CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0100 |
0.0071 |
0.7% |
0.9995 |
| High |
1.0089 |
1.0110 |
0.0021 |
0.2% |
0.9995 |
| Low |
1.0029 |
1.0090 |
0.0061 |
0.6% |
0.9940 |
| Close |
1.0069 |
1.0098 |
0.0029 |
0.3% |
0.9953 |
| Range |
0.0060 |
0.0020 |
-0.0040 |
-66.7% |
0.0055 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
145 |
57 |
-88 |
-60.7% |
450 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0149 |
1.0109 |
|
| R3 |
1.0139 |
1.0129 |
1.0104 |
|
| R2 |
1.0119 |
1.0119 |
1.0102 |
|
| R1 |
1.0109 |
1.0109 |
1.0100 |
1.0104 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0097 |
| S1 |
1.0089 |
1.0089 |
1.0096 |
1.0084 |
| S2 |
1.0079 |
1.0079 |
1.0094 |
|
| S3 |
1.0059 |
1.0069 |
1.0093 |
|
| S4 |
1.0039 |
1.0049 |
1.0087 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0095 |
0.9983 |
|
| R3 |
1.0073 |
1.0040 |
0.9968 |
|
| R2 |
1.0018 |
1.0018 |
0.9963 |
|
| R1 |
0.9985 |
0.9985 |
0.9958 |
0.9974 |
| PP |
0.9963 |
0.9963 |
0.9963 |
0.9957 |
| S1 |
0.9930 |
0.9930 |
0.9948 |
0.9919 |
| S2 |
0.9908 |
0.9908 |
0.9943 |
|
| S3 |
0.9853 |
0.9875 |
0.9938 |
|
| S4 |
0.9798 |
0.9820 |
0.9923 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0162 |
|
1.618 |
1.0142 |
|
1.000 |
1.0130 |
|
0.618 |
1.0122 |
|
HIGH |
1.0110 |
|
0.618 |
1.0102 |
|
0.500 |
1.0100 |
|
0.382 |
1.0098 |
|
LOW |
1.0090 |
|
0.618 |
1.0078 |
|
1.000 |
1.0070 |
|
1.618 |
1.0058 |
|
2.618 |
1.0038 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0080 |
| PP |
1.0099 |
1.0063 |
| S1 |
1.0099 |
1.0045 |
|