CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9990 |
0.0024 |
0.2% |
1.0050 |
| High |
0.9990 |
1.0050 |
0.0060 |
0.6% |
1.0095 |
| Low |
0.9930 |
0.9990 |
0.0060 |
0.6% |
0.9930 |
| Close |
0.9977 |
1.0037 |
0.0060 |
0.6% |
0.9977 |
| Range |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0165 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.4% |
0.0000 |
| Volume |
129 |
75 |
-54 |
-41.9% |
481 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0181 |
1.0070 |
|
| R3 |
1.0146 |
1.0121 |
1.0054 |
|
| R2 |
1.0086 |
1.0086 |
1.0048 |
|
| R1 |
1.0061 |
1.0061 |
1.0043 |
1.0074 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0032 |
| S1 |
1.0001 |
1.0001 |
1.0032 |
1.0014 |
| S2 |
0.9966 |
0.9966 |
1.0026 |
|
| S3 |
0.9906 |
0.9941 |
1.0021 |
|
| S4 |
0.9846 |
0.9881 |
1.0004 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0401 |
1.0068 |
|
| R3 |
1.0331 |
1.0236 |
1.0022 |
|
| R2 |
1.0166 |
1.0166 |
1.0007 |
|
| R1 |
1.0071 |
1.0071 |
0.9992 |
1.0036 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9983 |
| S1 |
0.9906 |
0.9906 |
0.9962 |
0.9871 |
| S2 |
0.9836 |
0.9836 |
0.9947 |
|
| S3 |
0.9671 |
0.9741 |
0.9932 |
|
| S4 |
0.9506 |
0.9576 |
0.9886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0085 |
0.9930 |
0.0155 |
1.5% |
0.0065 |
0.6% |
69% |
False |
False |
89 |
| 10 |
1.0095 |
0.9930 |
0.0165 |
1.6% |
0.0054 |
0.5% |
65% |
False |
False |
110 |
| 20 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0049 |
0.5% |
59% |
False |
False |
100 |
| 40 |
1.0110 |
0.9890 |
0.0220 |
2.2% |
0.0038 |
0.4% |
67% |
False |
False |
73 |
| 60 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0033 |
0.3% |
83% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0207 |
|
1.618 |
1.0147 |
|
1.000 |
1.0110 |
|
0.618 |
1.0087 |
|
HIGH |
1.0050 |
|
0.618 |
1.0027 |
|
0.500 |
1.0020 |
|
0.382 |
1.0013 |
|
LOW |
0.9990 |
|
0.618 |
0.9953 |
|
1.000 |
0.9930 |
|
1.618 |
0.9893 |
|
2.618 |
0.9833 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0021 |
| PP |
1.0026 |
1.0006 |
| S1 |
1.0020 |
0.9990 |
|