CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0119 |
-0.0068 |
-0.7% |
1.0060 |
| High |
1.0190 |
1.0160 |
-0.0030 |
-0.3% |
1.0192 |
| Low |
1.0095 |
1.0092 |
-0.0003 |
0.0% |
1.0009 |
| Close |
1.0117 |
1.0140 |
0.0023 |
0.2% |
1.0184 |
| Range |
0.0095 |
0.0068 |
-0.0027 |
-28.4% |
0.0183 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
80,250 |
59,416 |
-20,834 |
-26.0% |
403,399 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0305 |
1.0177 |
|
| R3 |
1.0267 |
1.0237 |
1.0159 |
|
| R2 |
1.0199 |
1.0199 |
1.0152 |
|
| R1 |
1.0169 |
1.0169 |
1.0146 |
1.0184 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0138 |
| S1 |
1.0101 |
1.0101 |
1.0134 |
1.0116 |
| S2 |
1.0063 |
1.0063 |
1.0128 |
|
| S3 |
0.9995 |
1.0033 |
1.0121 |
|
| S4 |
0.9927 |
0.9965 |
1.0103 |
|
|
| 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 |
1.0092 |
0.0100 |
1.0% |
0.0069 |
0.7% |
48% |
False |
True |
78,164 |
| 10 |
1.0192 |
1.0009 |
0.0183 |
1.8% |
0.0067 |
0.7% |
72% |
False |
False |
80,551 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0073 |
0.7% |
80% |
False |
False |
85,418 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0071 |
0.7% |
80% |
False |
False |
70,417 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0066 |
0.7% |
81% |
False |
False |
47,130 |
| 80 |
1.0192 |
0.9664 |
0.0528 |
5.2% |
0.0067 |
0.7% |
90% |
False |
False |
35,389 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.1% |
0.0067 |
0.7% |
92% |
False |
False |
28,339 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.0% |
0.0066 |
0.7% |
93% |
False |
False |
23,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0338 |
|
1.618 |
1.0270 |
|
1.000 |
1.0228 |
|
0.618 |
1.0202 |
|
HIGH |
1.0160 |
|
0.618 |
1.0134 |
|
0.500 |
1.0126 |
|
0.382 |
1.0118 |
|
LOW |
1.0092 |
|
0.618 |
1.0050 |
|
1.000 |
1.0024 |
|
1.618 |
0.9982 |
|
2.618 |
0.9914 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0142 |
| PP |
1.0131 |
1.0141 |
| S1 |
1.0126 |
1.0141 |
|