CME Canadian Dollar Future June 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 |
1.0040 |
1.0061 |
0.0021 |
0.2% |
1.0074 |
| High |
1.0075 |
1.0080 |
0.0005 |
0.0% |
1.0100 |
| Low |
1.0030 |
1.0040 |
0.0010 |
0.1% |
1.0030 |
| Close |
1.0067 |
1.0066 |
-0.0001 |
0.0% |
1.0066 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.1% |
0.0070 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
50,951 |
59,424 |
8,473 |
16.6% |
203,634 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0182 |
1.0164 |
1.0088 |
|
| R3 |
1.0142 |
1.0124 |
1.0077 |
|
| R2 |
1.0102 |
1.0102 |
1.0073 |
|
| R1 |
1.0084 |
1.0084 |
1.0070 |
1.0093 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0067 |
| S1 |
1.0044 |
1.0044 |
1.0062 |
1.0053 |
| S2 |
1.0022 |
1.0022 |
1.0059 |
|
| S3 |
0.9982 |
1.0004 |
1.0055 |
|
| S4 |
0.9942 |
0.9964 |
1.0044 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0241 |
1.0105 |
|
| R3 |
1.0205 |
1.0171 |
1.0085 |
|
| R2 |
1.0135 |
1.0135 |
1.0079 |
|
| R1 |
1.0101 |
1.0101 |
1.0072 |
1.0083 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0057 |
| S1 |
1.0031 |
1.0031 |
1.0060 |
1.0013 |
| S2 |
0.9995 |
0.9995 |
1.0053 |
|
| S3 |
0.9925 |
0.9961 |
1.0047 |
|
| S4 |
0.9855 |
0.9891 |
1.0028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
1.0030 |
0.0070 |
0.7% |
0.0050 |
0.5% |
51% |
False |
False |
40,726 |
| 10 |
1.0106 |
0.9949 |
0.0157 |
1.6% |
0.0063 |
0.6% |
75% |
False |
False |
23,591 |
| 20 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0060 |
0.6% |
68% |
False |
False |
12,164 |
| 40 |
1.0133 |
0.9815 |
0.0318 |
3.2% |
0.0059 |
0.6% |
79% |
False |
False |
6,171 |
| 60 |
1.0133 |
0.9646 |
0.0487 |
4.8% |
0.0062 |
0.6% |
86% |
False |
False |
4,161 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.7% |
90% |
False |
False |
3,159 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
90% |
False |
False |
2,539 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0063 |
0.6% |
91% |
False |
False |
2,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0185 |
|
1.618 |
1.0145 |
|
1.000 |
1.0120 |
|
0.618 |
1.0105 |
|
HIGH |
1.0080 |
|
0.618 |
1.0065 |
|
0.500 |
1.0060 |
|
0.382 |
1.0055 |
|
LOW |
1.0040 |
|
0.618 |
1.0015 |
|
1.000 |
1.0000 |
|
1.618 |
0.9975 |
|
2.618 |
0.9935 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0064 |
1.0066 |
| PP |
1.0062 |
1.0065 |
| S1 |
1.0060 |
1.0065 |
|