CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0126 |
-0.0008 |
-0.1% |
1.0060 |
| High |
1.0142 |
1.0165 |
0.0023 |
0.2% |
1.0192 |
| Low |
1.0085 |
1.0098 |
0.0013 |
0.1% |
1.0009 |
| Close |
1.0126 |
1.0105 |
-0.0021 |
-0.2% |
1.0184 |
| Range |
0.0057 |
0.0067 |
0.0010 |
17.5% |
0.0183 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
66,242 |
78,356 |
12,114 |
18.3% |
403,399 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0281 |
1.0142 |
|
| R3 |
1.0257 |
1.0214 |
1.0123 |
|
| R2 |
1.0190 |
1.0190 |
1.0117 |
|
| R1 |
1.0147 |
1.0147 |
1.0111 |
1.0135 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0117 |
| S1 |
1.0080 |
1.0080 |
1.0099 |
1.0068 |
| S2 |
1.0056 |
1.0056 |
1.0093 |
|
| S3 |
0.9989 |
1.0013 |
1.0087 |
|
| S4 |
0.9922 |
0.9946 |
1.0068 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0677 |
1.0614 |
1.0285 |
|
| R3 |
1.0494 |
1.0431 |
1.0234 |
|
| R2 |
1.0311 |
1.0311 |
1.0218 |
|
| R1 |
1.0248 |
1.0248 |
1.0201 |
1.0280 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0144 |
| S1 |
1.0065 |
1.0065 |
1.0167 |
1.0097 |
| S2 |
0.9945 |
0.9945 |
1.0150 |
|
| S3 |
0.9762 |
0.9882 |
1.0134 |
|
| S4 |
0.9579 |
0.9699 |
1.0083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0192 |
1.0085 |
0.0107 |
1.1% |
0.0072 |
0.7% |
19% |
False |
False |
72,127 |
| 10 |
1.0192 |
1.0009 |
0.0183 |
1.8% |
0.0067 |
0.7% |
52% |
False |
False |
75,926 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0074 |
0.7% |
66% |
False |
False |
83,934 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0070 |
0.7% |
66% |
False |
False |
73,796 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0066 |
0.7% |
68% |
False |
False |
49,534 |
| 80 |
1.0192 |
0.9695 |
0.0497 |
4.9% |
0.0066 |
0.7% |
82% |
False |
False |
37,192 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.2% |
0.0066 |
0.6% |
86% |
False |
False |
29,784 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.0% |
0.0066 |
0.7% |
88% |
False |
False |
24,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0450 |
|
2.618 |
1.0340 |
|
1.618 |
1.0273 |
|
1.000 |
1.0232 |
|
0.618 |
1.0206 |
|
HIGH |
1.0165 |
|
0.618 |
1.0139 |
|
0.500 |
1.0132 |
|
0.382 |
1.0124 |
|
LOW |
1.0098 |
|
0.618 |
1.0057 |
|
1.000 |
1.0031 |
|
1.618 |
0.9990 |
|
2.618 |
0.9923 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0125 |
| PP |
1.0123 |
1.0118 |
| S1 |
1.0114 |
1.0112 |
|