CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0072 |
1.0027 |
-0.0045 |
-0.4% |
1.0068 |
| High |
1.0083 |
1.0040 |
-0.0043 |
-0.4% |
1.0122 |
| Low |
1.0026 |
0.9982 |
-0.0044 |
-0.4% |
0.9946 |
| Close |
1.0040 |
0.9992 |
-0.0048 |
-0.5% |
0.9997 |
| Range |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0176 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
60,693 |
78,296 |
17,603 |
29.0% |
409,265 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0143 |
1.0024 |
|
| R3 |
1.0121 |
1.0085 |
1.0008 |
|
| R2 |
1.0063 |
1.0063 |
1.0003 |
|
| R1 |
1.0027 |
1.0027 |
0.9997 |
1.0016 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9999 |
| S1 |
0.9969 |
0.9969 |
0.9987 |
0.9958 |
| S2 |
0.9947 |
0.9947 |
0.9981 |
|
| S3 |
0.9889 |
0.9911 |
0.9976 |
|
| S4 |
0.9831 |
0.9853 |
0.9960 |
|
|
| 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 |
1.0083 |
0.9946 |
0.0137 |
1.4% |
0.0074 |
0.7% |
34% |
False |
False |
80,425 |
| 10 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0069 |
0.7% |
26% |
False |
False |
73,587 |
| 20 |
1.0133 |
0.9946 |
0.0187 |
1.9% |
0.0067 |
0.7% |
25% |
False |
False |
43,197 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
33% |
False |
False |
21,772 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0064 |
0.6% |
70% |
False |
False |
14,574 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0066 |
0.7% |
75% |
False |
False |
10,959 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0065 |
0.6% |
78% |
False |
False |
8,791 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0063 |
0.6% |
78% |
False |
False |
7,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0287 |
|
2.618 |
1.0192 |
|
1.618 |
1.0134 |
|
1.000 |
1.0098 |
|
0.618 |
1.0076 |
|
HIGH |
1.0040 |
|
0.618 |
1.0018 |
|
0.500 |
1.0011 |
|
0.382 |
1.0004 |
|
LOW |
0.9982 |
|
0.618 |
0.9946 |
|
1.000 |
0.9924 |
|
1.618 |
0.9888 |
|
2.618 |
0.9830 |
|
4.250 |
0.9736 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
1.0033 |
| PP |
1.0005 |
1.0019 |
| S1 |
0.9998 |
1.0006 |
|