CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0005 |
-0.0050 |
-0.5% |
1.0050 |
| High |
1.0060 |
1.0005 |
-0.0055 |
-0.5% |
1.0095 |
| Low |
1.0010 |
0.9965 |
-0.0045 |
-0.4% |
0.9930 |
| Close |
1.0019 |
0.9972 |
-0.0047 |
-0.5% |
0.9977 |
| Range |
0.0050 |
0.0040 |
-0.0010 |
-20.0% |
0.0165 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
154 |
40 |
-114 |
-74.0% |
481 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0076 |
0.9994 |
|
| R3 |
1.0061 |
1.0036 |
0.9983 |
|
| R2 |
1.0021 |
1.0021 |
0.9979 |
|
| R1 |
0.9996 |
0.9996 |
0.9976 |
0.9989 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9977 |
| S1 |
0.9956 |
0.9956 |
0.9968 |
0.9949 |
| S2 |
0.9941 |
0.9941 |
0.9965 |
|
| S3 |
0.9901 |
0.9916 |
0.9961 |
|
| S4 |
0.9861 |
0.9876 |
0.9950 |
|
|
| 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 |
1.0060 |
0.9930 |
0.0130 |
1.3% |
0.0055 |
0.6% |
32% |
False |
False |
90 |
| 10 |
1.0095 |
0.9930 |
0.0165 |
1.7% |
0.0054 |
0.5% |
25% |
False |
False |
115 |
| 20 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0049 |
0.5% |
23% |
False |
False |
100 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0039 |
0.4% |
31% |
False |
False |
77 |
| 60 |
1.0110 |
0.9686 |
0.0424 |
4.3% |
0.0034 |
0.3% |
67% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
1.0110 |
|
1.618 |
1.0070 |
|
1.000 |
1.0045 |
|
0.618 |
1.0030 |
|
HIGH |
1.0005 |
|
0.618 |
0.9990 |
|
0.500 |
0.9985 |
|
0.382 |
0.9980 |
|
LOW |
0.9965 |
|
0.618 |
0.9940 |
|
1.000 |
0.9925 |
|
1.618 |
0.9900 |
|
2.618 |
0.9860 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
1.0013 |
| PP |
0.9981 |
0.9999 |
| S1 |
0.9976 |
0.9986 |
|