CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0051 |
0.9975 |
-0.0076 |
-0.8% |
0.9992 |
| High |
1.0051 |
0.9989 |
-0.0062 |
-0.6% |
1.0030 |
| Low |
1.0018 |
0.9975 |
-0.0043 |
-0.4% |
0.9922 |
| Close |
1.0021 |
0.9979 |
-0.0042 |
-0.4% |
0.9969 |
| Range |
0.0033 |
0.0014 |
-0.0019 |
-57.6% |
0.0108 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
139 |
153 |
14 |
10.1% |
516 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0023 |
1.0015 |
0.9987 |
|
| R3 |
1.0009 |
1.0001 |
0.9983 |
|
| R2 |
0.9995 |
0.9995 |
0.9982 |
|
| R1 |
0.9987 |
0.9987 |
0.9980 |
0.9991 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9983 |
| S1 |
0.9973 |
0.9973 |
0.9978 |
0.9977 |
| S2 |
0.9967 |
0.9967 |
0.9976 |
|
| S3 |
0.9953 |
0.9959 |
0.9975 |
|
| S4 |
0.9939 |
0.9945 |
0.9971 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0241 |
1.0028 |
|
| R3 |
1.0190 |
1.0133 |
0.9999 |
|
| R2 |
1.0082 |
1.0082 |
0.9989 |
|
| R1 |
1.0025 |
1.0025 |
0.9979 |
1.0000 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9961 |
| S1 |
0.9917 |
0.9917 |
0.9959 |
0.9892 |
| S2 |
0.9866 |
0.9866 |
0.9949 |
|
| S3 |
0.9758 |
0.9809 |
0.9939 |
|
| S4 |
0.9650 |
0.9701 |
0.9910 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
1.0026 |
|
1.618 |
1.0012 |
|
1.000 |
1.0003 |
|
0.618 |
0.9998 |
|
HIGH |
0.9989 |
|
0.618 |
0.9984 |
|
0.500 |
0.9982 |
|
0.382 |
0.9980 |
|
LOW |
0.9975 |
|
0.618 |
0.9966 |
|
1.000 |
0.9961 |
|
1.618 |
0.9952 |
|
2.618 |
0.9938 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9982 |
1.0014 |
| PP |
0.9981 |
1.0002 |
| S1 |
0.9980 |
0.9991 |
|