CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0077 |
1.0034 |
-0.0043 |
-0.4% |
0.9990 |
| High |
1.0108 |
1.0093 |
-0.0015 |
-0.1% |
1.0125 |
| Low |
1.0023 |
1.0029 |
0.0006 |
0.1% |
0.9954 |
| Close |
1.0030 |
1.0057 |
0.0027 |
0.3% |
1.0057 |
| Range |
0.0085 |
0.0064 |
-0.0021 |
-24.7% |
0.0171 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
100,505 |
71,601 |
-28,904 |
-28.8% |
480,626 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0218 |
1.0092 |
|
| R3 |
1.0188 |
1.0154 |
1.0075 |
|
| R2 |
1.0124 |
1.0124 |
1.0069 |
|
| R1 |
1.0090 |
1.0090 |
1.0063 |
1.0107 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0068 |
| S1 |
1.0026 |
1.0026 |
1.0051 |
1.0043 |
| S2 |
0.9996 |
0.9996 |
1.0045 |
|
| S3 |
0.9932 |
0.9962 |
1.0039 |
|
| S4 |
0.9868 |
0.9898 |
1.0022 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0479 |
1.0151 |
|
| R3 |
1.0387 |
1.0308 |
1.0104 |
|
| R2 |
1.0216 |
1.0216 |
1.0088 |
|
| R1 |
1.0137 |
1.0137 |
1.0073 |
1.0177 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0065 |
| S1 |
0.9966 |
0.9966 |
1.0041 |
1.0006 |
| S2 |
0.9874 |
0.9874 |
1.0026 |
|
| S3 |
0.9703 |
0.9795 |
1.0010 |
|
| S4 |
0.9532 |
0.9624 |
0.9963 |
|
|
| 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% |
0.0080 |
0.8% |
60% |
False |
False |
96,125 |
| 10 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0078 |
0.8% |
65% |
False |
False |
89,191 |
| 20 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0073 |
0.7% |
65% |
False |
False |
86,020 |
| 40 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0069 |
0.7% |
63% |
False |
False |
57,020 |
| 60 |
1.0133 |
0.9900 |
0.0233 |
2.3% |
0.0064 |
0.6% |
67% |
False |
False |
38,100 |
| 80 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0066 |
0.7% |
84% |
False |
False |
28,611 |
| 100 |
1.0133 |
0.9568 |
0.0565 |
5.6% |
0.0068 |
0.7% |
87% |
False |
False |
22,919 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0066 |
0.7% |
88% |
False |
False |
19,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0365 |
|
2.618 |
1.0261 |
|
1.618 |
1.0197 |
|
1.000 |
1.0157 |
|
0.618 |
1.0133 |
|
HIGH |
1.0093 |
|
0.618 |
1.0069 |
|
0.500 |
1.0061 |
|
0.382 |
1.0053 |
|
LOW |
1.0029 |
|
0.618 |
0.9989 |
|
1.000 |
0.9965 |
|
1.618 |
0.9925 |
|
2.618 |
0.9861 |
|
4.250 |
0.9757 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0066 |
| PP |
1.0060 |
1.0063 |
| S1 |
1.0058 |
1.0060 |
|