CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0097 |
1.0065 |
-0.0032 |
-0.3% |
1.0125 |
| High |
1.0097 |
1.0065 |
-0.0032 |
-0.3% |
1.0125 |
| Low |
1.0056 |
0.9986 |
-0.0070 |
-0.7% |
0.9986 |
| Close |
1.0056 |
0.9989 |
-0.0067 |
-0.7% |
0.9989 |
| Range |
0.0041 |
0.0079 |
0.0038 |
92.7% |
0.0139 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
4.3% |
0.0000 |
| Volume |
41 |
14 |
-27 |
-65.9% |
265 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0199 |
1.0032 |
|
| R3 |
1.0171 |
1.0120 |
1.0011 |
|
| R2 |
1.0092 |
1.0092 |
1.0003 |
|
| R1 |
1.0041 |
1.0041 |
0.9996 |
1.0027 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0007 |
| S1 |
0.9962 |
0.9962 |
0.9982 |
0.9948 |
| S2 |
0.9934 |
0.9934 |
0.9975 |
|
| S3 |
0.9855 |
0.9883 |
0.9967 |
|
| S4 |
0.9776 |
0.9804 |
0.9946 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0359 |
1.0065 |
|
| R3 |
1.0311 |
1.0220 |
1.0027 |
|
| R2 |
1.0172 |
1.0172 |
1.0014 |
|
| R1 |
1.0081 |
1.0081 |
1.0002 |
1.0057 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0022 |
| S1 |
0.9942 |
0.9942 |
0.9976 |
0.9918 |
| S2 |
0.9894 |
0.9894 |
0.9964 |
|
| S3 |
0.9755 |
0.9803 |
0.9951 |
|
| S4 |
0.9616 |
0.9664 |
0.9913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0125 |
0.9986 |
0.0139 |
1.4% |
0.0056 |
0.6% |
2% |
False |
True |
53 |
| 10 |
1.0136 |
0.9986 |
0.0150 |
1.5% |
0.0037 |
0.4% |
2% |
False |
True |
36 |
| 20 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0040 |
0.4% |
39% |
False |
False |
63 |
| 40 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0036 |
0.4% |
39% |
False |
False |
107 |
| 60 |
1.0136 |
0.9896 |
0.0240 |
2.4% |
0.0035 |
0.4% |
39% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0401 |
|
2.618 |
1.0272 |
|
1.618 |
1.0193 |
|
1.000 |
1.0144 |
|
0.618 |
1.0114 |
|
HIGH |
1.0065 |
|
0.618 |
1.0035 |
|
0.500 |
1.0026 |
|
0.382 |
1.0016 |
|
LOW |
0.9986 |
|
0.618 |
0.9937 |
|
1.000 |
0.9907 |
|
1.618 |
0.9858 |
|
2.618 |
0.9779 |
|
4.250 |
0.9650 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0026 |
1.0042 |
| PP |
1.0013 |
1.0024 |
| S1 |
1.0001 |
1.0007 |
|