CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0088 |
-0.0007 |
-0.1% |
1.0095 |
| High |
1.0127 |
1.0100 |
-0.0027 |
-0.3% |
1.0127 |
| Low |
1.0058 |
1.0051 |
-0.0007 |
-0.1% |
0.9968 |
| Close |
1.0098 |
1.0065 |
-0.0033 |
-0.3% |
1.0098 |
| Range |
0.0069 |
0.0049 |
-0.0020 |
-29.0% |
0.0159 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
110,018 |
75,746 |
-34,272 |
-31.2% |
495,415 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0191 |
1.0092 |
|
| R3 |
1.0170 |
1.0142 |
1.0078 |
|
| R2 |
1.0121 |
1.0121 |
1.0074 |
|
| R1 |
1.0093 |
1.0093 |
1.0069 |
1.0083 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0067 |
| S1 |
1.0044 |
1.0044 |
1.0061 |
1.0034 |
| S2 |
1.0023 |
1.0023 |
1.0056 |
|
| S3 |
0.9974 |
0.9995 |
1.0052 |
|
| S4 |
0.9925 |
0.9946 |
1.0038 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0479 |
1.0185 |
|
| R3 |
1.0382 |
1.0320 |
1.0142 |
|
| R2 |
1.0223 |
1.0223 |
1.0127 |
|
| R1 |
1.0161 |
1.0161 |
1.0113 |
1.0192 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0080 |
| S1 |
1.0002 |
1.0002 |
1.0083 |
1.0033 |
| S2 |
0.9905 |
0.9905 |
1.0069 |
|
| S3 |
0.9746 |
0.9843 |
1.0054 |
|
| S4 |
0.9587 |
0.9684 |
1.0011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0127 |
0.9968 |
0.0159 |
1.6% |
0.0073 |
0.7% |
61% |
False |
False |
98,448 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0071 |
0.7% |
51% |
False |
False |
98,462 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0067 |
0.7% |
57% |
False |
False |
92,736 |
| 40 |
1.0157 |
0.9711 |
0.0446 |
4.4% |
0.0072 |
0.7% |
79% |
False |
False |
84,112 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0075 |
0.7% |
84% |
False |
False |
72,366 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0081 |
0.8% |
86% |
False |
False |
55,586 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0088 |
0.9% |
86% |
False |
False |
44,533 |
| 120 |
1.0157 |
0.9359 |
0.0798 |
7.9% |
0.0094 |
0.9% |
88% |
False |
False |
37,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0228 |
|
1.618 |
1.0179 |
|
1.000 |
1.0149 |
|
0.618 |
1.0130 |
|
HIGH |
1.0100 |
|
0.618 |
1.0081 |
|
0.500 |
1.0076 |
|
0.382 |
1.0070 |
|
LOW |
1.0051 |
|
0.618 |
1.0021 |
|
1.000 |
1.0002 |
|
1.618 |
0.9972 |
|
2.618 |
0.9923 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0067 |
| PP |
1.0072 |
1.0066 |
| S1 |
1.0069 |
1.0066 |
|