CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0070 |
-0.0055 |
-0.5% |
1.0006 |
| High |
1.0125 |
1.0095 |
-0.0030 |
-0.3% |
1.0136 |
| Low |
1.0050 |
1.0050 |
0.0000 |
0.0% |
1.0006 |
| Close |
1.0067 |
1.0091 |
0.0024 |
0.2% |
1.0133 |
| Range |
0.0075 |
0.0045 |
-0.0030 |
-40.0% |
0.0130 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
36 |
136 |
100 |
277.8% |
102 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0197 |
1.0116 |
|
| R3 |
1.0169 |
1.0152 |
1.0103 |
|
| R2 |
1.0124 |
1.0124 |
1.0099 |
|
| R1 |
1.0107 |
1.0107 |
1.0095 |
1.0116 |
| PP |
1.0079 |
1.0079 |
1.0079 |
1.0083 |
| S1 |
1.0062 |
1.0062 |
1.0087 |
1.0071 |
| S2 |
1.0034 |
1.0034 |
1.0083 |
|
| S3 |
0.9989 |
1.0017 |
1.0079 |
|
| S4 |
0.9944 |
0.9972 |
1.0066 |
|
|
| 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 |
1.0050 |
0.0086 |
0.9% |
0.0034 |
0.3% |
48% |
False |
True |
48 |
| 10 |
1.0136 |
0.9983 |
0.0153 |
1.5% |
0.0032 |
0.3% |
71% |
False |
False |
36 |
| 20 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0035 |
0.3% |
81% |
False |
False |
73 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0035 |
0.3% |
81% |
False |
False |
109 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0033 |
0.3% |
81% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0213 |
|
1.618 |
1.0168 |
|
1.000 |
1.0140 |
|
0.618 |
1.0123 |
|
HIGH |
1.0095 |
|
0.618 |
1.0078 |
|
0.500 |
1.0073 |
|
0.382 |
1.0067 |
|
LOW |
1.0050 |
|
0.618 |
1.0022 |
|
1.000 |
1.0005 |
|
1.618 |
0.9977 |
|
2.618 |
0.9932 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0093 |
| PP |
1.0079 |
1.0092 |
| S1 |
1.0073 |
1.0092 |
|