CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0036 |
1.0047 |
0.0011 |
0.1% |
0.9970 |
| High |
1.0056 |
1.0095 |
0.0039 |
0.4% |
1.0100 |
| Low |
0.9987 |
1.0046 |
0.0059 |
0.6% |
0.9933 |
| Close |
1.0046 |
1.0080 |
0.0034 |
0.3% |
1.0034 |
| Range |
0.0069 |
0.0049 |
-0.0020 |
-29.0% |
0.0167 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
418 |
347 |
-71 |
-17.0% |
1,472 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0199 |
1.0107 |
|
| R3 |
1.0172 |
1.0150 |
1.0093 |
|
| R2 |
1.0123 |
1.0123 |
1.0089 |
|
| R1 |
1.0101 |
1.0101 |
1.0084 |
1.0112 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0079 |
| S1 |
1.0052 |
1.0052 |
1.0076 |
1.0063 |
| S2 |
1.0025 |
1.0025 |
1.0071 |
|
| S3 |
0.9976 |
1.0003 |
1.0067 |
|
| S4 |
0.9927 |
0.9954 |
1.0053 |
|
|
| 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 |
1.0095 |
0.9987 |
0.0108 |
1.1% |
0.0056 |
0.6% |
86% |
True |
False |
388 |
| 10 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0066 |
0.7% |
89% |
False |
False |
288 |
| 20 |
1.0100 |
0.9915 |
0.0185 |
1.8% |
0.0060 |
0.6% |
89% |
False |
False |
197 |
| 40 |
1.0110 |
0.9915 |
0.0195 |
1.9% |
0.0055 |
0.5% |
85% |
False |
False |
151 |
| 60 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0046 |
0.5% |
85% |
False |
False |
117 |
| 80 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0040 |
0.4% |
93% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0223 |
|
1.618 |
1.0174 |
|
1.000 |
1.0144 |
|
0.618 |
1.0125 |
|
HIGH |
1.0095 |
|
0.618 |
1.0076 |
|
0.500 |
1.0071 |
|
0.382 |
1.0065 |
|
LOW |
1.0046 |
|
0.618 |
1.0016 |
|
1.000 |
0.9997 |
|
1.618 |
0.9967 |
|
2.618 |
0.9918 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0067 |
| PP |
1.0074 |
1.0054 |
| S1 |
1.0071 |
1.0041 |
|