CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0081 |
0.0021 |
0.2% |
0.9990 |
| High |
1.0083 |
1.0120 |
0.0037 |
0.4% |
1.0125 |
| Low |
1.0009 |
1.0059 |
0.0050 |
0.5% |
0.9954 |
| Close |
1.0068 |
1.0102 |
0.0034 |
0.3% |
1.0057 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.6% |
0.0171 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
74,087 |
78,155 |
4,068 |
5.5% |
480,626 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0250 |
1.0136 |
|
| R3 |
1.0216 |
1.0189 |
1.0119 |
|
| R2 |
1.0155 |
1.0155 |
1.0113 |
|
| R1 |
1.0128 |
1.0128 |
1.0108 |
1.0142 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0100 |
| S1 |
1.0067 |
1.0067 |
1.0096 |
1.0081 |
| S2 |
1.0033 |
1.0033 |
1.0091 |
|
| S3 |
0.9972 |
1.0006 |
1.0085 |
|
| S4 |
0.9911 |
0.9945 |
1.0068 |
|
|
| 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 |
1.0120 |
1.0009 |
0.0111 |
1.1% |
0.0065 |
0.6% |
84% |
True |
False |
82,938 |
| 10 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0075 |
0.7% |
88% |
False |
False |
89,677 |
| 20 |
1.0125 |
0.9933 |
0.0192 |
1.9% |
0.0072 |
0.7% |
88% |
False |
False |
85,270 |
| 40 |
1.0133 |
0.9933 |
0.0200 |
2.0% |
0.0070 |
0.7% |
85% |
False |
False |
60,800 |
| 60 |
1.0133 |
0.9900 |
0.0233 |
2.3% |
0.0065 |
0.6% |
87% |
False |
False |
40,625 |
| 80 |
1.0133 |
0.9664 |
0.0469 |
4.6% |
0.0066 |
0.7% |
93% |
False |
False |
30,513 |
| 100 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0068 |
0.7% |
94% |
False |
False |
24,434 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
95% |
False |
False |
20,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0280 |
|
1.618 |
1.0219 |
|
1.000 |
1.0181 |
|
0.618 |
1.0158 |
|
HIGH |
1.0120 |
|
0.618 |
1.0097 |
|
0.500 |
1.0090 |
|
0.382 |
1.0082 |
|
LOW |
1.0059 |
|
0.618 |
1.0021 |
|
1.000 |
0.9998 |
|
1.618 |
0.9960 |
|
2.618 |
0.9899 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0090 |
| PP |
1.0094 |
1.0077 |
| S1 |
1.0090 |
1.0065 |
|