CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0015 |
-0.0060 |
-0.6% |
1.0060 |
| High |
1.0075 |
1.0053 |
-0.0022 |
-0.2% |
1.0080 |
| Low |
1.0020 |
1.0015 |
-0.0005 |
0.0% |
0.9930 |
| Close |
1.0027 |
1.0047 |
0.0020 |
0.2% |
1.0056 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-30.9% |
0.0150 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
124 |
343 |
219 |
176.6% |
496 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0138 |
1.0068 |
|
| R3 |
1.0114 |
1.0100 |
1.0057 |
|
| R2 |
1.0076 |
1.0076 |
1.0054 |
|
| R1 |
1.0062 |
1.0062 |
1.0050 |
1.0069 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0042 |
| S1 |
1.0024 |
1.0024 |
1.0044 |
1.0031 |
| S2 |
1.0000 |
1.0000 |
1.0040 |
|
| S3 |
0.9962 |
0.9986 |
1.0037 |
|
| S4 |
0.9924 |
0.9948 |
1.0026 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0414 |
1.0139 |
|
| R3 |
1.0322 |
1.0264 |
1.0097 |
|
| R2 |
1.0172 |
1.0172 |
1.0084 |
|
| R1 |
1.0114 |
1.0114 |
1.0070 |
1.0068 |
| PP |
1.0022 |
1.0022 |
1.0022 |
0.9999 |
| S1 |
0.9964 |
0.9964 |
1.0042 |
0.9918 |
| S2 |
0.9872 |
0.9872 |
1.0029 |
|
| S3 |
0.9722 |
0.9814 |
1.0015 |
|
| S4 |
0.9572 |
0.9664 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0080 |
1.0015 |
0.0065 |
0.6% |
0.0033 |
0.3% |
49% |
False |
True |
138 |
| 10 |
1.0081 |
0.9930 |
0.0151 |
1.5% |
0.0045 |
0.4% |
77% |
False |
False |
112 |
| 20 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0038 |
0.4% |
69% |
False |
False |
94 |
| 40 |
1.0110 |
0.9810 |
0.0300 |
3.0% |
0.0032 |
0.3% |
79% |
False |
False |
60 |
| 60 |
1.0110 |
0.9599 |
0.0511 |
5.1% |
0.0029 |
0.3% |
88% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
1.0152 |
|
1.618 |
1.0114 |
|
1.000 |
1.0091 |
|
0.618 |
1.0076 |
|
HIGH |
1.0053 |
|
0.618 |
1.0038 |
|
0.500 |
1.0034 |
|
0.382 |
1.0030 |
|
LOW |
1.0015 |
|
0.618 |
0.9992 |
|
1.000 |
0.9977 |
|
1.618 |
0.9954 |
|
2.618 |
0.9916 |
|
4.250 |
0.9854 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0046 |
| PP |
1.0038 |
1.0046 |
| S1 |
1.0034 |
1.0045 |
|