CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0072 |
1.0111 |
0.0039 |
0.4% |
1.0095 |
| High |
1.0115 |
1.0119 |
0.0004 |
0.0% |
1.0127 |
| Low |
1.0065 |
1.0054 |
-0.0011 |
-0.1% |
0.9968 |
| Close |
1.0086 |
1.0066 |
-0.0020 |
-0.2% |
1.0098 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0159 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
95,589 |
113,800 |
18,211 |
19.1% |
495,415 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0235 |
1.0102 |
|
| R3 |
1.0210 |
1.0170 |
1.0084 |
|
| R2 |
1.0145 |
1.0145 |
1.0078 |
|
| R1 |
1.0105 |
1.0105 |
1.0072 |
1.0093 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0073 |
| S1 |
1.0040 |
1.0040 |
1.0060 |
1.0028 |
| S2 |
1.0015 |
1.0015 |
1.0054 |
|
| S3 |
0.9950 |
0.9975 |
1.0048 |
|
| S4 |
0.9885 |
0.9910 |
1.0030 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0479 |
1.0185 |
|
| R3 |
1.0382 |
1.0320 |
1.0142 |
|
| R2 |
1.0223 |
1.0223 |
1.0127 |
|
| R1 |
1.0161 |
1.0161 |
1.0113 |
1.0192 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0080 |
| S1 |
1.0002 |
1.0002 |
1.0083 |
1.0033 |
| S2 |
0.9905 |
0.9905 |
1.0069 |
|
| S3 |
0.9746 |
0.9843 |
1.0054 |
|
| S4 |
0.9587 |
0.9684 |
1.0011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0127 |
1.0006 |
0.0121 |
1.2% |
0.0067 |
0.7% |
50% |
False |
False |
100,442 |
| 10 |
1.0157 |
0.9968 |
0.0189 |
1.9% |
0.0067 |
0.7% |
52% |
False |
False |
95,361 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0068 |
0.7% |
58% |
False |
False |
95,961 |
| 40 |
1.0157 |
0.9811 |
0.0346 |
3.4% |
0.0069 |
0.7% |
74% |
False |
False |
85,224 |
| 60 |
1.0157 |
0.9582 |
0.0575 |
5.7% |
0.0074 |
0.7% |
84% |
False |
False |
74,608 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0080 |
0.8% |
86% |
False |
False |
58,192 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0087 |
0.9% |
86% |
False |
False |
46,617 |
| 120 |
1.0157 |
0.9359 |
0.0798 |
7.9% |
0.0093 |
0.9% |
89% |
False |
False |
38,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0395 |
|
2.618 |
1.0289 |
|
1.618 |
1.0224 |
|
1.000 |
1.0184 |
|
0.618 |
1.0159 |
|
HIGH |
1.0119 |
|
0.618 |
1.0094 |
|
0.500 |
1.0087 |
|
0.382 |
1.0079 |
|
LOW |
1.0054 |
|
0.618 |
1.0014 |
|
1.000 |
0.9989 |
|
1.618 |
0.9949 |
|
2.618 |
0.9884 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0085 |
| PP |
1.0080 |
1.0079 |
| S1 |
1.0073 |
1.0072 |
|