CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0003 |
1.0075 |
0.0072 |
0.7% |
1.0075 |
| High |
1.0085 |
1.0106 |
0.0021 |
0.2% |
1.0106 |
| Low |
0.9987 |
1.0040 |
0.0053 |
0.5% |
0.9949 |
| Close |
1.0082 |
1.0078 |
-0.0004 |
0.0% |
1.0078 |
| Range |
0.0098 |
0.0066 |
-0.0032 |
-32.7% |
0.0157 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
8,411 |
12,467 |
4,056 |
48.2% |
32,277 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0241 |
1.0114 |
|
| R3 |
1.0207 |
1.0175 |
1.0096 |
|
| R2 |
1.0141 |
1.0141 |
1.0090 |
|
| R1 |
1.0109 |
1.0109 |
1.0084 |
1.0125 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0083 |
| S1 |
1.0043 |
1.0043 |
1.0072 |
1.0059 |
| S2 |
1.0009 |
1.0009 |
1.0066 |
|
| S3 |
0.9943 |
0.9977 |
1.0060 |
|
| S4 |
0.9877 |
0.9911 |
1.0042 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0454 |
1.0164 |
|
| R3 |
1.0358 |
1.0297 |
1.0121 |
|
| R2 |
1.0201 |
1.0201 |
1.0107 |
|
| R1 |
1.0140 |
1.0140 |
1.0092 |
1.0171 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0060 |
| S1 |
0.9983 |
0.9983 |
1.0064 |
1.0014 |
| S2 |
0.9887 |
0.9887 |
1.0049 |
|
| S3 |
0.9730 |
0.9826 |
1.0035 |
|
| S4 |
0.9573 |
0.9669 |
0.9992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0106 |
0.9949 |
0.0157 |
1.6% |
0.0076 |
0.8% |
82% |
True |
False |
6,455 |
| 10 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0069 |
0.7% |
73% |
False |
False |
3,684 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0063 |
0.6% |
74% |
False |
False |
2,038 |
| 40 |
1.0133 |
0.9695 |
0.0438 |
4.3% |
0.0063 |
0.6% |
87% |
False |
False |
1,101 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0064 |
0.6% |
90% |
False |
False |
781 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0065 |
0.6% |
92% |
False |
False |
622 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
92% |
False |
False |
505 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0063 |
0.6% |
93% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0279 |
|
1.618 |
1.0213 |
|
1.000 |
1.0172 |
|
0.618 |
1.0147 |
|
HIGH |
1.0106 |
|
0.618 |
1.0081 |
|
0.500 |
1.0073 |
|
0.382 |
1.0065 |
|
LOW |
1.0040 |
|
0.618 |
0.9999 |
|
1.000 |
0.9974 |
|
1.618 |
0.9933 |
|
2.618 |
0.9867 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0062 |
| PP |
1.0075 |
1.0045 |
| S1 |
1.0073 |
1.0029 |
|