CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0114 |
1.0156 |
0.0042 |
0.4% |
0.9990 |
| High |
1.0168 |
1.0186 |
0.0018 |
0.2% |
1.0125 |
| Low |
1.0102 |
1.0143 |
0.0041 |
0.4% |
0.9954 |
| Close |
1.0161 |
1.0157 |
-0.0004 |
0.0% |
1.0057 |
| Range |
0.0066 |
0.0043 |
-0.0023 |
-34.8% |
0.0171 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
95,136 |
79,647 |
-15,489 |
-16.3% |
480,626 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0267 |
1.0181 |
|
| R3 |
1.0248 |
1.0224 |
1.0169 |
|
| R2 |
1.0205 |
1.0205 |
1.0165 |
|
| R1 |
1.0181 |
1.0181 |
1.0161 |
1.0193 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0168 |
| S1 |
1.0138 |
1.0138 |
1.0153 |
1.0150 |
| S2 |
1.0119 |
1.0119 |
1.0149 |
|
| S3 |
1.0076 |
1.0095 |
1.0145 |
|
| S4 |
1.0033 |
1.0052 |
1.0133 |
|
|
| 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 |
1.0186 |
1.0009 |
0.0177 |
1.7% |
0.0062 |
0.6% |
84% |
True |
False |
79,725 |
| 10 |
1.0186 |
0.9954 |
0.0232 |
2.3% |
0.0072 |
0.7% |
88% |
True |
False |
89,236 |
| 20 |
1.0186 |
0.9933 |
0.0253 |
2.5% |
0.0071 |
0.7% |
89% |
True |
False |
87,060 |
| 40 |
1.0186 |
0.9933 |
0.0253 |
2.5% |
0.0069 |
0.7% |
89% |
True |
False |
65,129 |
| 60 |
1.0186 |
0.9923 |
0.0263 |
2.6% |
0.0065 |
0.6% |
89% |
True |
False |
43,534 |
| 80 |
1.0186 |
0.9664 |
0.0522 |
5.1% |
0.0066 |
0.6% |
94% |
True |
False |
32,696 |
| 100 |
1.0186 |
0.9570 |
0.0616 |
6.1% |
0.0067 |
0.7% |
95% |
True |
False |
26,179 |
| 120 |
1.0186 |
0.9484 |
0.0702 |
6.9% |
0.0066 |
0.6% |
96% |
True |
False |
21,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0369 |
|
2.618 |
1.0299 |
|
1.618 |
1.0256 |
|
1.000 |
1.0229 |
|
0.618 |
1.0213 |
|
HIGH |
1.0186 |
|
0.618 |
1.0170 |
|
0.500 |
1.0165 |
|
0.382 |
1.0159 |
|
LOW |
1.0143 |
|
0.618 |
1.0116 |
|
1.000 |
1.0100 |
|
1.618 |
1.0073 |
|
2.618 |
1.0030 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0146 |
| PP |
1.0162 |
1.0134 |
| S1 |
1.0160 |
1.0123 |
|