CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
1.0020 |
0.0037 |
0.4% |
0.9998 |
| High |
1.0024 |
1.0106 |
0.0082 |
0.8% |
1.0157 |
| Low |
0.9972 |
1.0006 |
0.0034 |
0.3% |
0.9945 |
| Close |
1.0009 |
1.0102 |
0.0093 |
0.9% |
1.0116 |
| Range |
0.0052 |
0.0100 |
0.0048 |
92.3% |
0.0212 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.0% |
0.0000 |
| Volume |
85,439 |
107,060 |
21,621 |
25.3% |
513,694 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0337 |
1.0157 |
|
| R3 |
1.0271 |
1.0237 |
1.0130 |
|
| R2 |
1.0171 |
1.0171 |
1.0120 |
|
| R1 |
1.0137 |
1.0137 |
1.0111 |
1.0154 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0080 |
| S1 |
1.0037 |
1.0037 |
1.0093 |
1.0054 |
| S2 |
0.9971 |
0.9971 |
1.0084 |
|
| S3 |
0.9871 |
0.9937 |
1.0075 |
|
| S4 |
0.9771 |
0.9837 |
1.0047 |
|
|
| 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 |
1.0150 |
0.9968 |
0.0182 |
1.8% |
0.0075 |
0.7% |
74% |
False |
False |
92,262 |
| 10 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0071 |
0.7% |
74% |
False |
False |
97,102 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0069 |
0.7% |
75% |
False |
False |
91,373 |
| 40 |
1.0157 |
0.9711 |
0.0446 |
4.4% |
0.0073 |
0.7% |
88% |
False |
False |
82,460 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0076 |
0.8% |
91% |
False |
False |
70,161 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0082 |
0.8% |
92% |
False |
False |
53,268 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0090 |
0.9% |
92% |
False |
False |
42,682 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.2% |
0.0094 |
0.9% |
90% |
False |
False |
35,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0531 |
|
2.618 |
1.0368 |
|
1.618 |
1.0268 |
|
1.000 |
1.0206 |
|
0.618 |
1.0168 |
|
HIGH |
1.0106 |
|
0.618 |
1.0068 |
|
0.500 |
1.0056 |
|
0.382 |
1.0044 |
|
LOW |
1.0006 |
|
0.618 |
0.9944 |
|
1.000 |
0.9906 |
|
1.618 |
0.9844 |
|
2.618 |
0.9744 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0080 |
| PP |
1.0071 |
1.0059 |
| S1 |
1.0056 |
1.0037 |
|