CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0134 |
0.0015 |
0.1% |
1.0060 |
| High |
1.0160 |
1.0142 |
-0.0018 |
-0.2% |
1.0192 |
| Low |
1.0092 |
1.0085 |
-0.0007 |
-0.1% |
1.0009 |
| Close |
1.0140 |
1.0126 |
-0.0014 |
-0.1% |
1.0184 |
| Range |
0.0068 |
0.0057 |
-0.0011 |
-16.2% |
0.0183 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
59,416 |
66,242 |
6,826 |
11.5% |
403,399 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0264 |
1.0157 |
|
| R3 |
1.0232 |
1.0207 |
1.0142 |
|
| R2 |
1.0175 |
1.0175 |
1.0136 |
|
| R1 |
1.0150 |
1.0150 |
1.0131 |
1.0134 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0110 |
| S1 |
1.0093 |
1.0093 |
1.0121 |
1.0077 |
| S2 |
1.0061 |
1.0061 |
1.0116 |
|
| S3 |
1.0004 |
1.0036 |
1.0110 |
|
| S4 |
0.9947 |
0.9979 |
1.0095 |
|
|
| 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 |
1.0085 |
0.0107 |
1.1% |
0.0067 |
0.7% |
38% |
False |
True |
72,385 |
| 10 |
1.0192 |
1.0009 |
0.0183 |
1.8% |
0.0069 |
0.7% |
64% |
False |
False |
78,141 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0074 |
0.7% |
75% |
False |
False |
84,439 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0070 |
0.7% |
75% |
False |
False |
71,975 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0066 |
0.7% |
75% |
False |
False |
48,230 |
| 80 |
1.0192 |
0.9664 |
0.0528 |
5.2% |
0.0066 |
0.7% |
88% |
False |
False |
36,215 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.1% |
0.0067 |
0.7% |
89% |
False |
False |
29,001 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.0% |
0.0066 |
0.7% |
91% |
False |
False |
24,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0291 |
|
1.618 |
1.0234 |
|
1.000 |
1.0199 |
|
0.618 |
1.0177 |
|
HIGH |
1.0142 |
|
0.618 |
1.0120 |
|
0.500 |
1.0114 |
|
0.382 |
1.0107 |
|
LOW |
1.0085 |
|
0.618 |
1.0050 |
|
1.000 |
1.0028 |
|
1.618 |
0.9993 |
|
2.618 |
0.9936 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0138 |
| PP |
1.0118 |
1.0134 |
| S1 |
1.0114 |
1.0130 |
|