CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0078 |
0.0078 |
0.8% |
0.9994 |
| High |
1.0024 |
1.0078 |
0.0054 |
0.5% |
1.0045 |
| Low |
1.0000 |
1.0073 |
0.0073 |
0.7% |
0.9994 |
| Close |
1.0024 |
1.0074 |
0.0050 |
0.5% |
1.0024 |
| Range |
0.0024 |
0.0005 |
-0.0019 |
-79.2% |
0.0051 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.0% |
0.0000 |
| Volume |
189 |
56 |
-133 |
-70.4% |
1,566 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0087 |
1.0077 |
|
| R3 |
1.0085 |
1.0082 |
1.0075 |
|
| R2 |
1.0080 |
1.0080 |
1.0075 |
|
| R1 |
1.0077 |
1.0077 |
1.0074 |
1.0076 |
| PP |
1.0075 |
1.0075 |
1.0075 |
1.0075 |
| S1 |
1.0072 |
1.0072 |
1.0074 |
1.0071 |
| S2 |
1.0070 |
1.0070 |
1.0073 |
|
| S3 |
1.0065 |
1.0067 |
1.0073 |
|
| S4 |
1.0060 |
1.0062 |
1.0071 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0174 |
1.0150 |
1.0052 |
|
| R3 |
1.0123 |
1.0099 |
1.0038 |
|
| R2 |
1.0072 |
1.0072 |
1.0033 |
|
| R1 |
1.0048 |
1.0048 |
1.0029 |
1.0060 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0027 |
| S1 |
0.9997 |
0.9997 |
1.0019 |
1.0009 |
| S2 |
0.9970 |
0.9970 |
1.0015 |
|
| S3 |
0.9919 |
0.9946 |
1.0010 |
|
| S4 |
0.9868 |
0.9895 |
0.9996 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
1.0091 |
|
1.618 |
1.0086 |
|
1.000 |
1.0083 |
|
0.618 |
1.0081 |
|
HIGH |
1.0078 |
|
0.618 |
1.0076 |
|
0.500 |
1.0076 |
|
0.382 |
1.0075 |
|
LOW |
1.0073 |
|
0.618 |
1.0070 |
|
1.000 |
1.0068 |
|
1.618 |
1.0065 |
|
2.618 |
1.0060 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0062 |
| PP |
1.0075 |
1.0050 |
| S1 |
1.0075 |
1.0039 |
|