CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0060 |
-0.0007 |
-0.1% |
1.0074 |
| High |
1.0107 |
1.0069 |
-0.0038 |
-0.4% |
1.0100 |
| Low |
1.0045 |
0.9972 |
-0.0073 |
-0.7% |
1.0030 |
| Close |
1.0055 |
0.9977 |
-0.0078 |
-0.8% |
1.0066 |
| Range |
0.0062 |
0.0097 |
0.0035 |
56.5% |
0.0070 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.5% |
0.0000 |
| Volume |
64,523 |
95,907 |
31,384 |
48.6% |
203,634 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0234 |
1.0030 |
|
| R3 |
1.0200 |
1.0137 |
1.0004 |
|
| R2 |
1.0103 |
1.0103 |
0.9995 |
|
| R1 |
1.0040 |
1.0040 |
0.9986 |
1.0023 |
| PP |
1.0006 |
1.0006 |
1.0006 |
0.9998 |
| S1 |
0.9943 |
0.9943 |
0.9968 |
0.9926 |
| S2 |
0.9909 |
0.9909 |
0.9959 |
|
| S3 |
0.9812 |
0.9846 |
0.9950 |
|
| S4 |
0.9715 |
0.9749 |
0.9924 |
|
|
| 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 |
0.9972 |
0.0150 |
1.5% |
0.0075 |
0.7% |
3% |
False |
True |
75,740 |
| 10 |
1.0122 |
0.9972 |
0.0150 |
1.5% |
0.0065 |
0.6% |
3% |
False |
True |
53,538 |
| 20 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0065 |
0.7% |
25% |
False |
False |
28,020 |
| 40 |
1.0133 |
0.9900 |
0.0233 |
2.3% |
0.0060 |
0.6% |
33% |
False |
False |
14,140 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0064 |
0.6% |
67% |
False |
False |
9,475 |
| 80 |
1.0133 |
0.9568 |
0.0565 |
5.7% |
0.0067 |
0.7% |
72% |
False |
False |
7,144 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
76% |
False |
False |
5,730 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0062 |
0.6% |
80% |
False |
False |
4,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0481 |
|
2.618 |
1.0323 |
|
1.618 |
1.0226 |
|
1.000 |
1.0166 |
|
0.618 |
1.0129 |
|
HIGH |
1.0069 |
|
0.618 |
1.0032 |
|
0.500 |
1.0021 |
|
0.382 |
1.0009 |
|
LOW |
0.9972 |
|
0.618 |
0.9912 |
|
1.000 |
0.9875 |
|
1.618 |
0.9815 |
|
2.618 |
0.9718 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0043 |
| PP |
1.0006 |
1.0021 |
| S1 |
0.9992 |
0.9999 |
|