CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0105 |
-0.0021 |
-0.2% |
1.0187 |
| High |
1.0165 |
1.0131 |
-0.0034 |
-0.3% |
1.0190 |
| Low |
1.0098 |
1.0027 |
-0.0071 |
-0.7% |
1.0027 |
| Close |
1.0105 |
1.0038 |
-0.0067 |
-0.7% |
1.0038 |
| Range |
0.0067 |
0.0104 |
0.0037 |
55.2% |
0.0163 |
| ATR |
0.0070 |
0.0073 |
0.0002 |
3.4% |
0.0000 |
| Volume |
78,356 |
101,218 |
22,862 |
29.2% |
385,482 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0312 |
1.0095 |
|
| R3 |
1.0273 |
1.0208 |
1.0067 |
|
| R2 |
1.0169 |
1.0169 |
1.0057 |
|
| R1 |
1.0104 |
1.0104 |
1.0048 |
1.0085 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0056 |
| S1 |
1.0000 |
1.0000 |
1.0028 |
0.9981 |
| S2 |
0.9961 |
0.9961 |
1.0019 |
|
| S3 |
0.9857 |
0.9896 |
1.0009 |
|
| S4 |
0.9753 |
0.9792 |
0.9981 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0469 |
1.0128 |
|
| R3 |
1.0411 |
1.0306 |
1.0083 |
|
| R2 |
1.0248 |
1.0248 |
1.0068 |
|
| R1 |
1.0143 |
1.0143 |
1.0053 |
1.0114 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0071 |
| S1 |
0.9980 |
0.9980 |
1.0023 |
0.9951 |
| S2 |
0.9922 |
0.9922 |
1.0008 |
|
| S3 |
0.9759 |
0.9817 |
0.9993 |
|
| S4 |
0.9596 |
0.9654 |
0.9948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0190 |
1.0027 |
0.0163 |
1.6% |
0.0078 |
0.8% |
7% |
False |
True |
77,096 |
| 10 |
1.0192 |
1.0009 |
0.0183 |
1.8% |
0.0071 |
0.7% |
16% |
False |
False |
78,888 |
| 20 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0074 |
0.7% |
41% |
False |
False |
84,039 |
| 40 |
1.0192 |
0.9933 |
0.0259 |
2.6% |
0.0070 |
0.7% |
41% |
False |
False |
76,116 |
| 60 |
1.0192 |
0.9923 |
0.0269 |
2.7% |
0.0067 |
0.7% |
43% |
False |
False |
51,219 |
| 80 |
1.0192 |
0.9695 |
0.0497 |
5.0% |
0.0066 |
0.7% |
69% |
False |
False |
38,454 |
| 100 |
1.0192 |
0.9570 |
0.0622 |
6.2% |
0.0066 |
0.7% |
75% |
False |
False |
30,793 |
| 120 |
1.0192 |
0.9484 |
0.0708 |
7.1% |
0.0067 |
0.7% |
78% |
False |
False |
25,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0573 |
|
2.618 |
1.0403 |
|
1.618 |
1.0299 |
|
1.000 |
1.0235 |
|
0.618 |
1.0195 |
|
HIGH |
1.0131 |
|
0.618 |
1.0091 |
|
0.500 |
1.0079 |
|
0.382 |
1.0067 |
|
LOW |
1.0027 |
|
0.618 |
0.9963 |
|
1.000 |
0.9923 |
|
1.618 |
0.9859 |
|
2.618 |
0.9755 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0096 |
| PP |
1.0065 |
1.0077 |
| S1 |
1.0052 |
1.0057 |
|