CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
0.9985 |
-0.0055 |
-0.5% |
0.9994 |
| High |
1.0040 |
0.9985 |
-0.0055 |
-0.5% |
1.0045 |
| Low |
1.0005 |
0.9930 |
-0.0075 |
-0.7% |
0.9994 |
| Close |
1.0012 |
0.9935 |
-0.0077 |
-0.8% |
1.0024 |
| Range |
0.0035 |
0.0055 |
0.0020 |
57.1% |
0.0051 |
| ATR |
0.0046 |
0.0048 |
0.0003 |
5.6% |
0.0000 |
| Volume |
91 |
115 |
24 |
26.4% |
1,566 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0115 |
1.0080 |
0.9965 |
|
| R3 |
1.0060 |
1.0025 |
0.9950 |
|
| R2 |
1.0005 |
1.0005 |
0.9945 |
|
| R1 |
0.9970 |
0.9970 |
0.9940 |
0.9960 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9945 |
| S1 |
0.9915 |
0.9915 |
0.9930 |
0.9905 |
| S2 |
0.9895 |
0.9895 |
0.9925 |
|
| S3 |
0.9840 |
0.9860 |
0.9920 |
|
| S4 |
0.9785 |
0.9805 |
0.9905 |
|
|
| 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 |
1.0219 |
|
2.618 |
1.0129 |
|
1.618 |
1.0074 |
|
1.000 |
1.0040 |
|
0.618 |
1.0019 |
|
HIGH |
0.9985 |
|
0.618 |
0.9964 |
|
0.500 |
0.9958 |
|
0.382 |
0.9951 |
|
LOW |
0.9930 |
|
0.618 |
0.9896 |
|
1.000 |
0.9875 |
|
1.618 |
0.9841 |
|
2.618 |
0.9786 |
|
4.250 |
0.9696 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9958 |
0.9985 |
| PP |
0.9950 |
0.9968 |
| S1 |
0.9943 |
0.9952 |
|