CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0031 |
-0.0044 |
-0.4% |
0.9973 |
| High |
1.0095 |
1.0039 |
-0.0056 |
-0.6% |
1.0133 |
| Low |
1.0018 |
0.9949 |
-0.0069 |
-0.7% |
0.9926 |
| Close |
1.0039 |
0.9952 |
-0.0087 |
-0.9% |
1.0095 |
| Range |
0.0077 |
0.0090 |
0.0013 |
16.9% |
0.0207 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.9% |
0.0000 |
| Volume |
1,973 |
3,912 |
1,939 |
98.3% |
4,566 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0191 |
1.0002 |
|
| R3 |
1.0160 |
1.0101 |
0.9977 |
|
| R2 |
1.0070 |
1.0070 |
0.9969 |
|
| R1 |
1.0011 |
1.0011 |
0.9960 |
0.9996 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9972 |
| S1 |
0.9921 |
0.9921 |
0.9944 |
0.9906 |
| S2 |
0.9890 |
0.9890 |
0.9936 |
|
| S3 |
0.9800 |
0.9831 |
0.9927 |
|
| S4 |
0.9710 |
0.9741 |
0.9903 |
|
|
| 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 |
0.9949 |
0.0184 |
1.8% |
0.0073 |
0.7% |
2% |
False |
True |
1,833 |
| 10 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0062 |
0.6% |
13% |
False |
False |
1,229 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0059 |
0.6% |
14% |
False |
False |
740 |
| 40 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0063 |
0.6% |
61% |
False |
False |
455 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.7% |
0.0065 |
0.6% |
68% |
False |
False |
352 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
72% |
False |
False |
294 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
72% |
False |
False |
244 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0061 |
0.6% |
74% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0275 |
|
1.618 |
1.0185 |
|
1.000 |
1.0129 |
|
0.618 |
1.0095 |
|
HIGH |
1.0039 |
|
0.618 |
1.0005 |
|
0.500 |
0.9994 |
|
0.382 |
0.9983 |
|
LOW |
0.9949 |
|
0.618 |
0.9893 |
|
1.000 |
0.9859 |
|
1.618 |
0.9803 |
|
2.618 |
0.9713 |
|
4.250 |
0.9567 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
1.0038 |
| PP |
0.9980 |
1.0009 |
| S1 |
0.9966 |
0.9981 |
|