CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0117 |
1.0129 |
0.0012 |
0.1% |
1.0006 |
| High |
1.0118 |
1.0136 |
0.0018 |
0.2% |
1.0136 |
| Low |
1.0100 |
1.0129 |
0.0029 |
0.3% |
1.0006 |
| Close |
1.0107 |
1.0133 |
0.0026 |
0.3% |
1.0133 |
| Range |
0.0018 |
0.0007 |
-0.0011 |
-61.1% |
0.0130 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
37 |
5 |
-32 |
-86.5% |
102 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0154 |
1.0150 |
1.0137 |
|
| R3 |
1.0147 |
1.0143 |
1.0135 |
|
| R2 |
1.0140 |
1.0140 |
1.0134 |
|
| R1 |
1.0136 |
1.0136 |
1.0134 |
1.0138 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0134 |
| S1 |
1.0129 |
1.0129 |
1.0132 |
1.0131 |
| S2 |
1.0126 |
1.0126 |
1.0132 |
|
| S3 |
1.0119 |
1.0122 |
1.0131 |
|
| S4 |
1.0112 |
1.0115 |
1.0129 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0437 |
1.0205 |
|
| R3 |
1.0352 |
1.0307 |
1.0169 |
|
| R2 |
1.0222 |
1.0222 |
1.0157 |
|
| R1 |
1.0177 |
1.0177 |
1.0145 |
1.0200 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0103 |
| S1 |
1.0047 |
1.0047 |
1.0121 |
1.0070 |
| S2 |
0.9962 |
0.9962 |
1.0109 |
|
| S3 |
0.9832 |
0.9917 |
1.0097 |
|
| S4 |
0.9702 |
0.9787 |
1.0062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0136 |
1.0006 |
0.0130 |
1.3% |
0.0017 |
0.2% |
98% |
True |
False |
20 |
| 10 |
1.0136 |
0.9920 |
0.0216 |
2.1% |
0.0033 |
0.3% |
99% |
True |
False |
34 |
| 20 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0034 |
0.3% |
99% |
True |
False |
79 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0033 |
0.3% |
99% |
True |
False |
115 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0032 |
0.3% |
99% |
True |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0166 |
|
2.618 |
1.0154 |
|
1.618 |
1.0147 |
|
1.000 |
1.0143 |
|
0.618 |
1.0140 |
|
HIGH |
1.0136 |
|
0.618 |
1.0133 |
|
0.500 |
1.0133 |
|
0.382 |
1.0132 |
|
LOW |
1.0129 |
|
0.618 |
1.0125 |
|
1.000 |
1.0122 |
|
1.618 |
1.0118 |
|
2.618 |
1.0111 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0125 |
| PP |
1.0133 |
1.0117 |
| S1 |
1.0133 |
1.0110 |
|