CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0095 |
-0.0049 |
-0.5% |
0.9998 |
| High |
1.0150 |
1.0116 |
-0.0034 |
-0.3% |
1.0157 |
| Low |
1.0100 |
1.0037 |
-0.0063 |
-0.6% |
0.9945 |
| Close |
1.0116 |
1.0059 |
-0.0057 |
-0.6% |
1.0116 |
| Range |
0.0050 |
0.0079 |
0.0029 |
58.0% |
0.0212 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
1.0% |
0.0000 |
| Volume |
75,913 |
78,920 |
3,007 |
4.0% |
513,694 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0262 |
1.0102 |
|
| R3 |
1.0229 |
1.0183 |
1.0081 |
|
| R2 |
1.0150 |
1.0150 |
1.0073 |
|
| R1 |
1.0104 |
1.0104 |
1.0066 |
1.0088 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0062 |
| S1 |
1.0025 |
1.0025 |
1.0052 |
1.0009 |
| S2 |
0.9992 |
0.9992 |
1.0045 |
|
| S3 |
0.9913 |
0.9946 |
1.0037 |
|
| S4 |
0.9834 |
0.9867 |
1.0016 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0624 |
1.0233 |
|
| R3 |
1.0497 |
1.0412 |
1.0174 |
|
| R2 |
1.0285 |
1.0285 |
1.0155 |
|
| R1 |
1.0200 |
1.0200 |
1.0135 |
1.0243 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0094 |
| S1 |
0.9988 |
0.9988 |
1.0097 |
1.0031 |
| S2 |
0.9861 |
0.9861 |
1.0077 |
|
| S3 |
0.9649 |
0.9776 |
1.0058 |
|
| S4 |
0.9437 |
0.9564 |
0.9999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0157 |
1.0006 |
0.0151 |
1.5% |
0.0070 |
0.7% |
35% |
False |
False |
98,476 |
| 10 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0066 |
0.7% |
54% |
False |
False |
95,345 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0065 |
0.6% |
55% |
False |
False |
86,570 |
| 40 |
1.0157 |
0.9675 |
0.0482 |
4.8% |
0.0074 |
0.7% |
80% |
False |
False |
79,522 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0078 |
0.8% |
83% |
False |
False |
65,430 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0083 |
0.8% |
85% |
False |
False |
49,446 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0090 |
0.9% |
85% |
False |
False |
39,632 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.2% |
0.0095 |
0.9% |
85% |
False |
False |
33,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0323 |
|
1.618 |
1.0244 |
|
1.000 |
1.0195 |
|
0.618 |
1.0165 |
|
HIGH |
1.0116 |
|
0.618 |
1.0086 |
|
0.500 |
1.0077 |
|
0.382 |
1.0067 |
|
LOW |
1.0037 |
|
0.618 |
0.9988 |
|
1.000 |
0.9958 |
|
1.618 |
0.9909 |
|
2.618 |
0.9830 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0097 |
| PP |
1.0071 |
1.0084 |
| S1 |
1.0065 |
1.0072 |
|