CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
1.0014 |
0.0004 |
0.0% |
1.0020 |
| High |
1.0041 |
1.0035 |
-0.0006 |
-0.1% |
1.0097 |
| Low |
0.9982 |
0.9935 |
-0.0047 |
-0.5% |
0.9986 |
| Close |
1.0024 |
0.9947 |
-0.0077 |
-0.8% |
1.0047 |
| Range |
0.0059 |
0.0100 |
0.0041 |
69.5% |
0.0111 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.4% |
0.0000 |
| Volume |
46,579 |
100,798 |
54,219 |
116.4% |
357,622 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0210 |
1.0002 |
|
| R3 |
1.0172 |
1.0110 |
0.9975 |
|
| R2 |
1.0072 |
1.0072 |
0.9965 |
|
| R1 |
1.0010 |
1.0010 |
0.9956 |
0.9991 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9963 |
| S1 |
0.9910 |
0.9910 |
0.9938 |
0.9891 |
| S2 |
0.9872 |
0.9872 |
0.9929 |
|
| S3 |
0.9772 |
0.9810 |
0.9920 |
|
| S4 |
0.9672 |
0.9710 |
0.9892 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0323 |
1.0108 |
|
| R3 |
1.0265 |
1.0212 |
1.0078 |
|
| R2 |
1.0154 |
1.0154 |
1.0067 |
|
| R1 |
1.0101 |
1.0101 |
1.0057 |
1.0128 |
| PP |
1.0043 |
1.0043 |
1.0043 |
1.0057 |
| S1 |
0.9990 |
0.9990 |
1.0037 |
1.0017 |
| S2 |
0.9932 |
0.9932 |
1.0027 |
|
| S3 |
0.9821 |
0.9879 |
1.0016 |
|
| S4 |
0.9710 |
0.9768 |
0.9986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
0.9935 |
0.0162 |
1.6% |
0.0072 |
0.7% |
7% |
False |
True |
84,153 |
| 10 |
1.0097 |
0.9935 |
0.0162 |
1.6% |
0.0068 |
0.7% |
7% |
False |
True |
80,863 |
| 20 |
1.0122 |
0.9935 |
0.0187 |
1.9% |
0.0069 |
0.7% |
6% |
False |
True |
74,196 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0065 |
0.7% |
11% |
False |
False |
38,487 |
| 60 |
1.0133 |
0.9695 |
0.0438 |
4.4% |
0.0064 |
0.6% |
58% |
False |
False |
25,711 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.7% |
0.0064 |
0.6% |
67% |
False |
False |
19,317 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0066 |
0.7% |
71% |
False |
False |
15,486 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.7% |
71% |
False |
False |
12,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0297 |
|
1.618 |
1.0197 |
|
1.000 |
1.0135 |
|
0.618 |
1.0097 |
|
HIGH |
1.0035 |
|
0.618 |
0.9997 |
|
0.500 |
0.9985 |
|
0.382 |
0.9973 |
|
LOW |
0.9935 |
|
0.618 |
0.9873 |
|
1.000 |
0.9835 |
|
1.618 |
0.9773 |
|
2.618 |
0.9673 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
1.0007 |
| PP |
0.9972 |
0.9987 |
| S1 |
0.9960 |
0.9967 |
|