CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
0.9997 |
-0.0030 |
-0.3% |
1.0068 |
| High |
1.0040 |
1.0019 |
-0.0021 |
-0.2% |
1.0122 |
| Low |
0.9982 |
0.9963 |
-0.0019 |
-0.2% |
0.9946 |
| Close |
0.9992 |
0.9999 |
0.0007 |
0.1% |
0.9997 |
| Range |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0176 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
78,296 |
90,013 |
11,717 |
15.0% |
409,265 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0136 |
1.0030 |
|
| R3 |
1.0106 |
1.0080 |
1.0014 |
|
| R2 |
1.0050 |
1.0050 |
1.0009 |
|
| R1 |
1.0024 |
1.0024 |
1.0004 |
1.0037 |
| PP |
0.9994 |
0.9994 |
0.9994 |
1.0000 |
| S1 |
0.9968 |
0.9968 |
0.9994 |
0.9981 |
| S2 |
0.9938 |
0.9938 |
0.9989 |
|
| S3 |
0.9882 |
0.9912 |
0.9984 |
|
| S4 |
0.9826 |
0.9856 |
0.9968 |
|
|
| 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% |
0.0066 |
0.7% |
39% |
False |
False |
79,246 |
| 10 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0070 |
0.7% |
30% |
False |
False |
77,493 |
| 20 |
1.0126 |
0.9946 |
0.0180 |
1.8% |
0.0067 |
0.7% |
29% |
False |
False |
47,622 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
36% |
False |
False |
24,019 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0064 |
0.6% |
71% |
False |
False |
16,073 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0065 |
0.7% |
76% |
False |
False |
12,084 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
79% |
False |
False |
9,691 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0063 |
0.6% |
79% |
False |
False |
8,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0257 |
|
2.618 |
1.0166 |
|
1.618 |
1.0110 |
|
1.000 |
1.0075 |
|
0.618 |
1.0054 |
|
HIGH |
1.0019 |
|
0.618 |
0.9998 |
|
0.500 |
0.9991 |
|
0.382 |
0.9984 |
|
LOW |
0.9963 |
|
0.618 |
0.9928 |
|
1.000 |
0.9907 |
|
1.618 |
0.9872 |
|
2.618 |
0.9816 |
|
4.250 |
0.9725 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9996 |
1.0023 |
| PP |
0.9994 |
1.0015 |
| S1 |
0.9991 |
1.0007 |
|