CME Canadian Dollar Future June 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 |
1.0156 |
1.0135 |
-0.0021 |
-0.2% |
1.0060 |
| High |
1.0186 |
1.0192 |
0.0006 |
0.1% |
1.0192 |
| Low |
1.0143 |
1.0120 |
-0.0023 |
-0.2% |
1.0009 |
| Close |
1.0157 |
1.0184 |
0.0027 |
0.3% |
1.0184 |
| Range |
0.0043 |
0.0072 |
0.0029 |
67.4% |
0.0183 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
79,647 |
76,374 |
-3,273 |
-4.1% |
403,399 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0355 |
1.0224 |
|
| R3 |
1.0309 |
1.0283 |
1.0204 |
|
| R2 |
1.0237 |
1.0237 |
1.0197 |
|
| R1 |
1.0211 |
1.0211 |
1.0191 |
1.0224 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0172 |
| S1 |
1.0139 |
1.0139 |
1.0177 |
1.0152 |
| S2 |
1.0093 |
1.0093 |
1.0171 |
|
| S3 |
1.0021 |
1.0067 |
1.0164 |
|
| S4 |
0.9949 |
0.9995 |
1.0144 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0677 |
1.0614 |
1.0285 |
|
| R3 |
1.0494 |
1.0431 |
1.0234 |
|
| R2 |
1.0311 |
1.0311 |
1.0218 |
|
| R1 |
1.0248 |
1.0248 |
1.0201 |
1.0280 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0144 |
| S1 |
1.0065 |
1.0065 |
1.0167 |
1.0097 |
| S2 |
0.9945 |
0.9945 |
1.0150 |
|
| S3 |
0.9762 |
0.9882 |
1.0134 |
|
| S4 |
0.9579 |
0.9699 |
1.0083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0192 |
1.0009 |
0.0183 |
1.8% |
0.0063 |
0.6% |
96% |
True |
False |
80,679 |
| 10 |
1.0192 |
0.9954 |
0.0238 |
2.3% |
0.0072 |
0.7% |
97% |
True |
False |
88,402 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.5% |
0.0072 |
0.7% |
97% |
True |
False |
86,378 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.5% |
0.0070 |
0.7% |
97% |
True |
False |
67,000 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.6% |
0.0066 |
0.6% |
97% |
True |
False |
44,806 |
| 80 |
1.0192 |
0.9664 |
0.0528 |
5.2% |
0.0066 |
0.6% |
98% |
True |
False |
33,649 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.1% |
0.0067 |
0.7% |
99% |
True |
False |
26,943 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.0% |
0.0066 |
0.6% |
99% |
True |
False |
22,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0380 |
|
1.618 |
1.0308 |
|
1.000 |
1.0264 |
|
0.618 |
1.0236 |
|
HIGH |
1.0192 |
|
0.618 |
1.0164 |
|
0.500 |
1.0156 |
|
0.382 |
1.0148 |
|
LOW |
1.0120 |
|
0.618 |
1.0076 |
|
1.000 |
1.0048 |
|
1.618 |
1.0004 |
|
2.618 |
0.9932 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0172 |
| PP |
1.0165 |
1.0159 |
| S1 |
1.0156 |
1.0147 |
|