CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0095 |
0.0075 |
0.7% |
1.0095 |
| High |
1.0106 |
1.0127 |
0.0021 |
0.2% |
1.0127 |
| Low |
1.0006 |
1.0058 |
0.0052 |
0.5% |
0.9968 |
| Close |
1.0102 |
1.0098 |
-0.0004 |
0.0% |
1.0098 |
| Range |
0.0100 |
0.0069 |
-0.0031 |
-31.0% |
0.0159 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
107,060 |
110,018 |
2,958 |
2.8% |
495,415 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0269 |
1.0136 |
|
| R3 |
1.0232 |
1.0200 |
1.0117 |
|
| R2 |
1.0163 |
1.0163 |
1.0111 |
|
| R1 |
1.0131 |
1.0131 |
1.0104 |
1.0147 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0103 |
| S1 |
1.0062 |
1.0062 |
1.0092 |
1.0078 |
| S2 |
1.0025 |
1.0025 |
1.0085 |
|
| S3 |
0.9956 |
0.9993 |
1.0079 |
|
| S4 |
0.9887 |
0.9924 |
1.0060 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0541 |
1.0479 |
1.0185 |
|
| R3 |
1.0382 |
1.0320 |
1.0142 |
|
| R2 |
1.0223 |
1.0223 |
1.0127 |
|
| R1 |
1.0161 |
1.0161 |
1.0113 |
1.0192 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0080 |
| S1 |
1.0002 |
1.0002 |
1.0083 |
1.0033 |
| S2 |
0.9905 |
0.9905 |
1.0069 |
|
| S3 |
0.9746 |
0.9843 |
1.0054 |
|
| S4 |
0.9587 |
0.9684 |
1.0011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0127 |
0.9968 |
0.0159 |
1.6% |
0.0079 |
0.8% |
82% |
True |
False |
99,083 |
| 10 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0074 |
0.7% |
72% |
False |
False |
100,910 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0069 |
0.7% |
73% |
False |
False |
93,221 |
| 40 |
1.0157 |
0.9711 |
0.0446 |
4.4% |
0.0073 |
0.7% |
87% |
False |
False |
83,776 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0076 |
0.8% |
90% |
False |
False |
71,709 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0081 |
0.8% |
91% |
False |
False |
54,641 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0089 |
0.9% |
91% |
False |
False |
43,778 |
| 120 |
1.0157 |
0.9359 |
0.0798 |
7.9% |
0.0094 |
0.9% |
93% |
False |
False |
36,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0308 |
|
1.618 |
1.0239 |
|
1.000 |
1.0196 |
|
0.618 |
1.0170 |
|
HIGH |
1.0127 |
|
0.618 |
1.0101 |
|
0.500 |
1.0093 |
|
0.382 |
1.0084 |
|
LOW |
1.0058 |
|
0.618 |
1.0015 |
|
1.000 |
0.9989 |
|
1.618 |
0.9946 |
|
2.618 |
0.9877 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0082 |
| PP |
1.0094 |
1.0066 |
| S1 |
1.0093 |
1.0050 |
|