CME Canadian Dollar Future June 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 |
1.0054 |
1.0095 |
0.0041 |
0.4% |
1.0075 |
| High |
1.0097 |
1.0100 |
0.0003 |
0.0% |
1.0106 |
| Low |
1.0045 |
1.0035 |
-0.0010 |
-0.1% |
0.9949 |
| Close |
1.0067 |
1.0046 |
-0.0021 |
-0.2% |
1.0078 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.0% |
0.0157 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
| Volume |
34,092 |
44,325 |
10,233 |
30.0% |
32,277 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0255 |
1.0216 |
1.0082 |
|
| R3 |
1.0190 |
1.0151 |
1.0064 |
|
| R2 |
1.0125 |
1.0125 |
1.0058 |
|
| R1 |
1.0086 |
1.0086 |
1.0052 |
1.0073 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0054 |
| S1 |
1.0021 |
1.0021 |
1.0040 |
1.0008 |
| S2 |
0.9995 |
0.9995 |
1.0034 |
|
| S3 |
0.9930 |
0.9956 |
1.0028 |
|
| S4 |
0.9865 |
0.9891 |
1.0010 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0454 |
1.0164 |
|
| R3 |
1.0358 |
1.0297 |
1.0121 |
|
| R2 |
1.0201 |
1.0201 |
1.0107 |
|
| R1 |
1.0140 |
1.0140 |
1.0092 |
1.0171 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0060 |
| S1 |
0.9983 |
0.9983 |
1.0064 |
1.0014 |
| S2 |
0.9887 |
0.9887 |
1.0049 |
|
| S3 |
0.9730 |
0.9826 |
1.0035 |
|
| S4 |
0.9573 |
0.9669 |
0.9992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0106 |
0.9987 |
0.0119 |
1.2% |
0.0066 |
0.7% |
50% |
False |
False |
22,827 |
| 10 |
1.0133 |
0.9949 |
0.0184 |
1.8% |
0.0065 |
0.6% |
53% |
False |
False |
12,808 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0063 |
0.6% |
59% |
False |
False |
6,672 |
| 40 |
1.0133 |
0.9795 |
0.0338 |
3.4% |
0.0060 |
0.6% |
74% |
False |
False |
3,421 |
| 60 |
1.0133 |
0.9575 |
0.0558 |
5.6% |
0.0063 |
0.6% |
84% |
False |
False |
2,324 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0066 |
0.7% |
87% |
False |
False |
1,786 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
87% |
False |
False |
1,436 |
| 120 |
1.0133 |
0.9360 |
0.0773 |
7.7% |
0.0063 |
0.6% |
89% |
False |
False |
1,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0270 |
|
1.618 |
1.0205 |
|
1.000 |
1.0165 |
|
0.618 |
1.0140 |
|
HIGH |
1.0100 |
|
0.618 |
1.0075 |
|
0.500 |
1.0068 |
|
0.382 |
1.0060 |
|
LOW |
1.0035 |
|
0.618 |
0.9995 |
|
1.000 |
0.9970 |
|
1.618 |
0.9930 |
|
2.618 |
0.9865 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0066 |
| PP |
1.0060 |
1.0059 |
| S1 |
1.0053 |
1.0053 |
|