CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0187 |
0.0052 |
0.5% |
1.0060 |
| High |
1.0192 |
1.0190 |
-0.0002 |
0.0% |
1.0192 |
| Low |
1.0120 |
1.0095 |
-0.0025 |
-0.2% |
1.0009 |
| Close |
1.0184 |
1.0117 |
-0.0067 |
-0.7% |
1.0184 |
| Range |
0.0072 |
0.0095 |
0.0023 |
31.9% |
0.0183 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.5% |
0.0000 |
| Volume |
76,374 |
80,250 |
3,876 |
5.1% |
403,399 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0363 |
1.0169 |
|
| R3 |
1.0324 |
1.0268 |
1.0143 |
|
| R2 |
1.0229 |
1.0229 |
1.0134 |
|
| R1 |
1.0173 |
1.0173 |
1.0126 |
1.0154 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0124 |
| S1 |
1.0078 |
1.0078 |
1.0108 |
1.0059 |
| S2 |
1.0039 |
1.0039 |
1.0100 |
|
| S3 |
0.9944 |
0.9983 |
1.0091 |
|
| S4 |
0.9849 |
0.9888 |
1.0065 |
|
|
| 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 |
1.0059 |
0.0133 |
1.3% |
0.0067 |
0.7% |
44% |
False |
False |
81,912 |
| 10 |
1.0192 |
0.9976 |
0.0216 |
2.1% |
0.0075 |
0.7% |
65% |
False |
False |
87,782 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0075 |
0.7% |
71% |
False |
False |
86,659 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0071 |
0.7% |
71% |
False |
False |
68,981 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0067 |
0.7% |
72% |
False |
False |
46,141 |
| 80 |
1.0192 |
0.9664 |
0.0528 |
5.2% |
0.0067 |
0.7% |
86% |
False |
False |
34,647 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.1% |
0.0067 |
0.7% |
88% |
False |
False |
27,745 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.0% |
0.0066 |
0.7% |
89% |
False |
False |
23,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0594 |
|
2.618 |
1.0439 |
|
1.618 |
1.0344 |
|
1.000 |
1.0285 |
|
0.618 |
1.0249 |
|
HIGH |
1.0190 |
|
0.618 |
1.0154 |
|
0.500 |
1.0143 |
|
0.382 |
1.0131 |
|
LOW |
1.0095 |
|
0.618 |
1.0036 |
|
1.000 |
1.0000 |
|
1.618 |
0.9941 |
|
2.618 |
0.9846 |
|
4.250 |
0.9691 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0144 |
| PP |
1.0134 |
1.0135 |
| S1 |
1.0126 |
1.0126 |
|