CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9922 |
0.9977 |
0.0055 |
0.6% |
0.9992 |
| High |
0.9972 |
0.9980 |
0.0008 |
0.1% |
1.0030 |
| Low |
0.9922 |
0.9951 |
0.0029 |
0.3% |
0.9922 |
| Close |
0.9956 |
0.9969 |
0.0013 |
0.1% |
0.9969 |
| Range |
0.0050 |
0.0029 |
-0.0021 |
-42.0% |
0.0108 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
87 |
62 |
-25 |
-28.7% |
516 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
1.0040 |
0.9985 |
|
| R3 |
1.0025 |
1.0011 |
0.9977 |
|
| R2 |
0.9996 |
0.9996 |
0.9974 |
|
| R1 |
0.9982 |
0.9982 |
0.9972 |
0.9975 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9963 |
| S1 |
0.9953 |
0.9953 |
0.9966 |
0.9946 |
| S2 |
0.9938 |
0.9938 |
0.9964 |
|
| S3 |
0.9909 |
0.9924 |
0.9961 |
|
| S4 |
0.9880 |
0.9895 |
0.9953 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0241 |
1.0028 |
|
| R3 |
1.0190 |
1.0133 |
0.9999 |
|
| R2 |
1.0082 |
1.0082 |
0.9989 |
|
| R1 |
1.0025 |
1.0025 |
0.9979 |
1.0000 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9961 |
| S1 |
0.9917 |
0.9917 |
0.9959 |
0.9892 |
| S2 |
0.9866 |
0.9866 |
0.9949 |
|
| S3 |
0.9758 |
0.9809 |
0.9939 |
|
| S4 |
0.9650 |
0.9701 |
0.9910 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
1.0056 |
|
1.618 |
1.0027 |
|
1.000 |
1.0009 |
|
0.618 |
0.9998 |
|
HIGH |
0.9980 |
|
0.618 |
0.9969 |
|
0.500 |
0.9966 |
|
0.382 |
0.9962 |
|
LOW |
0.9951 |
|
0.618 |
0.9933 |
|
1.000 |
0.9922 |
|
1.618 |
0.9904 |
|
2.618 |
0.9875 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9963 |
| PP |
0.9967 |
0.9957 |
| S1 |
0.9966 |
0.9951 |
|