 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0067 |
0.7% |
50% |
False |
False |
228 |
| 20 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0061 |
0.6% |
50% |
False |
False |
165 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0054 |
0.5% |
49% |
False |
False |
138 |
| 60 |
1.0110 |
0.9890 |
0.0220 |
2.2% |
0.0044 |
0.4% |
54% |
False |
False |
100 |
| 80 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0040 |
0.4% |
76% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0294 |
|
1.618 |
1.0214 |
|
1.000 |
1.0165 |
|
0.618 |
1.0134 |
|
HIGH |
1.0085 |
|
0.618 |
1.0054 |
|
0.500 |
1.0045 |
|
0.382 |
1.0036 |
|
LOW |
1.0005 |
|
0.618 |
0.9956 |
|
1.000 |
0.9925 |
|
1.618 |
0.9876 |
|
2.618 |
0.9796 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0031 |
| PP |
1.0033 |
1.0023 |
| S1 |
1.0020 |
1.0016 |
|