CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
0.9968 |
0.0018 |
0.2% |
0.9975 |
| High |
1.0002 |
0.9968 |
-0.0034 |
-0.3% |
1.0002 |
| Low |
0.9950 |
0.9952 |
0.0002 |
0.0% |
0.9896 |
| Close |
1.0000 |
0.9962 |
-0.0038 |
-0.4% |
0.9962 |
| Range |
0.0052 |
0.0016 |
-0.0036 |
-69.2% |
0.0106 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
228 |
128 |
-100 |
-43.9% |
655 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
1.0001 |
0.9971 |
|
| R3 |
0.9993 |
0.9985 |
0.9966 |
|
| R2 |
0.9977 |
0.9977 |
0.9965 |
|
| R1 |
0.9969 |
0.9969 |
0.9963 |
0.9965 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9959 |
| S1 |
0.9953 |
0.9953 |
0.9961 |
0.9949 |
| S2 |
0.9945 |
0.9945 |
0.9959 |
|
| S3 |
0.9929 |
0.9937 |
0.9958 |
|
| S4 |
0.9913 |
0.9921 |
0.9953 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0223 |
1.0020 |
|
| R3 |
1.0165 |
1.0117 |
0.9991 |
|
| R2 |
1.0059 |
1.0059 |
0.9981 |
|
| R1 |
1.0011 |
1.0011 |
0.9972 |
0.9982 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9939 |
| S1 |
0.9905 |
0.9905 |
0.9952 |
0.9876 |
| S2 |
0.9847 |
0.9847 |
0.9943 |
|
| S3 |
0.9741 |
0.9799 |
0.9933 |
|
| S4 |
0.9635 |
0.9693 |
0.9904 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0036 |
|
2.618 |
1.0010 |
|
1.618 |
0.9994 |
|
1.000 |
0.9984 |
|
0.618 |
0.9978 |
|
HIGH |
0.9968 |
|
0.618 |
0.9962 |
|
0.500 |
0.9960 |
|
0.382 |
0.9958 |
|
LOW |
0.9952 |
|
0.618 |
0.9942 |
|
1.000 |
0.9936 |
|
1.618 |
0.9926 |
|
2.618 |
0.9910 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9961 |
0.9958 |
| PP |
0.9961 |
0.9953 |
| S1 |
0.9960 |
0.9949 |
|