CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
0.9989 |
-0.0001 |
0.0% |
1.0010 |
| High |
1.0013 |
1.0125 |
0.0112 |
1.1% |
1.0060 |
| Low |
0.9954 |
0.9976 |
0.0022 |
0.2% |
0.9933 |
| Close |
0.9992 |
1.0092 |
0.0100 |
1.0% |
1.0003 |
| Range |
0.0059 |
0.0149 |
0.0090 |
152.5% |
0.0127 |
| ATR |
0.0070 |
0.0076 |
0.0006 |
8.1% |
0.0000 |
| Volume |
86,448 |
131,730 |
45,282 |
52.4% |
411,287 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0511 |
1.0451 |
1.0174 |
|
| R3 |
1.0362 |
1.0302 |
1.0133 |
|
| R2 |
1.0213 |
1.0213 |
1.0119 |
|
| R1 |
1.0153 |
1.0153 |
1.0106 |
1.0183 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0080 |
| S1 |
1.0004 |
1.0004 |
1.0078 |
1.0034 |
| S2 |
0.9915 |
0.9915 |
1.0065 |
|
| S3 |
0.9766 |
0.9855 |
1.0051 |
|
| S4 |
0.9617 |
0.9706 |
1.0010 |
|
|
| 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 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0085 |
0.8% |
83% |
True |
False |
96,417 |
| 10 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0079 |
0.8% |
83% |
True |
False |
90,285 |
| 20 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0076 |
0.8% |
83% |
True |
False |
85,323 |
| 40 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0069 |
0.7% |
80% |
False |
False |
50,506 |
| 60 |
1.0133 |
0.9822 |
0.0311 |
3.1% |
0.0065 |
0.6% |
87% |
False |
False |
33,732 |
| 80 |
1.0133 |
0.9664 |
0.0469 |
4.6% |
0.0066 |
0.7% |
91% |
False |
False |
25,335 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0068 |
0.7% |
94% |
False |
False |
20,300 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
94% |
False |
False |
16,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0758 |
|
2.618 |
1.0515 |
|
1.618 |
1.0366 |
|
1.000 |
1.0274 |
|
0.618 |
1.0217 |
|
HIGH |
1.0125 |
|
0.618 |
1.0068 |
|
0.500 |
1.0051 |
|
0.382 |
1.0033 |
|
LOW |
0.9976 |
|
0.618 |
0.9884 |
|
1.000 |
0.9827 |
|
1.618 |
0.9735 |
|
2.618 |
0.9586 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0075 |
| PP |
1.0064 |
1.0057 |
| S1 |
1.0051 |
1.0040 |
|