CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9954 |
0.9992 |
0.0038 |
0.4% |
1.0078 |
| High |
0.9966 |
1.0030 |
0.0064 |
0.6% |
1.0078 |
| Low |
0.9914 |
0.9992 |
0.0078 |
0.8% |
0.9914 |
| Close |
0.9955 |
1.0016 |
0.0061 |
0.6% |
0.9955 |
| Range |
0.0052 |
0.0038 |
-0.0014 |
-26.9% |
0.0164 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.9% |
0.0000 |
| Volume |
85 |
254 |
169 |
198.8% |
361 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0109 |
1.0037 |
|
| R3 |
1.0089 |
1.0071 |
1.0026 |
|
| R2 |
1.0051 |
1.0051 |
1.0023 |
|
| R1 |
1.0033 |
1.0033 |
1.0019 |
1.0042 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0017 |
| S1 |
0.9995 |
0.9995 |
1.0013 |
1.0004 |
| S2 |
0.9975 |
0.9975 |
1.0009 |
|
| S3 |
0.9937 |
0.9957 |
1.0006 |
|
| S4 |
0.9899 |
0.9919 |
0.9995 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0379 |
1.0045 |
|
| R3 |
1.0310 |
1.0215 |
1.0000 |
|
| R2 |
1.0146 |
1.0146 |
0.9985 |
|
| R1 |
1.0051 |
1.0051 |
0.9970 |
1.0017 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9965 |
| S1 |
0.9887 |
0.9887 |
0.9940 |
0.9853 |
| S2 |
0.9818 |
0.9818 |
0.9925 |
|
| S3 |
0.9654 |
0.9723 |
0.9910 |
|
| S4 |
0.9490 |
0.9559 |
0.9865 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0192 |
|
2.618 |
1.0129 |
|
1.618 |
1.0091 |
|
1.000 |
1.0068 |
|
0.618 |
1.0053 |
|
HIGH |
1.0030 |
|
0.618 |
1.0015 |
|
0.500 |
1.0011 |
|
0.382 |
1.0007 |
|
LOW |
0.9992 |
|
0.618 |
0.9969 |
|
1.000 |
0.9954 |
|
1.618 |
0.9931 |
|
2.618 |
0.9893 |
|
4.250 |
0.9831 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0001 |
| PP |
1.0013 |
0.9987 |
| S1 |
1.0011 |
0.9972 |
|