CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0076 |
0.0001 |
0.0% |
0.9995 |
| High |
1.0097 |
1.0077 |
-0.0020 |
-0.2% |
1.0083 |
| Low |
1.0055 |
1.0011 |
-0.0044 |
-0.4% |
0.9963 |
| Close |
1.0063 |
1.0020 |
-0.0043 |
-0.4% |
1.0010 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0120 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
85,810 |
88,461 |
2,651 |
3.1% |
380,880 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0193 |
1.0056 |
|
| R3 |
1.0168 |
1.0127 |
1.0038 |
|
| R2 |
1.0102 |
1.0102 |
1.0032 |
|
| R1 |
1.0061 |
1.0061 |
1.0026 |
1.0049 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0030 |
| S1 |
0.9995 |
0.9995 |
1.0014 |
0.9983 |
| S2 |
0.9970 |
0.9970 |
1.0008 |
|
| S3 |
0.9904 |
0.9929 |
1.0002 |
|
| S4 |
0.9838 |
0.9863 |
0.9984 |
|
|
| 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% |
0.0063 |
0.6% |
43% |
False |
False |
84,630 |
| 10 |
1.0097 |
0.9946 |
0.0151 |
1.5% |
0.0068 |
0.7% |
49% |
False |
False |
82,527 |
| 20 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0067 |
0.7% |
42% |
False |
False |
63,658 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0063 |
0.6% |
46% |
False |
False |
32,334 |
| 60 |
1.0133 |
0.9695 |
0.0438 |
4.4% |
0.0064 |
0.6% |
74% |
False |
False |
21,612 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0064 |
0.6% |
80% |
False |
False |
16,246 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.6% |
83% |
False |
False |
13,021 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
83% |
False |
False |
10,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0250 |
|
1.618 |
1.0184 |
|
1.000 |
1.0143 |
|
0.618 |
1.0118 |
|
HIGH |
1.0077 |
|
0.618 |
1.0052 |
|
0.500 |
1.0044 |
|
0.382 |
1.0036 |
|
LOW |
1.0011 |
|
0.618 |
0.9970 |
|
1.000 |
0.9945 |
|
1.618 |
0.9904 |
|
2.618 |
0.9838 |
|
4.250 |
0.9731 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0045 |
| PP |
1.0036 |
1.0037 |
| S1 |
1.0028 |
1.0028 |
|