CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0091 |
-0.0024 |
-0.2% |
1.0160 |
| High |
1.0140 |
1.0091 |
-0.0049 |
-0.5% |
1.0160 |
| Low |
1.0076 |
1.0006 |
-0.0070 |
-0.7% |
1.0006 |
| Close |
1.0082 |
1.0015 |
-0.0067 |
-0.7% |
1.0015 |
| Range |
0.0064 |
0.0085 |
0.0021 |
32.8% |
0.0154 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.6% |
0.0000 |
| Volume |
170 |
139 |
-31 |
-18.2% |
1,004 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0239 |
1.0062 |
|
| R3 |
1.0207 |
1.0154 |
1.0038 |
|
| R2 |
1.0122 |
1.0122 |
1.0031 |
|
| R1 |
1.0069 |
1.0069 |
1.0023 |
1.0053 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0030 |
| S1 |
0.9984 |
0.9984 |
1.0007 |
0.9968 |
| S2 |
0.9952 |
0.9952 |
0.9999 |
|
| S3 |
0.9867 |
0.9899 |
0.9992 |
|
| S4 |
0.9782 |
0.9814 |
0.9968 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0423 |
1.0100 |
|
| R3 |
1.0368 |
1.0269 |
1.0057 |
|
| R2 |
1.0214 |
1.0214 |
1.0043 |
|
| R1 |
1.0115 |
1.0115 |
1.0029 |
1.0088 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0047 |
| S1 |
0.9961 |
0.9961 |
1.0001 |
0.9934 |
| S2 |
0.9906 |
0.9906 |
0.9987 |
|
| S3 |
0.9752 |
0.9807 |
0.9973 |
|
| S4 |
0.9598 |
0.9653 |
0.9930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0160 |
1.0006 |
0.0154 |
1.5% |
0.0068 |
0.7% |
6% |
False |
True |
200 |
| 10 |
1.0168 |
0.9987 |
0.0181 |
1.8% |
0.0062 |
0.6% |
15% |
False |
False |
329 |
| 20 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0065 |
0.6% |
40% |
False |
False |
279 |
| 40 |
1.0168 |
0.9915 |
0.0253 |
2.5% |
0.0058 |
0.6% |
40% |
False |
False |
195 |
| 60 |
1.0168 |
0.9910 |
0.0258 |
2.6% |
0.0051 |
0.5% |
41% |
False |
False |
155 |
| 80 |
1.0168 |
0.9710 |
0.0458 |
4.6% |
0.0044 |
0.4% |
67% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0314 |
|
1.618 |
1.0229 |
|
1.000 |
1.0176 |
|
0.618 |
1.0144 |
|
HIGH |
1.0091 |
|
0.618 |
1.0059 |
|
0.500 |
1.0049 |
|
0.382 |
1.0038 |
|
LOW |
1.0006 |
|
0.618 |
0.9953 |
|
1.000 |
0.9921 |
|
1.618 |
0.9868 |
|
2.618 |
0.9783 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0049 |
1.0073 |
| PP |
1.0037 |
1.0054 |
| S1 |
1.0026 |
1.0034 |
|