CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0004 |
1.0000 |
-0.0004 |
0.0% |
0.9994 |
High |
1.0030 |
1.0024 |
-0.0006 |
-0.1% |
1.0045 |
Low |
0.9999 |
1.0000 |
0.0001 |
0.0% |
0.9994 |
Close |
1.0024 |
1.0024 |
0.0000 |
0.0% |
1.0024 |
Range |
0.0031 |
0.0024 |
-0.0007 |
-22.6% |
0.0051 |
ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
1,303 |
189 |
-1,114 |
-85.5% |
1,566 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0088 |
1.0080 |
1.0037 |
|
R3 |
1.0064 |
1.0056 |
1.0031 |
|
R2 |
1.0040 |
1.0040 |
1.0028 |
|
R1 |
1.0032 |
1.0032 |
1.0026 |
1.0036 |
PP |
1.0016 |
1.0016 |
1.0016 |
1.0018 |
S1 |
1.0008 |
1.0008 |
1.0022 |
1.0012 |
S2 |
0.9992 |
0.9992 |
1.0020 |
|
S3 |
0.9968 |
0.9984 |
1.0017 |
|
S4 |
0.9944 |
0.9960 |
1.0011 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0174 |
1.0150 |
1.0052 |
|
R3 |
1.0123 |
1.0099 |
1.0038 |
|
R2 |
1.0072 |
1.0072 |
1.0033 |
|
R1 |
1.0048 |
1.0048 |
1.0029 |
1.0060 |
PP |
1.0021 |
1.0021 |
1.0021 |
1.0027 |
S1 |
0.9997 |
0.9997 |
1.0019 |
1.0009 |
S2 |
0.9970 |
0.9970 |
1.0015 |
|
S3 |
0.9919 |
0.9946 |
1.0010 |
|
S4 |
0.9868 |
0.9895 |
0.9996 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0126 |
2.618 |
1.0087 |
1.618 |
1.0063 |
1.000 |
1.0048 |
0.618 |
1.0039 |
HIGH |
1.0024 |
0.618 |
1.0015 |
0.500 |
1.0012 |
0.382 |
1.0009 |
LOW |
1.0000 |
0.618 |
0.9985 |
1.000 |
0.9976 |
1.618 |
0.9961 |
2.618 |
0.9937 |
4.250 |
0.9898 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0020 |
1.0021 |
PP |
1.0016 |
1.0018 |
S1 |
1.0012 |
1.0015 |
|