CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
0.9946 |
-0.0068 |
-0.7% |
1.0020 |
| High |
1.0035 |
0.9977 |
-0.0058 |
-0.6% |
1.0097 |
| Low |
0.9935 |
0.9933 |
-0.0002 |
0.0% |
0.9986 |
| Close |
0.9947 |
0.9945 |
-0.0002 |
0.0% |
1.0047 |
| Range |
0.0100 |
0.0044 |
-0.0056 |
-56.0% |
0.0111 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
100,798 |
78,921 |
-21,877 |
-21.7% |
357,622 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0084 |
1.0058 |
0.9969 |
|
| R3 |
1.0040 |
1.0014 |
0.9957 |
|
| R2 |
0.9996 |
0.9996 |
0.9953 |
|
| R1 |
0.9970 |
0.9970 |
0.9949 |
0.9961 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9947 |
| S1 |
0.9926 |
0.9926 |
0.9941 |
0.9917 |
| S2 |
0.9908 |
0.9908 |
0.9937 |
|
| S3 |
0.9864 |
0.9882 |
0.9933 |
|
| S4 |
0.9820 |
0.9838 |
0.9921 |
|
|
| 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 |
1.0079 |
0.9933 |
0.0146 |
1.5% |
0.0072 |
0.7% |
8% |
False |
True |
82,775 |
| 10 |
1.0097 |
0.9933 |
0.0164 |
1.6% |
0.0067 |
0.7% |
7% |
False |
True |
82,686 |
| 20 |
1.0122 |
0.9933 |
0.0189 |
1.9% |
0.0068 |
0.7% |
6% |
False |
True |
76,438 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0065 |
0.7% |
10% |
False |
False |
40,452 |
| 60 |
1.0133 |
0.9721 |
0.0412 |
4.1% |
0.0064 |
0.6% |
54% |
False |
False |
27,025 |
| 80 |
1.0133 |
0.9575 |
0.0558 |
5.6% |
0.0064 |
0.6% |
66% |
False |
False |
20,302 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0067 |
0.7% |
71% |
False |
False |
16,275 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.7% |
71% |
False |
False |
13,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0164 |
|
2.618 |
1.0092 |
|
1.618 |
1.0048 |
|
1.000 |
1.0021 |
|
0.618 |
1.0004 |
|
HIGH |
0.9977 |
|
0.618 |
0.9960 |
|
0.500 |
0.9955 |
|
0.382 |
0.9950 |
|
LOW |
0.9933 |
|
0.618 |
0.9906 |
|
1.000 |
0.9889 |
|
1.618 |
0.9862 |
|
2.618 |
0.9818 |
|
4.250 |
0.9746 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9955 |
0.9987 |
| PP |
0.9952 |
0.9973 |
| S1 |
0.9948 |
0.9959 |
|