CME Canadian Dollar Future June 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 |
1.0095 |
1.0040 |
-0.0055 |
-0.5% |
1.0075 |
| High |
1.0100 |
1.0075 |
-0.0025 |
-0.2% |
1.0106 |
| Low |
1.0035 |
1.0030 |
-0.0005 |
0.0% |
0.9949 |
| Close |
1.0046 |
1.0067 |
0.0021 |
0.2% |
1.0078 |
| Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0157 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
44,325 |
50,951 |
6,626 |
14.9% |
32,277 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0175 |
1.0092 |
|
| R3 |
1.0147 |
1.0130 |
1.0079 |
|
| R2 |
1.0102 |
1.0102 |
1.0075 |
|
| R1 |
1.0085 |
1.0085 |
1.0071 |
1.0094 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0062 |
| S1 |
1.0040 |
1.0040 |
1.0063 |
1.0049 |
| S2 |
1.0012 |
1.0012 |
1.0059 |
|
| S3 |
0.9967 |
0.9995 |
1.0055 |
|
| S4 |
0.9922 |
0.9950 |
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 |
1.0030 |
0.0076 |
0.8% |
0.0055 |
0.5% |
49% |
False |
True |
31,335 |
| 10 |
1.0126 |
0.9949 |
0.0177 |
1.8% |
0.0064 |
0.6% |
67% |
False |
False |
17,750 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0063 |
0.6% |
69% |
False |
False |
9,209 |
| 40 |
1.0133 |
0.9815 |
0.0318 |
3.2% |
0.0059 |
0.6% |
79% |
False |
False |
4,688 |
| 60 |
1.0133 |
0.9575 |
0.0558 |
5.5% |
0.0062 |
0.6% |
88% |
False |
False |
3,172 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
90% |
False |
False |
2,417 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0063 |
0.6% |
90% |
False |
False |
1,945 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0063 |
0.6% |
91% |
False |
False |
1,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0193 |
|
1.618 |
1.0148 |
|
1.000 |
1.0120 |
|
0.618 |
1.0103 |
|
HIGH |
1.0075 |
|
0.618 |
1.0058 |
|
0.500 |
1.0053 |
|
0.382 |
1.0047 |
|
LOW |
1.0030 |
|
0.618 |
1.0002 |
|
1.000 |
0.9985 |
|
1.618 |
0.9957 |
|
2.618 |
0.9912 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0066 |
| PP |
1.0057 |
1.0066 |
| S1 |
1.0053 |
1.0065 |
|