CME Canadian Dollar Future June 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 |
1.0075 |
1.0074 |
-0.0001 |
0.0% |
1.0075 |
| High |
1.0106 |
1.0079 |
-0.0027 |
-0.3% |
1.0106 |
| Low |
1.0040 |
1.0032 |
-0.0008 |
-0.1% |
0.9949 |
| Close |
1.0078 |
1.0045 |
-0.0033 |
-0.3% |
1.0078 |
| Range |
0.0066 |
0.0047 |
-0.0019 |
-28.8% |
0.0157 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
12,467 |
14,842 |
2,375 |
19.1% |
32,277 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0166 |
1.0071 |
|
| R3 |
1.0146 |
1.0119 |
1.0058 |
|
| R2 |
1.0099 |
1.0099 |
1.0054 |
|
| R1 |
1.0072 |
1.0072 |
1.0049 |
1.0062 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0047 |
| S1 |
1.0025 |
1.0025 |
1.0041 |
1.0015 |
| S2 |
1.0005 |
1.0005 |
1.0036 |
|
| S3 |
0.9958 |
0.9978 |
1.0032 |
|
| S4 |
0.9911 |
0.9931 |
1.0019 |
|
|
| 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% |
0.0070 |
0.7% |
61% |
False |
False |
9,029 |
| 10 |
1.0133 |
0.9949 |
0.0184 |
1.8% |
0.0067 |
0.7% |
52% |
False |
False |
5,129 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0061 |
0.6% |
58% |
False |
False |
2,777 |
| 40 |
1.0133 |
0.9695 |
0.0438 |
4.4% |
0.0062 |
0.6% |
80% |
False |
False |
1,468 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0063 |
0.6% |
84% |
False |
False |
1,025 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0066 |
0.7% |
86% |
False |
False |
808 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
86% |
False |
False |
653 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0063 |
0.6% |
89% |
False |
False |
557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0202 |
|
1.618 |
1.0155 |
|
1.000 |
1.0126 |
|
0.618 |
1.0108 |
|
HIGH |
1.0079 |
|
0.618 |
1.0061 |
|
0.500 |
1.0056 |
|
0.382 |
1.0050 |
|
LOW |
1.0032 |
|
0.618 |
1.0003 |
|
1.000 |
0.9985 |
|
1.618 |
0.9956 |
|
2.618 |
0.9909 |
|
4.250 |
0.9832 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0047 |
| PP |
1.0052 |
1.0046 |
| S1 |
1.0049 |
1.0046 |
|