CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
0.9983 |
-0.0069 |
-0.7% |
0.9998 |
| High |
1.0061 |
1.0024 |
-0.0037 |
-0.4% |
1.0157 |
| Low |
0.9968 |
0.9972 |
0.0004 |
0.0% |
0.9945 |
| Close |
0.9972 |
1.0009 |
0.0037 |
0.4% |
1.0116 |
| Range |
0.0093 |
0.0052 |
-0.0041 |
-44.1% |
0.0212 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
113,978 |
85,439 |
-28,539 |
-25.0% |
513,694 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0135 |
1.0038 |
|
| R3 |
1.0106 |
1.0083 |
1.0023 |
|
| R2 |
1.0054 |
1.0054 |
1.0019 |
|
| R1 |
1.0031 |
1.0031 |
1.0014 |
1.0043 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0007 |
| S1 |
0.9979 |
0.9979 |
1.0004 |
0.9991 |
| S2 |
0.9950 |
0.9950 |
0.9999 |
|
| S3 |
0.9898 |
0.9927 |
0.9995 |
|
| S4 |
0.9846 |
0.9875 |
0.9980 |
|
|
| 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 |
0.9968 |
0.0189 |
1.9% |
0.0067 |
0.7% |
22% |
False |
False |
90,279 |
| 10 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0067 |
0.7% |
30% |
False |
False |
95,447 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.2% |
0.0067 |
0.7% |
31% |
False |
False |
89,452 |
| 40 |
1.0157 |
0.9711 |
0.0446 |
4.5% |
0.0072 |
0.7% |
67% |
False |
False |
81,258 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0076 |
0.8% |
75% |
False |
False |
68,484 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0082 |
0.8% |
78% |
False |
False |
51,935 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0090 |
0.9% |
78% |
False |
False |
41,623 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0094 |
0.9% |
79% |
False |
False |
34,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0245 |
|
2.618 |
1.0160 |
|
1.618 |
1.0108 |
|
1.000 |
1.0076 |
|
0.618 |
1.0056 |
|
HIGH |
1.0024 |
|
0.618 |
1.0004 |
|
0.500 |
0.9998 |
|
0.382 |
0.9992 |
|
LOW |
0.9972 |
|
0.618 |
0.9940 |
|
1.000 |
0.9920 |
|
1.618 |
0.9888 |
|
2.618 |
0.9836 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
1.0042 |
| PP |
1.0002 |
1.0031 |
| S1 |
0.9998 |
1.0020 |
|