CME Canadian Dollar Future June 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 |
0.9966 |
1.0003 |
0.0037 |
0.4% |
0.9973 |
| High |
1.0003 |
1.0085 |
0.0082 |
0.8% |
1.0133 |
| Low |
0.9952 |
0.9987 |
0.0035 |
0.4% |
0.9926 |
| Close |
0.9989 |
1.0082 |
0.0093 |
0.9% |
1.0095 |
| Range |
0.0051 |
0.0098 |
0.0047 |
92.2% |
0.0207 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.6% |
0.0000 |
| Volume |
5,514 |
8,411 |
2,897 |
52.5% |
4,566 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0312 |
1.0136 |
|
| R3 |
1.0247 |
1.0214 |
1.0109 |
|
| R2 |
1.0149 |
1.0149 |
1.0100 |
|
| R1 |
1.0116 |
1.0116 |
1.0091 |
1.0133 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0060 |
| S1 |
1.0018 |
1.0018 |
1.0073 |
1.0035 |
| S2 |
0.9953 |
0.9953 |
1.0064 |
|
| S3 |
0.9855 |
0.9920 |
1.0055 |
|
| S4 |
0.9757 |
0.9822 |
1.0028 |
|
|
| 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 |
1.0126 |
0.9949 |
0.0177 |
1.8% |
0.0072 |
0.7% |
75% |
False |
False |
4,166 |
| 10 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0066 |
0.7% |
75% |
False |
False |
2,503 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
76% |
False |
False |
1,424 |
| 40 |
1.0133 |
0.9695 |
0.0438 |
4.3% |
0.0062 |
0.6% |
88% |
False |
False |
792 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0063 |
0.6% |
91% |
False |
False |
578 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0065 |
0.6% |
92% |
False |
False |
467 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
92% |
False |
False |
381 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
7.9% |
0.0062 |
0.6% |
90% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0342 |
|
1.618 |
1.0244 |
|
1.000 |
1.0183 |
|
0.618 |
1.0146 |
|
HIGH |
1.0085 |
|
0.618 |
1.0048 |
|
0.500 |
1.0036 |
|
0.382 |
1.0024 |
|
LOW |
0.9987 |
|
0.618 |
0.9926 |
|
1.000 |
0.9889 |
|
1.618 |
0.9828 |
|
2.618 |
0.9730 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0060 |
| PP |
1.0051 |
1.0039 |
| S1 |
1.0036 |
1.0017 |
|