CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
1.0043 |
0.0097 |
1.0% |
1.0010 |
| High |
1.0046 |
1.0060 |
0.0014 |
0.1% |
1.0060 |
| Low |
0.9945 |
0.9986 |
0.0041 |
0.4% |
0.9933 |
| Close |
1.0042 |
1.0003 |
-0.0039 |
-0.4% |
1.0003 |
| Range |
0.0101 |
0.0074 |
-0.0027 |
-26.7% |
0.0127 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.3% |
0.0000 |
| Volume |
100,276 |
84,713 |
-15,563 |
-15.5% |
411,287 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0195 |
1.0044 |
|
| R3 |
1.0164 |
1.0121 |
1.0023 |
|
| R2 |
1.0090 |
1.0090 |
1.0017 |
|
| R1 |
1.0047 |
1.0047 |
1.0010 |
1.0032 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0009 |
| S1 |
0.9973 |
0.9973 |
0.9996 |
0.9958 |
| S2 |
0.9942 |
0.9942 |
0.9989 |
|
| S3 |
0.9868 |
0.9899 |
0.9983 |
|
| S4 |
0.9794 |
0.9825 |
0.9962 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0318 |
1.0073 |
|
| R3 |
1.0253 |
1.0191 |
1.0038 |
|
| R2 |
1.0126 |
1.0126 |
1.0026 |
|
| R1 |
1.0064 |
1.0064 |
1.0015 |
1.0032 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9982 |
| S1 |
0.9937 |
0.9937 |
0.9991 |
0.9905 |
| S2 |
0.9872 |
0.9872 |
0.9980 |
|
| S3 |
0.9745 |
0.9810 |
0.9968 |
|
| S4 |
0.9618 |
0.9683 |
0.9933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0060 |
0.9933 |
0.0127 |
1.3% |
0.0076 |
0.8% |
55% |
True |
False |
82,257 |
| 10 |
1.0097 |
0.9933 |
0.0164 |
1.6% |
0.0073 |
0.7% |
43% |
False |
False |
84,354 |
| 20 |
1.0122 |
0.9933 |
0.0189 |
1.9% |
0.0072 |
0.7% |
37% |
False |
False |
80,923 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0067 |
0.7% |
38% |
False |
False |
45,066 |
| 60 |
1.0133 |
0.9815 |
0.0318 |
3.2% |
0.0063 |
0.6% |
59% |
False |
False |
30,100 |
| 80 |
1.0133 |
0.9575 |
0.0558 |
5.6% |
0.0065 |
0.6% |
77% |
False |
False |
22,610 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0067 |
0.7% |
80% |
False |
False |
18,118 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.6% |
80% |
False |
False |
15,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0375 |
|
2.618 |
1.0254 |
|
1.618 |
1.0180 |
|
1.000 |
1.0134 |
|
0.618 |
1.0106 |
|
HIGH |
1.0060 |
|
0.618 |
1.0032 |
|
0.500 |
1.0023 |
|
0.382 |
1.0014 |
|
LOW |
0.9986 |
|
0.618 |
0.9940 |
|
1.000 |
0.9912 |
|
1.618 |
0.9866 |
|
2.618 |
0.9792 |
|
4.250 |
0.9672 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0001 |
| PP |
1.0016 |
0.9999 |
| S1 |
1.0010 |
0.9997 |
|