CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0061 |
1.0068 |
0.0007 |
0.1% |
1.0074 |
| High |
1.0080 |
1.0122 |
0.0042 |
0.4% |
1.0100 |
| Low |
1.0040 |
1.0050 |
0.0010 |
0.1% |
1.0030 |
| Close |
1.0066 |
1.0115 |
0.0049 |
0.5% |
1.0066 |
| Range |
0.0040 |
0.0072 |
0.0032 |
80.0% |
0.0070 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
1.2% |
0.0000 |
| Volume |
59,424 |
70,771 |
11,347 |
19.1% |
203,634 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0285 |
1.0155 |
|
| R3 |
1.0240 |
1.0213 |
1.0135 |
|
| R2 |
1.0168 |
1.0168 |
1.0128 |
|
| R1 |
1.0141 |
1.0141 |
1.0122 |
1.0155 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0102 |
| S1 |
1.0069 |
1.0069 |
1.0108 |
1.0083 |
| S2 |
1.0024 |
1.0024 |
1.0102 |
|
| S3 |
0.9952 |
0.9997 |
1.0095 |
|
| S4 |
0.9880 |
0.9925 |
1.0075 |
|
|
| 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 |
1.0122 |
1.0030 |
0.0092 |
0.9% |
0.0055 |
0.5% |
92% |
True |
False |
51,912 |
| 10 |
1.0122 |
0.9949 |
0.0173 |
1.7% |
0.0063 |
0.6% |
96% |
True |
False |
30,470 |
| 20 |
1.0133 |
0.9926 |
0.0207 |
2.0% |
0.0061 |
0.6% |
91% |
False |
False |
15,690 |
| 40 |
1.0133 |
0.9822 |
0.0311 |
3.1% |
0.0060 |
0.6% |
94% |
False |
False |
7,937 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.6% |
0.0062 |
0.6% |
96% |
False |
False |
5,339 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0066 |
0.6% |
97% |
False |
False |
4,044 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
97% |
False |
False |
3,246 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.6% |
0.0062 |
0.6% |
98% |
False |
False |
2,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0310 |
|
1.618 |
1.0238 |
|
1.000 |
1.0194 |
|
0.618 |
1.0166 |
|
HIGH |
1.0122 |
|
0.618 |
1.0094 |
|
0.500 |
1.0086 |
|
0.382 |
1.0078 |
|
LOW |
1.0050 |
|
0.618 |
1.0006 |
|
1.000 |
0.9978 |
|
1.618 |
0.9934 |
|
2.618 |
0.9862 |
|
4.250 |
0.9744 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0102 |
| PP |
1.0096 |
1.0089 |
| S1 |
1.0086 |
1.0076 |
|