CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0034 |
1.0060 |
0.0026 |
0.3% |
0.9990 |
| High |
1.0093 |
1.0083 |
-0.0010 |
-0.1% |
1.0125 |
| Low |
1.0029 |
1.0009 |
-0.0020 |
-0.2% |
0.9954 |
| Close |
1.0057 |
1.0068 |
0.0011 |
0.1% |
1.0057 |
| Range |
0.0064 |
0.0074 |
0.0010 |
15.6% |
0.0171 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.1% |
0.0000 |
| Volume |
71,601 |
74,087 |
2,486 |
3.5% |
480,626 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0246 |
1.0109 |
|
| R3 |
1.0201 |
1.0172 |
1.0088 |
|
| R2 |
1.0127 |
1.0127 |
1.0082 |
|
| R1 |
1.0098 |
1.0098 |
1.0075 |
1.0113 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0061 |
| S1 |
1.0024 |
1.0024 |
1.0061 |
1.0039 |
| S2 |
0.9979 |
0.9979 |
1.0054 |
|
| S3 |
0.9905 |
0.9950 |
1.0048 |
|
| S4 |
0.9831 |
0.9876 |
1.0027 |
|
|
| 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 |
0.9976 |
0.0149 |
1.5% |
0.0083 |
0.8% |
62% |
False |
False |
93,653 |
| 10 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0079 |
0.8% |
70% |
False |
False |
91,942 |
| 20 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0073 |
0.7% |
70% |
False |
False |
85,225 |
| 40 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0070 |
0.7% |
69% |
False |
False |
58,856 |
| 60 |
1.0133 |
0.9900 |
0.0233 |
2.3% |
0.0065 |
0.6% |
72% |
False |
False |
39,327 |
| 80 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0067 |
0.7% |
86% |
False |
False |
29,537 |
| 100 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0068 |
0.7% |
88% |
False |
False |
23,653 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
90% |
False |
False |
19,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0398 |
|
2.618 |
1.0277 |
|
1.618 |
1.0203 |
|
1.000 |
1.0157 |
|
0.618 |
1.0129 |
|
HIGH |
1.0083 |
|
0.618 |
1.0055 |
|
0.500 |
1.0046 |
|
0.382 |
1.0037 |
|
LOW |
1.0009 |
|
0.618 |
0.9963 |
|
1.000 |
0.9935 |
|
1.618 |
0.9889 |
|
2.618 |
0.9815 |
|
4.250 |
0.9695 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0065 |
| PP |
1.0053 |
1.0062 |
| S1 |
1.0046 |
1.0059 |
|