CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0017 |
0.0020 |
0.2% |
0.9995 |
| High |
1.0019 |
1.0031 |
0.0012 |
0.1% |
1.0083 |
| Low |
0.9963 |
0.9984 |
0.0021 |
0.2% |
0.9963 |
| Close |
0.9999 |
1.0010 |
0.0011 |
0.1% |
1.0010 |
| Range |
0.0056 |
0.0047 |
-0.0009 |
-16.1% |
0.0120 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
90,013 |
74,635 |
-15,378 |
-17.1% |
380,880 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0127 |
1.0036 |
|
| R3 |
1.0102 |
1.0080 |
1.0023 |
|
| R2 |
1.0055 |
1.0055 |
1.0019 |
|
| R1 |
1.0033 |
1.0033 |
1.0014 |
1.0021 |
| PP |
1.0008 |
1.0008 |
1.0008 |
1.0002 |
| S1 |
0.9986 |
0.9986 |
1.0006 |
0.9974 |
| S2 |
0.9961 |
0.9961 |
1.0001 |
|
| S3 |
0.9914 |
0.9939 |
0.9997 |
|
| S4 |
0.9867 |
0.9892 |
0.9984 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0314 |
1.0076 |
|
| R3 |
1.0259 |
1.0194 |
1.0043 |
|
| R2 |
1.0139 |
1.0139 |
1.0032 |
|
| R1 |
1.0074 |
1.0074 |
1.0021 |
1.0107 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0035 |
| S1 |
0.9954 |
0.9954 |
0.9999 |
0.9987 |
| S2 |
0.9899 |
0.9899 |
0.9988 |
|
| S3 |
0.9779 |
0.9834 |
0.9977 |
|
| S4 |
0.9659 |
0.9714 |
0.9944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0083 |
0.9963 |
0.0120 |
1.2% |
0.0062 |
0.6% |
39% |
False |
False |
76,176 |
| 10 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0071 |
0.7% |
36% |
False |
False |
79,014 |
| 20 |
1.0122 |
0.9946 |
0.0176 |
1.8% |
0.0067 |
0.7% |
36% |
False |
False |
51,302 |
| 40 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
41% |
False |
False |
25,883 |
| 60 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0064 |
0.6% |
74% |
False |
False |
17,310 |
| 80 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0065 |
0.7% |
78% |
False |
False |
13,017 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
81% |
False |
False |
10,437 |
| 120 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0063 |
0.6% |
81% |
False |
False |
8,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0231 |
|
2.618 |
1.0154 |
|
1.618 |
1.0107 |
|
1.000 |
1.0078 |
|
0.618 |
1.0060 |
|
HIGH |
1.0031 |
|
0.618 |
1.0013 |
|
0.500 |
1.0008 |
|
0.382 |
1.0002 |
|
LOW |
0.9984 |
|
0.618 |
0.9955 |
|
1.000 |
0.9937 |
|
1.618 |
0.9908 |
|
2.618 |
0.9861 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0009 |
1.0007 |
| PP |
1.0008 |
1.0004 |
| S1 |
1.0008 |
1.0002 |
|