CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
1.0035 |
0.0020 |
0.2% |
1.0030 |
| High |
1.0053 |
1.0054 |
0.0001 |
0.0% |
1.0075 |
| Low |
1.0015 |
1.0025 |
0.0010 |
0.1% |
1.0015 |
| Close |
1.0047 |
1.0047 |
0.0000 |
0.0% |
1.0047 |
| Range |
0.0038 |
0.0029 |
-0.0009 |
-23.7% |
0.0060 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
343 |
65 |
-278 |
-81.0% |
634 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0117 |
1.0063 |
|
| R3 |
1.0100 |
1.0088 |
1.0055 |
|
| R2 |
1.0071 |
1.0071 |
1.0052 |
|
| R1 |
1.0059 |
1.0059 |
1.0050 |
1.0065 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0045 |
| S1 |
1.0030 |
1.0030 |
1.0044 |
1.0036 |
| S2 |
1.0013 |
1.0013 |
1.0042 |
|
| S3 |
0.9984 |
1.0001 |
1.0039 |
|
| S4 |
0.9955 |
0.9972 |
1.0031 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0196 |
1.0080 |
|
| R3 |
1.0166 |
1.0136 |
1.0064 |
|
| R2 |
1.0106 |
1.0106 |
1.0058 |
|
| R1 |
1.0076 |
1.0076 |
1.0053 |
1.0091 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0053 |
| S1 |
1.0016 |
1.0016 |
1.0042 |
1.0031 |
| S2 |
0.9986 |
0.9986 |
1.0036 |
|
| S3 |
0.9926 |
0.9956 |
1.0031 |
|
| S4 |
0.9866 |
0.9896 |
1.0014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0075 |
1.0015 |
0.0060 |
0.6% |
0.0034 |
0.3% |
53% |
False |
False |
126 |
| 10 |
1.0080 |
0.9930 |
0.0150 |
1.5% |
0.0046 |
0.5% |
78% |
False |
False |
113 |
| 20 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0037 |
0.4% |
69% |
False |
False |
97 |
| 40 |
1.0110 |
0.9810 |
0.0300 |
3.0% |
0.0032 |
0.3% |
79% |
False |
False |
62 |
| 60 |
1.0110 |
0.9657 |
0.0453 |
4.5% |
0.0029 |
0.3% |
86% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0177 |
|
2.618 |
1.0130 |
|
1.618 |
1.0101 |
|
1.000 |
1.0083 |
|
0.618 |
1.0072 |
|
HIGH |
1.0054 |
|
0.618 |
1.0043 |
|
0.500 |
1.0040 |
|
0.382 |
1.0036 |
|
LOW |
1.0025 |
|
0.618 |
1.0007 |
|
1.000 |
0.9996 |
|
1.618 |
0.9978 |
|
2.618 |
0.9949 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0046 |
| PP |
1.0042 |
1.0046 |
| S1 |
1.0040 |
1.0045 |
|