CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0050 |
0.0015 |
0.1% |
1.0030 |
| High |
1.0054 |
1.0095 |
0.0041 |
0.4% |
1.0075 |
| Low |
1.0025 |
1.0039 |
0.0014 |
0.1% |
1.0015 |
| Close |
1.0047 |
1.0095 |
0.0048 |
0.5% |
1.0047 |
| Range |
0.0029 |
0.0056 |
0.0027 |
93.1% |
0.0060 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.3% |
0.0000 |
| Volume |
65 |
107 |
42 |
64.6% |
634 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0226 |
1.0126 |
|
| R3 |
1.0188 |
1.0170 |
1.0110 |
|
| R2 |
1.0132 |
1.0132 |
1.0105 |
|
| R1 |
1.0114 |
1.0114 |
1.0100 |
1.0123 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0081 |
| S1 |
1.0058 |
1.0058 |
1.0090 |
1.0067 |
| S2 |
1.0020 |
1.0020 |
1.0085 |
|
| S3 |
0.9964 |
1.0002 |
1.0080 |
|
| S4 |
0.9908 |
0.9946 |
1.0064 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0196 |
1.0080 |
|
| R3 |
1.0166 |
1.0136 |
1.0064 |
|
| R2 |
1.0106 |
1.0106 |
1.0058 |
|
| R1 |
1.0076 |
1.0076 |
1.0053 |
1.0091 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0053 |
| S1 |
1.0016 |
1.0016 |
1.0042 |
1.0031 |
| S2 |
0.9986 |
0.9986 |
1.0036 |
|
| S3 |
0.9926 |
0.9956 |
1.0031 |
|
| S4 |
0.9866 |
0.9896 |
1.0014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0095 |
1.0015 |
0.0080 |
0.8% |
0.0042 |
0.4% |
100% |
True |
False |
132 |
| 10 |
1.0095 |
0.9930 |
0.0165 |
1.6% |
0.0045 |
0.4% |
100% |
True |
False |
122 |
| 20 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0040 |
0.4% |
93% |
False |
False |
101 |
| 40 |
1.0110 |
0.9825 |
0.0285 |
2.8% |
0.0033 |
0.3% |
95% |
False |
False |
63 |
| 60 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0030 |
0.3% |
96% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0242 |
|
1.618 |
1.0186 |
|
1.000 |
1.0151 |
|
0.618 |
1.0130 |
|
HIGH |
1.0095 |
|
0.618 |
1.0074 |
|
0.500 |
1.0067 |
|
0.382 |
1.0060 |
|
LOW |
1.0039 |
|
0.618 |
1.0004 |
|
1.000 |
0.9983 |
|
1.618 |
0.9948 |
|
2.618 |
0.9892 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0086 |
1.0082 |
| PP |
1.0076 |
1.0068 |
| S1 |
1.0067 |
1.0055 |
|