CME Canadian Dollar Future December 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 |
1.0000 |
1.0079 |
0.0079 |
0.8% |
1.0000 |
| High |
1.0070 |
1.0086 |
0.0016 |
0.2% |
1.0016 |
| Low |
1.0000 |
1.0070 |
0.0070 |
0.7% |
0.9917 |
| Close |
1.0049 |
1.0078 |
0.0029 |
0.3% |
0.9935 |
| Range |
0.0070 |
0.0016 |
-0.0054 |
-77.1% |
0.0099 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
825 |
719 |
-106 |
-12.8% |
243 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0118 |
1.0087 |
|
| R3 |
1.0110 |
1.0102 |
1.0082 |
|
| R2 |
1.0094 |
1.0094 |
1.0081 |
|
| R1 |
1.0086 |
1.0086 |
1.0079 |
1.0082 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0076 |
| S1 |
1.0070 |
1.0070 |
1.0077 |
1.0066 |
| S2 |
1.0062 |
1.0062 |
1.0075 |
|
| S3 |
1.0046 |
1.0054 |
1.0074 |
|
| S4 |
1.0030 |
1.0038 |
1.0069 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0193 |
0.9989 |
|
| R3 |
1.0154 |
1.0094 |
0.9962 |
|
| R2 |
1.0055 |
1.0055 |
0.9953 |
|
| R1 |
0.9995 |
0.9995 |
0.9944 |
0.9976 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9946 |
| S1 |
0.9896 |
0.9896 |
0.9926 |
0.9877 |
| S2 |
0.9857 |
0.9857 |
0.9917 |
|
| S3 |
0.9758 |
0.9797 |
0.9908 |
|
| S4 |
0.9659 |
0.9698 |
0.9881 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0154 |
|
2.618 |
1.0128 |
|
1.618 |
1.0112 |
|
1.000 |
1.0102 |
|
0.618 |
1.0096 |
|
HIGH |
1.0086 |
|
0.618 |
1.0080 |
|
0.500 |
1.0078 |
|
0.382 |
1.0076 |
|
LOW |
1.0070 |
|
0.618 |
1.0060 |
|
1.000 |
1.0054 |
|
1.618 |
1.0044 |
|
2.618 |
1.0028 |
|
4.250 |
1.0002 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0060 |
| PP |
1.0078 |
1.0041 |
| S1 |
1.0078 |
1.0023 |
|