CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0019 |
-0.0056 |
-0.6% |
0.9970 |
| High |
1.0085 |
1.0065 |
-0.0020 |
-0.2% |
1.0100 |
| Low |
1.0005 |
1.0019 |
0.0014 |
0.1% |
0.9933 |
| Close |
1.0008 |
1.0034 |
0.0026 |
0.3% |
1.0034 |
| Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0167 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
199 |
241 |
42 |
21.1% |
1,472 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0152 |
1.0059 |
|
| R3 |
1.0131 |
1.0106 |
1.0047 |
|
| R2 |
1.0085 |
1.0085 |
1.0042 |
|
| R1 |
1.0060 |
1.0060 |
1.0038 |
1.0073 |
| PP |
1.0039 |
1.0039 |
1.0039 |
1.0046 |
| S1 |
1.0014 |
1.0014 |
1.0030 |
1.0027 |
| S2 |
0.9993 |
0.9993 |
1.0026 |
|
| S3 |
0.9947 |
0.9968 |
1.0021 |
|
| S4 |
0.9901 |
0.9922 |
1.0009 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0446 |
1.0126 |
|
| R3 |
1.0356 |
1.0279 |
1.0080 |
|
| R2 |
1.0189 |
1.0189 |
1.0065 |
|
| R1 |
1.0112 |
1.0112 |
1.0049 |
1.0151 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0042 |
| S1 |
0.9945 |
0.9945 |
1.0019 |
0.9984 |
| S2 |
0.9855 |
0.9855 |
1.0003 |
|
| S3 |
0.9688 |
0.9778 |
0.9988 |
|
| S4 |
0.9521 |
0.9611 |
0.9942 |
|
|
| 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% |
0.0071 |
0.7% |
60% |
False |
False |
294 |
| 10 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0067 |
0.7% |
64% |
False |
False |
228 |
| 20 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0060 |
0.6% |
64% |
False |
False |
171 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0055 |
0.5% |
62% |
False |
False |
134 |
| 60 |
1.0110 |
0.9890 |
0.0220 |
2.2% |
0.0045 |
0.4% |
65% |
False |
False |
104 |
| 80 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0040 |
0.4% |
82% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0261 |
|
2.618 |
1.0185 |
|
1.618 |
1.0139 |
|
1.000 |
1.0111 |
|
0.618 |
1.0093 |
|
HIGH |
1.0065 |
|
0.618 |
1.0047 |
|
0.500 |
1.0042 |
|
0.382 |
1.0037 |
|
LOW |
1.0019 |
|
0.618 |
0.9991 |
|
1.000 |
0.9973 |
|
1.618 |
0.9945 |
|
2.618 |
0.9899 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0045 |
| PP |
1.0039 |
1.0041 |
| S1 |
1.0037 |
1.0038 |
|