CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
1.0102 |
0.0060 |
0.6% |
1.0059 |
| High |
1.0154 |
1.0157 |
0.0003 |
0.0% |
1.0090 |
| Low |
1.0042 |
1.0096 |
0.0054 |
0.5% |
0.9974 |
| Close |
1.0111 |
1.0142 |
0.0031 |
0.3% |
0.9992 |
| Range |
0.0112 |
0.0061 |
-0.0051 |
-45.5% |
0.0116 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
148,379 |
97,147 |
-51,232 |
-34.5% |
360,842 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0289 |
1.0176 |
|
| R3 |
1.0254 |
1.0228 |
1.0159 |
|
| R2 |
1.0193 |
1.0193 |
1.0153 |
|
| R1 |
1.0167 |
1.0167 |
1.0148 |
1.0180 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0138 |
| S1 |
1.0106 |
1.0106 |
1.0136 |
1.0119 |
| S2 |
1.0071 |
1.0071 |
1.0131 |
|
| S3 |
1.0010 |
1.0045 |
1.0125 |
|
| S4 |
0.9949 |
0.9984 |
1.0108 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0295 |
1.0056 |
|
| R3 |
1.0251 |
1.0179 |
1.0024 |
|
| R2 |
1.0135 |
1.0135 |
1.0013 |
|
| R1 |
1.0063 |
1.0063 |
1.0003 |
1.0041 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0008 |
| S1 |
0.9947 |
0.9947 |
0.9981 |
0.9925 |
| S2 |
0.9903 |
0.9903 |
0.9971 |
|
| S3 |
0.9787 |
0.9831 |
0.9960 |
|
| S4 |
0.9671 |
0.9715 |
0.9928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0067 |
0.7% |
93% |
True |
False |
101,943 |
| 10 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0068 |
0.7% |
93% |
True |
False |
97,065 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0066 |
0.7% |
93% |
True |
False |
86,556 |
| 40 |
1.0157 |
0.9675 |
0.0482 |
4.8% |
0.0074 |
0.7% |
97% |
True |
False |
78,847 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0079 |
0.8% |
97% |
True |
False |
62,913 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.6% |
0.0084 |
0.8% |
98% |
True |
False |
47,519 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.6% |
0.0092 |
0.9% |
98% |
True |
False |
38,089 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.2% |
0.0095 |
0.9% |
95% |
False |
False |
31,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0317 |
|
1.618 |
1.0256 |
|
1.000 |
1.0218 |
|
0.618 |
1.0195 |
|
HIGH |
1.0157 |
|
0.618 |
1.0134 |
|
0.500 |
1.0127 |
|
0.382 |
1.0119 |
|
LOW |
1.0096 |
|
0.618 |
1.0058 |
|
1.000 |
1.0035 |
|
1.618 |
0.9997 |
|
2.618 |
0.9936 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0137 |
1.0122 |
| PP |
1.0132 |
1.0102 |
| S1 |
1.0127 |
1.0082 |
|