CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0084 |
1.0077 |
-0.0007 |
-0.1% |
1.0010 |
| High |
1.0105 |
1.0108 |
0.0003 |
0.0% |
1.0060 |
| Low |
1.0062 |
1.0023 |
-0.0039 |
-0.4% |
0.9933 |
| Close |
1.0081 |
1.0030 |
-0.0051 |
-0.5% |
1.0003 |
| Range |
0.0043 |
0.0085 |
0.0042 |
97.7% |
0.0127 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.1% |
0.0000 |
| Volume |
90,342 |
100,505 |
10,163 |
11.2% |
411,287 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0254 |
1.0077 |
|
| R3 |
1.0224 |
1.0169 |
1.0053 |
|
| R2 |
1.0139 |
1.0139 |
1.0046 |
|
| R1 |
1.0084 |
1.0084 |
1.0038 |
1.0069 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0046 |
| S1 |
0.9999 |
0.9999 |
1.0022 |
0.9984 |
| S2 |
0.9969 |
0.9969 |
1.0014 |
|
| S3 |
0.9884 |
0.9914 |
1.0007 |
|
| S4 |
0.9799 |
0.9829 |
0.9983 |
|
|
| 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 |
0.9954 |
0.0171 |
1.7% |
0.0082 |
0.8% |
44% |
False |
False |
98,747 |
| 10 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0081 |
0.8% |
51% |
False |
False |
91,942 |
| 20 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0075 |
0.7% |
51% |
False |
False |
87,235 |
| 40 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0069 |
0.7% |
50% |
False |
False |
55,246 |
| 60 |
1.0133 |
0.9825 |
0.0308 |
3.1% |
0.0065 |
0.6% |
67% |
False |
False |
36,909 |
| 80 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0065 |
0.7% |
78% |
False |
False |
27,718 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0068 |
0.7% |
84% |
False |
False |
22,206 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0066 |
0.7% |
84% |
False |
False |
18,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0469 |
|
2.618 |
1.0331 |
|
1.618 |
1.0246 |
|
1.000 |
1.0193 |
|
0.618 |
1.0161 |
|
HIGH |
1.0108 |
|
0.618 |
1.0076 |
|
0.500 |
1.0066 |
|
0.382 |
1.0055 |
|
LOW |
1.0023 |
|
0.618 |
0.9970 |
|
1.000 |
0.9938 |
|
1.618 |
0.9885 |
|
2.618 |
0.9800 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0051 |
| PP |
1.0054 |
1.0044 |
| S1 |
1.0042 |
1.0037 |
|