CME Canadian Dollar Future December 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 |
1.0015 |
1.0025 |
0.0010 |
0.1% |
1.0025 |
| High |
1.0045 |
1.0025 |
-0.0020 |
-0.2% |
1.0047 |
| Low |
1.0015 |
1.0001 |
-0.0014 |
-0.1% |
0.9910 |
| Close |
1.0024 |
1.0004 |
-0.0020 |
-0.2% |
1.0034 |
| Range |
0.0030 |
0.0024 |
-0.0006 |
-20.0% |
0.0137 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
24 |
14 |
-10 |
-41.7% |
594 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0067 |
1.0017 |
|
| R3 |
1.0058 |
1.0043 |
1.0011 |
|
| R2 |
1.0034 |
1.0034 |
1.0008 |
|
| R1 |
1.0019 |
1.0019 |
1.0006 |
1.0015 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0008 |
| S1 |
0.9995 |
0.9995 |
1.0002 |
0.9991 |
| S2 |
0.9986 |
0.9986 |
1.0000 |
|
| S3 |
0.9962 |
0.9971 |
0.9997 |
|
| S4 |
0.9938 |
0.9947 |
0.9991 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0358 |
1.0109 |
|
| R3 |
1.0271 |
1.0221 |
1.0072 |
|
| R2 |
1.0134 |
1.0134 |
1.0059 |
|
| R1 |
1.0084 |
1.0084 |
1.0047 |
1.0109 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0010 |
| S1 |
0.9947 |
0.9947 |
1.0021 |
0.9972 |
| S2 |
0.9860 |
0.9860 |
1.0009 |
|
| S3 |
0.9723 |
0.9810 |
0.9996 |
|
| S4 |
0.9586 |
0.9673 |
0.9959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0127 |
|
2.618 |
1.0088 |
|
1.618 |
1.0064 |
|
1.000 |
1.0049 |
|
0.618 |
1.0040 |
|
HIGH |
1.0025 |
|
0.618 |
1.0016 |
|
0.500 |
1.0013 |
|
0.382 |
1.0010 |
|
LOW |
1.0001 |
|
0.618 |
0.9986 |
|
1.000 |
0.9977 |
|
1.618 |
0.9962 |
|
2.618 |
0.9938 |
|
4.250 |
0.9899 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0020 |
| PP |
1.0010 |
1.0014 |
| S1 |
1.0007 |
1.0009 |
|