CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0006 |
-0.0021 |
-0.2% |
0.9962 |
| High |
1.0045 |
1.0029 |
-0.0016 |
-0.2% |
1.0064 |
| Low |
1.0010 |
1.0006 |
-0.0004 |
0.0% |
0.9920 |
| Close |
1.0010 |
1.0021 |
0.0011 |
0.1% |
1.0010 |
| Range |
0.0035 |
0.0023 |
-0.0012 |
-34.3% |
0.0144 |
| ATR |
0.0055 |
0.0052 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
18 |
26 |
8 |
44.4% |
241 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0088 |
1.0077 |
1.0034 |
|
| R3 |
1.0065 |
1.0054 |
1.0027 |
|
| R2 |
1.0042 |
1.0042 |
1.0025 |
|
| R1 |
1.0031 |
1.0031 |
1.0023 |
1.0037 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0021 |
| S1 |
1.0008 |
1.0008 |
1.0019 |
1.0014 |
| S2 |
0.9996 |
0.9996 |
1.0017 |
|
| S3 |
0.9973 |
0.9985 |
1.0015 |
|
| S4 |
0.9950 |
0.9962 |
1.0008 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0364 |
1.0089 |
|
| R3 |
1.0286 |
1.0220 |
1.0050 |
|
| R2 |
1.0142 |
1.0142 |
1.0036 |
|
| R1 |
1.0076 |
1.0076 |
1.0023 |
1.0109 |
| PP |
0.9998 |
0.9998 |
0.9998 |
1.0015 |
| S1 |
0.9932 |
0.9932 |
0.9997 |
0.9965 |
| S2 |
0.9854 |
0.9854 |
0.9984 |
|
| S3 |
0.9710 |
0.9788 |
0.9970 |
|
| S4 |
0.9566 |
0.9644 |
0.9931 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0127 |
|
2.618 |
1.0089 |
|
1.618 |
1.0066 |
|
1.000 |
1.0052 |
|
0.618 |
1.0043 |
|
HIGH |
1.0029 |
|
0.618 |
1.0020 |
|
0.500 |
1.0018 |
|
0.382 |
1.0015 |
|
LOW |
1.0006 |
|
0.618 |
0.9992 |
|
1.000 |
0.9983 |
|
1.618 |
0.9969 |
|
2.618 |
0.9946 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0020 |
1.0020 |
| PP |
1.0019 |
1.0020 |
| S1 |
1.0018 |
1.0019 |
|