CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0047 |
1.0081 |
0.0034 |
0.3% |
0.9970 |
| High |
1.0095 |
1.0140 |
0.0045 |
0.4% |
1.0100 |
| Low |
1.0046 |
1.0081 |
0.0035 |
0.3% |
0.9933 |
| Close |
1.0080 |
1.0136 |
0.0056 |
0.6% |
1.0034 |
| Range |
0.0049 |
0.0059 |
0.0010 |
20.4% |
0.0167 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
347 |
397 |
50 |
14.4% |
1,472 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0296 |
1.0275 |
1.0168 |
|
| R3 |
1.0237 |
1.0216 |
1.0152 |
|
| R2 |
1.0178 |
1.0178 |
1.0147 |
|
| R1 |
1.0157 |
1.0157 |
1.0141 |
1.0168 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0124 |
| S1 |
1.0098 |
1.0098 |
1.0131 |
1.0109 |
| S2 |
1.0060 |
1.0060 |
1.0125 |
|
| S3 |
1.0001 |
1.0039 |
1.0120 |
|
| S4 |
0.9942 |
0.9980 |
1.0104 |
|
|
| 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 |
1.0140 |
0.9987 |
0.0153 |
1.5% |
0.0061 |
0.6% |
97% |
True |
False |
320 |
| 10 |
1.0140 |
0.9933 |
0.0207 |
2.0% |
0.0068 |
0.7% |
98% |
True |
False |
305 |
| 20 |
1.0140 |
0.9915 |
0.0225 |
2.2% |
0.0061 |
0.6% |
98% |
True |
False |
215 |
| 40 |
1.0140 |
0.9915 |
0.0225 |
2.2% |
0.0055 |
0.5% |
98% |
True |
False |
157 |
| 60 |
1.0140 |
0.9910 |
0.0230 |
2.3% |
0.0047 |
0.5% |
98% |
True |
False |
123 |
| 80 |
1.0140 |
0.9686 |
0.0454 |
4.5% |
0.0041 |
0.4% |
99% |
True |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0294 |
|
1.618 |
1.0235 |
|
1.000 |
1.0199 |
|
0.618 |
1.0176 |
|
HIGH |
1.0140 |
|
0.618 |
1.0117 |
|
0.500 |
1.0111 |
|
0.382 |
1.0104 |
|
LOW |
1.0081 |
|
0.618 |
1.0045 |
|
1.000 |
1.0022 |
|
1.618 |
0.9986 |
|
2.618 |
0.9927 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0112 |
| PP |
1.0119 |
1.0088 |
| S1 |
1.0111 |
1.0064 |
|