CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0024 |
-0.0052 |
-0.5% |
0.9995 |
| High |
1.0077 |
1.0079 |
0.0002 |
0.0% |
1.0083 |
| Low |
1.0011 |
0.9986 |
-0.0025 |
-0.2% |
0.9963 |
| Close |
1.0020 |
1.0047 |
0.0027 |
0.3% |
1.0010 |
| Range |
0.0066 |
0.0093 |
0.0027 |
40.9% |
0.0120 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.9% |
0.0000 |
| Volume |
88,461 |
99,117 |
10,656 |
12.0% |
380,880 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0316 |
1.0275 |
1.0098 |
|
| R3 |
1.0223 |
1.0182 |
1.0073 |
|
| R2 |
1.0130 |
1.0130 |
1.0064 |
|
| R1 |
1.0089 |
1.0089 |
1.0056 |
1.0110 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0048 |
| S1 |
0.9996 |
0.9996 |
1.0038 |
1.0017 |
| S2 |
0.9944 |
0.9944 |
1.0030 |
|
| S3 |
0.9851 |
0.9903 |
1.0021 |
|
| S4 |
0.9758 |
0.9810 |
0.9996 |
|
|
| 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 |
0.9984 |
0.0113 |
1.1% |
0.0070 |
0.7% |
56% |
False |
False |
86,451 |
| 10 |
1.0097 |
0.9946 |
0.0151 |
1.5% |
0.0068 |
0.7% |
67% |
False |
False |
82,848 |
| 20 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0066 |
0.7% |
57% |
False |
False |
68,193 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0064 |
0.6% |
59% |
False |
False |
34,808 |
| 60 |
1.0133 |
0.9695 |
0.0438 |
4.4% |
0.0064 |
0.6% |
80% |
False |
False |
23,259 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0064 |
0.6% |
85% |
False |
False |
17,482 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.6% |
87% |
False |
False |
14,012 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
87% |
False |
False |
11,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0474 |
|
2.618 |
1.0322 |
|
1.618 |
1.0229 |
|
1.000 |
1.0172 |
|
0.618 |
1.0136 |
|
HIGH |
1.0079 |
|
0.618 |
1.0043 |
|
0.500 |
1.0033 |
|
0.382 |
1.0022 |
|
LOW |
0.9986 |
|
0.618 |
0.9929 |
|
1.000 |
0.9893 |
|
1.618 |
0.9836 |
|
2.618 |
0.9743 |
|
4.250 |
0.9591 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0045 |
| PP |
1.0037 |
1.0043 |
| S1 |
1.0033 |
1.0042 |
|