CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
0.9990 |
-0.0053 |
-0.5% |
1.0010 |
| High |
1.0060 |
1.0013 |
-0.0047 |
-0.5% |
1.0060 |
| Low |
0.9986 |
0.9954 |
-0.0032 |
-0.3% |
0.9933 |
| Close |
1.0003 |
0.9992 |
-0.0011 |
-0.1% |
1.0003 |
| Range |
0.0074 |
0.0059 |
-0.0015 |
-20.3% |
0.0127 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
84,713 |
86,448 |
1,735 |
2.0% |
411,287 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0137 |
1.0024 |
|
| R3 |
1.0104 |
1.0078 |
1.0008 |
|
| R2 |
1.0045 |
1.0045 |
1.0003 |
|
| R1 |
1.0019 |
1.0019 |
0.9997 |
1.0032 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9993 |
| S1 |
0.9960 |
0.9960 |
0.9987 |
0.9973 |
| S2 |
0.9927 |
0.9927 |
0.9981 |
|
| S3 |
0.9868 |
0.9901 |
0.9976 |
|
| S4 |
0.9809 |
0.9842 |
0.9960 |
|
|
| 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% |
46% |
False |
False |
90,231 |
| 10 |
1.0097 |
0.9933 |
0.0164 |
1.6% |
0.0074 |
0.7% |
36% |
False |
False |
85,535 |
| 20 |
1.0122 |
0.9933 |
0.0189 |
1.9% |
0.0072 |
0.7% |
31% |
False |
False |
82,275 |
| 40 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0066 |
0.7% |
32% |
False |
False |
47,219 |
| 60 |
1.0133 |
0.9815 |
0.0318 |
3.2% |
0.0063 |
0.6% |
56% |
False |
False |
31,539 |
| 80 |
1.0133 |
0.9646 |
0.0487 |
4.9% |
0.0065 |
0.6% |
71% |
False |
False |
23,689 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0067 |
0.7% |
78% |
False |
False |
18,982 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.7% |
78% |
False |
False |
15,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0264 |
|
2.618 |
1.0167 |
|
1.618 |
1.0108 |
|
1.000 |
1.0072 |
|
0.618 |
1.0049 |
|
HIGH |
1.0013 |
|
0.618 |
0.9990 |
|
0.500 |
0.9984 |
|
0.382 |
0.9977 |
|
LOW |
0.9954 |
|
0.618 |
0.9918 |
|
1.000 |
0.9895 |
|
1.618 |
0.9859 |
|
2.618 |
0.9800 |
|
4.250 |
0.9703 |
|
|
| Fisher Pivots for day following 16-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
1.0003 |
| PP |
0.9986 |
0.9999 |
| S1 |
0.9984 |
0.9996 |
|