CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
0.9946 |
0.0000 |
0.0% |
1.0020 |
| High |
0.9977 |
1.0046 |
0.0069 |
0.7% |
1.0097 |
| Low |
0.9933 |
0.9945 |
0.0012 |
0.1% |
0.9986 |
| Close |
0.9945 |
1.0042 |
0.0097 |
1.0% |
1.0047 |
| Range |
0.0044 |
0.0101 |
0.0057 |
129.5% |
0.0111 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.4% |
0.0000 |
| Volume |
78,921 |
100,276 |
21,355 |
27.1% |
357,622 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0279 |
1.0098 |
|
| R3 |
1.0213 |
1.0178 |
1.0070 |
|
| R2 |
1.0112 |
1.0112 |
1.0061 |
|
| R1 |
1.0077 |
1.0077 |
1.0051 |
1.0095 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0020 |
| S1 |
0.9976 |
0.9976 |
1.0033 |
0.9994 |
| S2 |
0.9910 |
0.9910 |
1.0023 |
|
| S3 |
0.9809 |
0.9875 |
1.0014 |
|
| S4 |
0.9708 |
0.9774 |
0.9986 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0323 |
1.0108 |
|
| R3 |
1.0265 |
1.0212 |
1.0078 |
|
| R2 |
1.0154 |
1.0154 |
1.0067 |
|
| R1 |
1.0101 |
1.0101 |
1.0057 |
1.0128 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0057 |
| S1 |
0.9990 |
0.9990 |
1.0037 |
1.0017 |
| S2 |
0.9932 |
0.9932 |
1.0027 |
|
| S3 |
0.9821 |
0.9879 |
1.0016 |
|
| S4 |
0.9710 |
0.9768 |
0.9986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0079 |
0.9933 |
0.0146 |
1.5% |
0.0079 |
0.8% |
75% |
False |
False |
85,138 |
| 10 |
1.0097 |
0.9933 |
0.0164 |
1.6% |
0.0071 |
0.7% |
66% |
False |
False |
84,884 |
| 20 |
1.0122 |
0.9933 |
0.0189 |
1.9% |
0.0070 |
0.7% |
58% |
False |
False |
79,235 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0067 |
0.7% |
57% |
False |
False |
42,954 |
| 60 |
1.0133 |
0.9795 |
0.0338 |
3.4% |
0.0063 |
0.6% |
73% |
False |
False |
28,693 |
| 80 |
1.0133 |
0.9575 |
0.0558 |
5.6% |
0.0065 |
0.6% |
84% |
False |
False |
21,552 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0067 |
0.7% |
86% |
False |
False |
17,275 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.6% |
86% |
False |
False |
14,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0475 |
|
2.618 |
1.0310 |
|
1.618 |
1.0209 |
|
1.000 |
1.0147 |
|
0.618 |
1.0108 |
|
HIGH |
1.0046 |
|
0.618 |
1.0007 |
|
0.500 |
0.9996 |
|
0.382 |
0.9984 |
|
LOW |
0.9945 |
|
0.618 |
0.9883 |
|
1.000 |
0.9844 |
|
1.618 |
0.9782 |
|
2.618 |
0.9681 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0027 |
1.0025 |
| PP |
1.0011 |
1.0007 |
| S1 |
0.9996 |
0.9990 |
|