CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0114 |
0.0033 |
0.3% |
0.9990 |
| High |
1.0120 |
1.0168 |
0.0048 |
0.5% |
1.0125 |
| Low |
1.0059 |
1.0102 |
0.0043 |
0.4% |
0.9954 |
| Close |
1.0102 |
1.0161 |
0.0059 |
0.6% |
1.0057 |
| Range |
0.0061 |
0.0066 |
0.0005 |
8.2% |
0.0171 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
78,155 |
95,136 |
16,981 |
21.7% |
480,626 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0317 |
1.0197 |
|
| R3 |
1.0276 |
1.0251 |
1.0179 |
|
| R2 |
1.0210 |
1.0210 |
1.0173 |
|
| R1 |
1.0185 |
1.0185 |
1.0167 |
1.0198 |
| PP |
1.0144 |
1.0144 |
1.0144 |
1.0150 |
| S1 |
1.0119 |
1.0119 |
1.0155 |
1.0132 |
| S2 |
1.0078 |
1.0078 |
1.0149 |
|
| S3 |
1.0012 |
1.0053 |
1.0143 |
|
| S4 |
0.9946 |
0.9987 |
1.0125 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0479 |
1.0151 |
|
| R3 |
1.0387 |
1.0308 |
1.0104 |
|
| R2 |
1.0216 |
1.0216 |
1.0088 |
|
| R1 |
1.0137 |
1.0137 |
1.0073 |
1.0177 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0065 |
| S1 |
0.9966 |
0.9966 |
1.0041 |
1.0006 |
| S2 |
0.9874 |
0.9874 |
1.0026 |
|
| S3 |
0.9703 |
0.9795 |
1.0010 |
|
| S4 |
0.9532 |
0.9624 |
0.9963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
1.0009 |
0.0159 |
1.6% |
0.0070 |
0.7% |
96% |
True |
False |
83,896 |
| 10 |
1.0168 |
0.9945 |
0.0223 |
2.2% |
0.0078 |
0.8% |
97% |
True |
False |
91,299 |
| 20 |
1.0168 |
0.9933 |
0.0235 |
2.3% |
0.0072 |
0.7% |
97% |
True |
False |
86,992 |
| 40 |
1.0168 |
0.9933 |
0.0235 |
2.3% |
0.0071 |
0.7% |
97% |
True |
False |
63,156 |
| 60 |
1.0168 |
0.9923 |
0.0245 |
2.4% |
0.0066 |
0.6% |
97% |
True |
False |
42,209 |
| 80 |
1.0168 |
0.9664 |
0.0504 |
5.0% |
0.0066 |
0.6% |
99% |
True |
False |
31,701 |
| 100 |
1.0168 |
0.9570 |
0.0598 |
5.9% |
0.0067 |
0.7% |
99% |
True |
False |
25,385 |
| 120 |
1.0168 |
0.9484 |
0.0684 |
6.7% |
0.0066 |
0.6% |
99% |
True |
False |
21,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0341 |
|
1.618 |
1.0275 |
|
1.000 |
1.0234 |
|
0.618 |
1.0209 |
|
HIGH |
1.0168 |
|
0.618 |
1.0143 |
|
0.500 |
1.0135 |
|
0.382 |
1.0127 |
|
LOW |
1.0102 |
|
0.618 |
1.0061 |
|
1.000 |
1.0036 |
|
1.618 |
0.9995 |
|
2.618 |
0.9929 |
|
4.250 |
0.9822 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0137 |
| PP |
1.0144 |
1.0113 |
| S1 |
1.0135 |
1.0089 |
|