CME Canadian Dollar Future September 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1.0014 |
0.9936 |
-0.0078 |
-0.8% |
0.9930 |
High |
1.0014 |
0.9980 |
-0.0034 |
-0.3% |
1.0110 |
Low |
0.9930 |
0.9936 |
0.0006 |
0.1% |
0.9910 |
Close |
0.9931 |
0.9968 |
0.0037 |
0.4% |
1.0072 |
Range |
0.0084 |
0.0044 |
-0.0040 |
-47.6% |
0.0200 |
ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
Volume |
122 |
192 |
70 |
57.4% |
336 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0093 |
1.0075 |
0.9992 |
|
R3 |
1.0049 |
1.0031 |
0.9980 |
|
R2 |
1.0005 |
1.0005 |
0.9976 |
|
R1 |
0.9987 |
0.9987 |
0.9972 |
0.9996 |
PP |
0.9961 |
0.9961 |
0.9961 |
0.9966 |
S1 |
0.9943 |
0.9943 |
0.9964 |
0.9952 |
S2 |
0.9917 |
0.9917 |
0.9960 |
|
S3 |
0.9873 |
0.9899 |
0.9956 |
|
S4 |
0.9829 |
0.9855 |
0.9944 |
|
|
Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0631 |
1.0551 |
1.0182 |
|
R3 |
1.0431 |
1.0351 |
1.0127 |
|
R2 |
1.0231 |
1.0231 |
1.0109 |
|
R1 |
1.0151 |
1.0151 |
1.0090 |
1.0191 |
PP |
1.0031 |
1.0031 |
1.0031 |
1.0051 |
S1 |
0.9951 |
0.9951 |
1.0054 |
0.9991 |
S2 |
0.9831 |
0.9831 |
1.0035 |
|
S3 |
0.9631 |
0.9751 |
1.0017 |
|
S4 |
0.9431 |
0.9551 |
0.9962 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0167 |
2.618 |
1.0095 |
1.618 |
1.0051 |
1.000 |
1.0024 |
0.618 |
1.0007 |
HIGH |
0.9980 |
0.618 |
0.9963 |
0.500 |
0.9958 |
0.382 |
0.9953 |
LOW |
0.9936 |
0.618 |
0.9909 |
1.000 |
0.9892 |
1.618 |
0.9865 |
2.618 |
0.9821 |
4.250 |
0.9749 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9965 |
0.9995 |
PP |
0.9961 |
0.9986 |
S1 |
0.9958 |
0.9977 |
|