CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
1.0055 |
0.0065 |
0.7% |
1.0050 |
| High |
1.0050 |
1.0060 |
0.0010 |
0.1% |
1.0095 |
| Low |
0.9990 |
1.0010 |
0.0020 |
0.2% |
0.9930 |
| Close |
1.0037 |
1.0019 |
-0.0018 |
-0.2% |
0.9977 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0165 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
75 |
154 |
79 |
105.3% |
481 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0149 |
1.0047 |
|
| R3 |
1.0130 |
1.0099 |
1.0033 |
|
| R2 |
1.0080 |
1.0080 |
1.0028 |
|
| R1 |
1.0049 |
1.0049 |
1.0024 |
1.0040 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0025 |
| S1 |
0.9999 |
0.9999 |
1.0014 |
0.9990 |
| S2 |
0.9980 |
0.9980 |
1.0010 |
|
| S3 |
0.9930 |
0.9949 |
1.0005 |
|
| S4 |
0.9880 |
0.9899 |
0.9992 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0401 |
1.0068 |
|
| R3 |
1.0331 |
1.0236 |
1.0022 |
|
| R2 |
1.0166 |
1.0166 |
1.0007 |
|
| R1 |
1.0071 |
1.0071 |
0.9992 |
1.0036 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9983 |
| S1 |
0.9906 |
0.9906 |
0.9962 |
0.9871 |
| S2 |
0.9836 |
0.9836 |
0.9947 |
|
| S3 |
0.9671 |
0.9741 |
0.9932 |
|
| S4 |
0.9506 |
0.9576 |
0.9886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0085 |
0.9930 |
0.0155 |
1.5% |
0.0059 |
0.6% |
57% |
False |
False |
100 |
| 10 |
1.0095 |
0.9930 |
0.0165 |
1.6% |
0.0055 |
0.6% |
54% |
False |
False |
124 |
| 20 |
1.0110 |
0.9930 |
0.0180 |
1.8% |
0.0050 |
0.5% |
49% |
False |
False |
105 |
| 40 |
1.0110 |
0.9910 |
0.0200 |
2.0% |
0.0039 |
0.4% |
55% |
False |
False |
77 |
| 60 |
1.0110 |
0.9686 |
0.0424 |
4.2% |
0.0034 |
0.3% |
79% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0273 |
|
2.618 |
1.0191 |
|
1.618 |
1.0141 |
|
1.000 |
1.0110 |
|
0.618 |
1.0091 |
|
HIGH |
1.0060 |
|
0.618 |
1.0041 |
|
0.500 |
1.0035 |
|
0.382 |
1.0029 |
|
LOW |
1.0010 |
|
0.618 |
0.9979 |
|
1.000 |
0.9960 |
|
1.618 |
0.9929 |
|
2.618 |
0.9879 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0035 |
1.0011 |
| PP |
1.0030 |
1.0003 |
| S1 |
1.0024 |
0.9995 |
|