CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0088 |
1.0072 |
-0.0016 |
-0.2% |
1.0095 |
| High |
1.0100 |
1.0115 |
0.0015 |
0.1% |
1.0127 |
| Low |
1.0051 |
1.0065 |
0.0014 |
0.1% |
0.9968 |
| Close |
1.0065 |
1.0086 |
0.0021 |
0.2% |
1.0098 |
| Range |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0159 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
75,746 |
95,589 |
19,843 |
26.2% |
495,415 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0212 |
1.0114 |
|
| R3 |
1.0189 |
1.0162 |
1.0100 |
|
| R2 |
1.0139 |
1.0139 |
1.0095 |
|
| R1 |
1.0112 |
1.0112 |
1.0091 |
1.0126 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0095 |
| S1 |
1.0062 |
1.0062 |
1.0081 |
1.0076 |
| S2 |
1.0039 |
1.0039 |
1.0077 |
|
| S3 |
0.9989 |
1.0012 |
1.0072 |
|
| S4 |
0.9939 |
0.9962 |
1.0059 |
|
|
| 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 |
0.9972 |
0.0155 |
1.5% |
0.0064 |
0.6% |
74% |
False |
False |
94,770 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0072 |
0.7% |
62% |
False |
False |
98,818 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0067 |
0.7% |
67% |
False |
False |
94,388 |
| 40 |
1.0157 |
0.9738 |
0.0419 |
4.2% |
0.0071 |
0.7% |
83% |
False |
False |
84,592 |
| 60 |
1.0157 |
0.9582 |
0.0575 |
5.7% |
0.0074 |
0.7% |
88% |
False |
False |
73,367 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0081 |
0.8% |
89% |
False |
False |
56,780 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0087 |
0.9% |
89% |
False |
False |
45,483 |
| 120 |
1.0157 |
0.9359 |
0.0798 |
7.9% |
0.0094 |
0.9% |
91% |
False |
False |
37,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0246 |
|
1.618 |
1.0196 |
|
1.000 |
1.0165 |
|
0.618 |
1.0146 |
|
HIGH |
1.0115 |
|
0.618 |
1.0096 |
|
0.500 |
1.0090 |
|
0.382 |
1.0084 |
|
LOW |
1.0065 |
|
0.618 |
1.0034 |
|
1.000 |
1.0015 |
|
1.618 |
0.9984 |
|
2.618 |
0.9934 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0090 |
1.0089 |
| PP |
1.0089 |
1.0088 |
| S1 |
1.0087 |
1.0087 |
|