CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0125 |
0.0035 |
0.3% |
0.9973 |
| High |
1.0133 |
1.0126 |
-0.0007 |
-0.1% |
1.0133 |
| Low |
1.0078 |
1.0082 |
0.0004 |
0.0% |
0.9926 |
| Close |
1.0121 |
1.0095 |
-0.0026 |
-0.3% |
1.0095 |
| Range |
0.0055 |
0.0044 |
-0.0011 |
-20.0% |
0.0207 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1,524 |
1,022 |
-502 |
-32.9% |
4,566 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0233 |
1.0208 |
1.0119 |
|
| R3 |
1.0189 |
1.0164 |
1.0107 |
|
| R2 |
1.0145 |
1.0145 |
1.0103 |
|
| R1 |
1.0120 |
1.0120 |
1.0099 |
1.0111 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0096 |
| S1 |
1.0076 |
1.0076 |
1.0091 |
1.0067 |
| S2 |
1.0057 |
1.0057 |
1.0087 |
|
| S3 |
1.0013 |
1.0032 |
1.0083 |
|
| S4 |
0.9969 |
0.9988 |
1.0071 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0591 |
1.0209 |
|
| R3 |
1.0465 |
1.0384 |
1.0152 |
|
| R2 |
1.0258 |
1.0258 |
1.0133 |
|
| R1 |
1.0177 |
1.0177 |
1.0114 |
1.0218 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0072 |
| S1 |
0.9970 |
0.9970 |
1.0076 |
1.0011 |
| S2 |
0.9844 |
0.9844 |
1.0057 |
|
| S3 |
0.9637 |
0.9763 |
1.0038 |
|
| S4 |
0.9430 |
0.9556 |
0.9981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0062 |
0.6% |
82% |
False |
False |
913 |
| 10 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0057 |
0.6% |
82% |
False |
False |
737 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0058 |
0.6% |
82% |
False |
False |
463 |
| 40 |
1.0133 |
0.9664 |
0.0469 |
4.6% |
0.0063 |
0.6% |
92% |
False |
False |
314 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0064 |
0.6% |
93% |
False |
False |
255 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
94% |
False |
False |
221 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0062 |
0.6% |
94% |
False |
False |
186 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
7.9% |
0.0060 |
0.6% |
92% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0241 |
|
1.618 |
1.0197 |
|
1.000 |
1.0170 |
|
0.618 |
1.0153 |
|
HIGH |
1.0126 |
|
0.618 |
1.0109 |
|
0.500 |
1.0104 |
|
0.382 |
1.0099 |
|
LOW |
1.0082 |
|
0.618 |
1.0055 |
|
1.000 |
1.0038 |
|
1.618 |
1.0011 |
|
2.618 |
0.9967 |
|
4.250 |
0.9895 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0091 |
| PP |
1.0101 |
1.0086 |
| S1 |
1.0098 |
1.0082 |
|