CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0064 |
1.0080 |
0.0016 |
0.2% |
1.0088 |
| High |
1.0094 |
1.0099 |
0.0005 |
0.0% |
1.0119 |
| Low |
1.0050 |
1.0059 |
0.0009 |
0.1% |
1.0050 |
| Close |
1.0086 |
1.0086 |
0.0000 |
0.0% |
1.0086 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.1% |
0.0069 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
95,701 |
17,064 |
-78,637 |
-82.2% |
397,900 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0184 |
1.0108 |
|
| R3 |
1.0161 |
1.0144 |
1.0097 |
|
| R2 |
1.0121 |
1.0121 |
1.0093 |
|
| R1 |
1.0104 |
1.0104 |
1.0090 |
1.0113 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0086 |
| S1 |
1.0064 |
1.0064 |
1.0082 |
1.0073 |
| S2 |
1.0041 |
1.0041 |
1.0079 |
|
| S3 |
1.0001 |
1.0024 |
1.0075 |
|
| S4 |
0.9961 |
0.9984 |
1.0064 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0258 |
1.0124 |
|
| R3 |
1.0223 |
1.0189 |
1.0105 |
|
| R2 |
1.0154 |
1.0154 |
1.0099 |
|
| R1 |
1.0120 |
1.0120 |
1.0092 |
1.0103 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0076 |
| S1 |
1.0051 |
1.0051 |
1.0080 |
1.0034 |
| S2 |
1.0016 |
1.0016 |
1.0073 |
|
| S3 |
0.9947 |
0.9982 |
1.0067 |
|
| S4 |
0.9878 |
0.9913 |
1.0048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0119 |
1.0050 |
0.0069 |
0.7% |
0.0050 |
0.5% |
52% |
False |
False |
79,580 |
| 10 |
1.0127 |
0.9968 |
0.0159 |
1.6% |
0.0064 |
0.6% |
74% |
False |
False |
89,331 |
| 20 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0063 |
0.6% |
67% |
False |
False |
92,067 |
| 40 |
1.0157 |
0.9827 |
0.0330 |
3.3% |
0.0068 |
0.7% |
78% |
False |
False |
84,583 |
| 60 |
1.0157 |
0.9608 |
0.0549 |
5.4% |
0.0072 |
0.7% |
87% |
False |
False |
74,850 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0079 |
0.8% |
89% |
False |
False |
59,587 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0086 |
0.8% |
89% |
False |
False |
47,742 |
| 120 |
1.0157 |
0.9359 |
0.0798 |
7.9% |
0.0091 |
0.9% |
91% |
False |
False |
39,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0269 |
|
2.618 |
1.0204 |
|
1.618 |
1.0164 |
|
1.000 |
1.0139 |
|
0.618 |
1.0124 |
|
HIGH |
1.0099 |
|
0.618 |
1.0084 |
|
0.500 |
1.0079 |
|
0.382 |
1.0074 |
|
LOW |
1.0059 |
|
0.618 |
1.0034 |
|
1.000 |
1.0019 |
|
1.618 |
0.9994 |
|
2.618 |
0.9954 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0086 |
| PP |
1.0081 |
1.0085 |
| S1 |
1.0079 |
1.0085 |
|