CME Canadian Dollar Future June 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 |
1.0074 |
1.0054 |
-0.0020 |
-0.2% |
1.0075 |
| High |
1.0079 |
1.0097 |
0.0018 |
0.2% |
1.0106 |
| Low |
1.0032 |
1.0045 |
0.0013 |
0.1% |
0.9949 |
| Close |
1.0045 |
1.0067 |
0.0022 |
0.2% |
1.0078 |
| Range |
0.0047 |
0.0052 |
0.0005 |
10.6% |
0.0157 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
14,842 |
34,092 |
19,250 |
129.7% |
32,277 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0198 |
1.0096 |
|
| R3 |
1.0174 |
1.0146 |
1.0081 |
|
| R2 |
1.0122 |
1.0122 |
1.0077 |
|
| R1 |
1.0094 |
1.0094 |
1.0072 |
1.0108 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0077 |
| S1 |
1.0042 |
1.0042 |
1.0062 |
1.0056 |
| S2 |
1.0018 |
1.0018 |
1.0057 |
|
| S3 |
0.9966 |
0.9990 |
1.0053 |
|
| S4 |
0.9914 |
0.9938 |
1.0038 |
|
|
| 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 |
0.9952 |
0.0154 |
1.5% |
0.0063 |
0.6% |
75% |
False |
False |
15,065 |
| 10 |
1.0133 |
0.9949 |
0.0184 |
1.8% |
0.0068 |
0.7% |
64% |
False |
False |
8,449 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
69% |
False |
False |
4,466 |
| 40 |
1.0133 |
0.9721 |
0.0412 |
4.1% |
0.0061 |
0.6% |
84% |
False |
False |
2,319 |
| 60 |
1.0133 |
0.9575 |
0.0558 |
5.5% |
0.0063 |
0.6% |
88% |
False |
False |
1,589 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
90% |
False |
False |
1,234 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
90% |
False |
False |
993 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0064 |
0.6% |
91% |
False |
False |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0233 |
|
1.618 |
1.0181 |
|
1.000 |
1.0149 |
|
0.618 |
1.0129 |
|
HIGH |
1.0097 |
|
0.618 |
1.0077 |
|
0.500 |
1.0071 |
|
0.382 |
1.0065 |
|
LOW |
1.0045 |
|
0.618 |
1.0013 |
|
1.000 |
0.9993 |
|
1.618 |
0.9961 |
|
2.618 |
0.9909 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0071 |
1.0069 |
| PP |
1.0070 |
1.0068 |
| S1 |
1.0068 |
1.0068 |
|