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 |
|