CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0017 |
1.0020 |
0.0003 |
0.0% |
0.9995 |
| High |
1.0031 |
1.0096 |
0.0065 |
0.6% |
1.0083 |
| Low |
0.9984 |
0.9993 |
0.0009 |
0.1% |
0.9963 |
| Close |
1.0010 |
1.0095 |
0.0085 |
0.8% |
1.0010 |
| Range |
0.0047 |
0.0103 |
0.0056 |
119.1% |
0.0120 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.1% |
0.0000 |
| Volume |
74,635 |
84,234 |
9,599 |
12.9% |
380,880 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0336 |
1.0152 |
|
| R3 |
1.0267 |
1.0233 |
1.0123 |
|
| R2 |
1.0164 |
1.0164 |
1.0114 |
|
| R1 |
1.0130 |
1.0130 |
1.0104 |
1.0147 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0070 |
| S1 |
1.0027 |
1.0027 |
1.0086 |
1.0044 |
| S2 |
0.9958 |
0.9958 |
1.0076 |
|
| S3 |
0.9855 |
0.9924 |
1.0067 |
|
| S4 |
0.9752 |
0.9821 |
1.0038 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0314 |
1.0076 |
|
| R3 |
1.0259 |
1.0194 |
1.0043 |
|
| R2 |
1.0139 |
1.0139 |
1.0032 |
|
| R1 |
1.0074 |
1.0074 |
1.0021 |
1.0107 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0035 |
| S1 |
0.9954 |
0.9954 |
0.9999 |
0.9987 |
| S2 |
0.9899 |
0.9899 |
0.9988 |
|
| S3 |
0.9779 |
0.9834 |
0.9977 |
|
| S4 |
0.9659 |
0.9714 |
0.9944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0096 |
0.9963 |
0.0133 |
1.3% |
0.0064 |
0.6% |
99% |
True |
False |
77,574 |
| 10 |
1.0113 |
0.9946 |
0.0167 |
1.7% |
0.0074 |
0.7% |
89% |
False |
False |
80,360 |
| 20 |
1.0122 |
0.9946 |
0.0176 |
1.7% |
0.0068 |
0.7% |
85% |
False |
False |
55,415 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
82% |
False |
False |
27,987 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.6% |
0.0065 |
0.6% |
92% |
False |
False |
18,712 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0065 |
0.6% |
93% |
False |
False |
14,069 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0065 |
0.6% |
94% |
False |
False |
11,279 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
94% |
False |
False |
9,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0534 |
|
2.618 |
1.0366 |
|
1.618 |
1.0263 |
|
1.000 |
1.0199 |
|
0.618 |
1.0160 |
|
HIGH |
1.0096 |
|
0.618 |
1.0057 |
|
0.500 |
1.0045 |
|
0.382 |
1.0032 |
|
LOW |
0.9993 |
|
0.618 |
0.9929 |
|
1.000 |
0.9890 |
|
1.618 |
0.9826 |
|
2.618 |
0.9723 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0073 |
| PP |
1.0061 |
1.0051 |
| S1 |
1.0045 |
1.0030 |
|