CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
1.0084 |
0.0095 |
1.0% |
1.0010 |
| High |
1.0125 |
1.0105 |
-0.0020 |
-0.2% |
1.0060 |
| Low |
0.9976 |
1.0062 |
0.0086 |
0.9% |
0.9933 |
| Close |
1.0092 |
1.0081 |
-0.0011 |
-0.1% |
1.0003 |
| Range |
0.0149 |
0.0043 |
-0.0106 |
-71.1% |
0.0127 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
131,730 |
90,342 |
-41,388 |
-31.4% |
411,287 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0212 |
1.0189 |
1.0105 |
|
| R3 |
1.0169 |
1.0146 |
1.0093 |
|
| R2 |
1.0126 |
1.0126 |
1.0089 |
|
| R1 |
1.0103 |
1.0103 |
1.0085 |
1.0093 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0078 |
| S1 |
1.0060 |
1.0060 |
1.0077 |
1.0050 |
| S2 |
1.0040 |
1.0040 |
1.0073 |
|
| S3 |
0.9997 |
1.0017 |
1.0069 |
|
| S4 |
0.9954 |
0.9974 |
1.0057 |
|
|
| 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 |
0.9945 |
0.0180 |
1.8% |
0.0085 |
0.8% |
76% |
False |
False |
98,701 |
| 10 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0079 |
0.8% |
77% |
False |
False |
90,738 |
| 20 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0073 |
0.7% |
77% |
False |
False |
85,436 |
| 40 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0068 |
0.7% |
75% |
False |
False |
52,747 |
| 60 |
1.0133 |
0.9825 |
0.0308 |
3.1% |
0.0065 |
0.6% |
83% |
False |
False |
35,237 |
| 80 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0065 |
0.6% |
89% |
False |
False |
26,463 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0068 |
0.7% |
92% |
False |
False |
21,202 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
92% |
False |
False |
17,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0218 |
|
1.618 |
1.0175 |
|
1.000 |
1.0148 |
|
0.618 |
1.0132 |
|
HIGH |
1.0105 |
|
0.618 |
1.0089 |
|
0.500 |
1.0084 |
|
0.382 |
1.0078 |
|
LOW |
1.0062 |
|
0.618 |
1.0035 |
|
1.000 |
1.0019 |
|
1.618 |
0.9992 |
|
2.618 |
0.9949 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0067 |
| PP |
1.0083 |
1.0053 |
| S1 |
1.0082 |
1.0040 |
|