CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0075 |
0.0055 |
0.5% |
0.9995 |
| High |
1.0096 |
1.0097 |
0.0001 |
0.0% |
1.0083 |
| Low |
0.9993 |
1.0055 |
0.0062 |
0.6% |
0.9963 |
| Close |
1.0095 |
1.0063 |
-0.0032 |
-0.3% |
1.0010 |
| Range |
0.0103 |
0.0042 |
-0.0061 |
-59.2% |
0.0120 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
84,234 |
85,810 |
1,576 |
1.9% |
380,880 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0172 |
1.0086 |
|
| R3 |
1.0156 |
1.0130 |
1.0075 |
|
| R2 |
1.0114 |
1.0114 |
1.0071 |
|
| R1 |
1.0088 |
1.0088 |
1.0067 |
1.0080 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0068 |
| S1 |
1.0046 |
1.0046 |
1.0059 |
1.0038 |
| S2 |
1.0030 |
1.0030 |
1.0055 |
|
| S3 |
0.9988 |
1.0004 |
1.0051 |
|
| S4 |
0.9946 |
0.9962 |
1.0040 |
|
|
| 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 |
1.0097 |
0.9963 |
0.0134 |
1.3% |
0.0061 |
0.6% |
75% |
True |
False |
82,597 |
| 10 |
1.0107 |
0.9946 |
0.0161 |
1.6% |
0.0068 |
0.7% |
73% |
False |
False |
80,134 |
| 20 |
1.0122 |
0.9946 |
0.0176 |
1.7% |
0.0066 |
0.7% |
66% |
False |
False |
59,510 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
67% |
False |
False |
30,125 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0064 |
0.6% |
85% |
False |
False |
20,140 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0065 |
0.6% |
88% |
False |
False |
15,141 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0065 |
0.6% |
89% |
False |
False |
12,137 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
89% |
False |
False |
10,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0207 |
|
1.618 |
1.0165 |
|
1.000 |
1.0139 |
|
0.618 |
1.0123 |
|
HIGH |
1.0097 |
|
0.618 |
1.0081 |
|
0.500 |
1.0076 |
|
0.382 |
1.0071 |
|
LOW |
1.0055 |
|
0.618 |
1.0029 |
|
1.000 |
1.0013 |
|
1.618 |
0.9987 |
|
2.618 |
0.9945 |
|
4.250 |
0.9877 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0056 |
| PP |
1.0072 |
1.0048 |
| S1 |
1.0067 |
1.0041 |
|