CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0064 |
-0.0047 |
-0.5% |
1.0095 |
| High |
1.0119 |
1.0094 |
-0.0025 |
-0.2% |
1.0127 |
| Low |
1.0054 |
1.0050 |
-0.0004 |
0.0% |
0.9968 |
| Close |
1.0066 |
1.0086 |
0.0020 |
0.2% |
1.0098 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0159 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
113,800 |
95,701 |
-18,099 |
-15.9% |
495,415 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0191 |
1.0110 |
|
| R3 |
1.0165 |
1.0147 |
1.0098 |
|
| R2 |
1.0121 |
1.0121 |
1.0094 |
|
| R1 |
1.0103 |
1.0103 |
1.0090 |
1.0112 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0081 |
| S1 |
1.0059 |
1.0059 |
1.0082 |
1.0068 |
| S2 |
1.0033 |
1.0033 |
1.0078 |
|
| S3 |
0.9989 |
1.0015 |
1.0074 |
|
| S4 |
0.9945 |
0.9971 |
1.0062 |
|
|
| 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 |
1.0050 |
0.0077 |
0.8% |
0.0055 |
0.5% |
47% |
False |
True |
98,170 |
| 10 |
1.0150 |
0.9968 |
0.0182 |
1.8% |
0.0065 |
0.6% |
65% |
False |
False |
95,216 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0066 |
0.7% |
67% |
False |
False |
96,140 |
| 40 |
1.0157 |
0.9827 |
0.0330 |
3.3% |
0.0068 |
0.7% |
78% |
False |
False |
85,992 |
| 60 |
1.0157 |
0.9582 |
0.0575 |
5.7% |
0.0073 |
0.7% |
88% |
False |
False |
75,270 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0080 |
0.8% |
89% |
False |
False |
59,381 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0086 |
0.9% |
89% |
False |
False |
47,572 |
| 120 |
1.0157 |
0.9359 |
0.0798 |
7.9% |
0.0091 |
0.9% |
91% |
False |
False |
39,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0281 |
|
2.618 |
1.0209 |
|
1.618 |
1.0165 |
|
1.000 |
1.0138 |
|
0.618 |
1.0121 |
|
HIGH |
1.0094 |
|
0.618 |
1.0077 |
|
0.500 |
1.0072 |
|
0.382 |
1.0067 |
|
LOW |
1.0050 |
|
0.618 |
1.0023 |
|
1.000 |
1.0006 |
|
1.618 |
0.9979 |
|
2.618 |
0.9935 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0086 |
| PP |
1.0077 |
1.0085 |
| S1 |
1.0072 |
1.0085 |
|