CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
1.0060 |
0.0054 |
0.5% |
0.9962 |
| High |
1.0029 |
1.0060 |
0.0031 |
0.3% |
1.0064 |
| Low |
1.0006 |
1.0050 |
0.0044 |
0.4% |
0.9920 |
| Close |
1.0021 |
1.0053 |
0.0032 |
0.3% |
1.0010 |
| Range |
0.0023 |
0.0010 |
-0.0013 |
-56.5% |
0.0144 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
26 |
5 |
-21 |
-80.8% |
241 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0084 |
1.0079 |
1.0059 |
|
| R3 |
1.0074 |
1.0069 |
1.0056 |
|
| R2 |
1.0064 |
1.0064 |
1.0055 |
|
| R1 |
1.0059 |
1.0059 |
1.0054 |
1.0057 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0053 |
| S1 |
1.0049 |
1.0049 |
1.0052 |
1.0047 |
| S2 |
1.0044 |
1.0044 |
1.0051 |
|
| S3 |
1.0034 |
1.0039 |
1.0050 |
|
| S4 |
1.0024 |
1.0029 |
1.0048 |
|
|
| 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 |
1.0103 |
|
2.618 |
1.0086 |
|
1.618 |
1.0076 |
|
1.000 |
1.0070 |
|
0.618 |
1.0066 |
|
HIGH |
1.0060 |
|
0.618 |
1.0056 |
|
0.500 |
1.0055 |
|
0.382 |
1.0054 |
|
LOW |
1.0050 |
|
0.618 |
1.0044 |
|
1.000 |
1.0040 |
|
1.618 |
1.0034 |
|
2.618 |
1.0024 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0055 |
1.0046 |
| PP |
1.0054 |
1.0040 |
| S1 |
1.0054 |
1.0033 |
|