CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0117 |
0.0017 |
0.2% |
0.9962 |
| High |
1.0110 |
1.0118 |
0.0008 |
0.1% |
1.0064 |
| Low |
1.0083 |
1.0100 |
0.0017 |
0.2% |
0.9920 |
| Close |
1.0108 |
1.0107 |
-0.0001 |
0.0% |
1.0010 |
| Range |
0.0027 |
0.0018 |
-0.0009 |
-33.3% |
0.0144 |
| ATR |
0.0052 |
0.0049 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
29 |
37 |
8 |
27.6% |
241 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0153 |
1.0117 |
|
| R3 |
1.0144 |
1.0135 |
1.0112 |
|
| R2 |
1.0126 |
1.0126 |
1.0110 |
|
| R1 |
1.0117 |
1.0117 |
1.0109 |
1.0113 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0106 |
| S1 |
1.0099 |
1.0099 |
1.0105 |
1.0095 |
| S2 |
1.0090 |
1.0090 |
1.0104 |
|
| S3 |
1.0072 |
1.0081 |
1.0102 |
|
| S4 |
1.0054 |
1.0063 |
1.0097 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0118 |
1.0006 |
0.0112 |
1.1% |
0.0023 |
0.2% |
90% |
True |
False |
23 |
| 10 |
1.0118 |
0.9920 |
0.0198 |
2.0% |
0.0034 |
0.3% |
94% |
True |
False |
46 |
| 20 |
1.0118 |
0.9896 |
0.0222 |
2.2% |
0.0035 |
0.3% |
95% |
True |
False |
82 |
| 40 |
1.0118 |
0.9896 |
0.0222 |
2.2% |
0.0034 |
0.3% |
95% |
True |
False |
128 |
| 60 |
1.0118 |
0.9896 |
0.0222 |
2.2% |
0.0032 |
0.3% |
95% |
True |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0165 |
|
1.618 |
1.0147 |
|
1.000 |
1.0136 |
|
0.618 |
1.0129 |
|
HIGH |
1.0118 |
|
0.618 |
1.0111 |
|
0.500 |
1.0109 |
|
0.382 |
1.0107 |
|
LOW |
1.0100 |
|
0.618 |
1.0089 |
|
1.000 |
1.0082 |
|
1.618 |
1.0071 |
|
2.618 |
1.0053 |
|
4.250 |
1.0024 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0099 |
| PP |
1.0108 |
1.0092 |
| S1 |
1.0108 |
1.0084 |
|