CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
0.9985 |
-0.0075 |
-0.7% |
1.0068 |
| High |
1.0069 |
1.0010 |
-0.0059 |
-0.6% |
1.0122 |
| Low |
0.9972 |
0.9946 |
-0.0026 |
-0.3% |
0.9946 |
| Close |
0.9977 |
0.9997 |
0.0020 |
0.2% |
0.9997 |
| Range |
0.0097 |
0.0064 |
-0.0033 |
-34.0% |
0.0176 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
95,907 |
89,986 |
-5,921 |
-6.2% |
409,265 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0151 |
1.0032 |
|
| R3 |
1.0112 |
1.0087 |
1.0015 |
|
| R2 |
1.0048 |
1.0048 |
1.0009 |
|
| R1 |
1.0023 |
1.0023 |
1.0003 |
1.0036 |
| PP |
0.9984 |
0.9984 |
0.9984 |
0.9991 |
| S1 |
0.9959 |
0.9959 |
0.9991 |
0.9972 |
| S2 |
0.9920 |
0.9920 |
0.9985 |
|
| S3 |
0.9856 |
0.9895 |
0.9979 |
|
| S4 |
0.9792 |
0.9831 |
0.9962 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0449 |
1.0094 |
|
| R3 |
1.0374 |
1.0273 |
1.0045 |
|
| R2 |
1.0198 |
1.0198 |
1.0029 |
|
| R1 |
1.0097 |
1.0097 |
1.0013 |
1.0060 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0003 |
| S1 |
0.9921 |
0.9921 |
0.9981 |
0.9884 |
| S2 |
0.9846 |
0.9846 |
0.9965 |
|
| S3 |
0.9670 |
0.9745 |
0.9949 |
|
| S4 |
0.9494 |
0.9569 |
0.9900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0079 |
0.8% |
29% |
False |
True |
81,853 |
| 10 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0065 |
0.6% |
29% |
False |
True |
61,289 |
| 20 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0067 |
0.7% |
34% |
False |
False |
32,487 |
| 40 |
1.0133 |
0.9900 |
0.0233 |
2.3% |
0.0061 |
0.6% |
42% |
False |
False |
16,379 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0064 |
0.6% |
71% |
False |
False |
10,974 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0066 |
0.7% |
76% |
False |
False |
8,261 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.7% |
79% |
False |
False |
6,629 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0063 |
0.6% |
82% |
False |
False |
5,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0282 |
|
2.618 |
1.0178 |
|
1.618 |
1.0114 |
|
1.000 |
1.0074 |
|
0.618 |
1.0050 |
|
HIGH |
1.0010 |
|
0.618 |
0.9986 |
|
0.500 |
0.9978 |
|
0.382 |
0.9970 |
|
LOW |
0.9946 |
|
0.618 |
0.9906 |
|
1.000 |
0.9882 |
|
1.618 |
0.9842 |
|
2.618 |
0.9778 |
|
4.250 |
0.9674 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9991 |
1.0027 |
| PP |
0.9984 |
1.0017 |
| S1 |
0.9978 |
1.0007 |
|