CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
1.0075 |
0.0010 |
0.1% |
1.0060 |
| High |
1.0072 |
1.0075 |
0.0003 |
0.0% |
1.0080 |
| Low |
1.0039 |
1.0020 |
-0.0019 |
-0.2% |
0.9930 |
| Close |
1.0047 |
1.0027 |
-0.0020 |
-0.2% |
1.0056 |
| Range |
0.0033 |
0.0055 |
0.0022 |
66.7% |
0.0150 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
21 |
124 |
103 |
490.5% |
496 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0171 |
1.0057 |
|
| R3 |
1.0151 |
1.0116 |
1.0042 |
|
| R2 |
1.0096 |
1.0096 |
1.0037 |
|
| R1 |
1.0061 |
1.0061 |
1.0032 |
1.0051 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0036 |
| S1 |
1.0006 |
1.0006 |
1.0022 |
0.9996 |
| S2 |
0.9986 |
0.9986 |
1.0017 |
|
| S3 |
0.9931 |
0.9951 |
1.0012 |
|
| S4 |
0.9876 |
0.9896 |
0.9997 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0414 |
1.0139 |
|
| R3 |
1.0322 |
1.0264 |
1.0097 |
|
| R2 |
1.0172 |
1.0172 |
1.0084 |
|
| R1 |
1.0114 |
1.0114 |
1.0070 |
1.0068 |
| PP |
1.0022 |
1.0022 |
1.0022 |
0.9999 |
| S1 |
0.9964 |
0.9964 |
1.0042 |
0.9918 |
| S2 |
0.9872 |
0.9872 |
1.0029 |
|
| S3 |
0.9722 |
0.9814 |
1.0015 |
|
| S4 |
0.9572 |
0.9664 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0080 |
0.9985 |
0.0095 |
0.9% |
0.0041 |
0.4% |
44% |
False |
False |
78 |
| 10 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0043 |
0.4% |
54% |
False |
False |
84 |
| 20 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0038 |
0.4% |
59% |
False |
False |
78 |
| 40 |
1.0110 |
0.9800 |
0.0310 |
3.1% |
0.0032 |
0.3% |
73% |
False |
False |
51 |
| 60 |
1.0110 |
0.9585 |
0.0525 |
5.2% |
0.0029 |
0.3% |
84% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0219 |
|
1.618 |
1.0164 |
|
1.000 |
1.0130 |
|
0.618 |
1.0109 |
|
HIGH |
1.0075 |
|
0.618 |
1.0054 |
|
0.500 |
1.0048 |
|
0.382 |
1.0041 |
|
LOW |
1.0020 |
|
0.618 |
0.9986 |
|
1.000 |
0.9965 |
|
1.618 |
0.9931 |
|
2.618 |
0.9876 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0045 |
| PP |
1.0041 |
1.0039 |
| S1 |
1.0034 |
1.0033 |
|