CME Canadian Dollar Future December 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 |
0.9920 |
0.9935 |
0.0015 |
0.2% |
0.9900 |
| High |
0.9930 |
0.9950 |
0.0020 |
0.2% |
1.0086 |
| Low |
0.9910 |
0.9935 |
0.0025 |
0.3% |
0.9900 |
| Close |
0.9910 |
0.9947 |
0.0037 |
0.4% |
1.0051 |
| Range |
0.0020 |
0.0015 |
-0.0005 |
-25.0% |
0.0186 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
272 |
62 |
-210 |
-77.2% |
2,283 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9983 |
0.9955 |
|
| R3 |
0.9974 |
0.9968 |
0.9951 |
|
| R2 |
0.9959 |
0.9959 |
0.9950 |
|
| R1 |
0.9953 |
0.9953 |
0.9948 |
0.9956 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9946 |
| S1 |
0.9938 |
0.9938 |
0.9946 |
0.9941 |
| S2 |
0.9929 |
0.9929 |
0.9944 |
|
| S3 |
0.9914 |
0.9923 |
0.9943 |
|
| S4 |
0.9899 |
0.9908 |
0.9939 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0497 |
1.0153 |
|
| R3 |
1.0384 |
1.0311 |
1.0102 |
|
| R2 |
1.0198 |
1.0198 |
1.0085 |
|
| R1 |
1.0125 |
1.0125 |
1.0068 |
1.0162 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0031 |
| S1 |
0.9939 |
0.9939 |
1.0034 |
0.9976 |
| S2 |
0.9826 |
0.9826 |
1.0017 |
|
| S3 |
0.9640 |
0.9753 |
1.0000 |
|
| S4 |
0.9454 |
0.9567 |
0.9949 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9989 |
|
1.618 |
0.9974 |
|
1.000 |
0.9965 |
|
0.618 |
0.9959 |
|
HIGH |
0.9950 |
|
0.618 |
0.9944 |
|
0.500 |
0.9943 |
|
0.382 |
0.9941 |
|
LOW |
0.9935 |
|
0.618 |
0.9926 |
|
1.000 |
0.9920 |
|
1.618 |
0.9911 |
|
2.618 |
0.9896 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
0.9968 |
| PP |
0.9944 |
0.9961 |
| S1 |
0.9943 |
0.9954 |
|