CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9957 |
1.0042 |
0.0085 |
0.9% |
1.0025 |
| High |
1.0035 |
1.0047 |
0.0012 |
0.1% |
1.0047 |
| Low |
0.9957 |
1.0034 |
0.0077 |
0.8% |
0.9910 |
| Close |
1.0035 |
1.0034 |
-0.0001 |
0.0% |
1.0034 |
| Range |
0.0078 |
0.0013 |
-0.0065 |
-83.3% |
0.0137 |
| ATR |
0.0050 |
0.0047 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
60 |
32 |
-28 |
-46.7% |
594 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0069 |
1.0041 |
|
| R3 |
1.0064 |
1.0056 |
1.0038 |
|
| R2 |
1.0051 |
1.0051 |
1.0036 |
|
| R1 |
1.0043 |
1.0043 |
1.0035 |
1.0041 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0037 |
| S1 |
1.0030 |
1.0030 |
1.0033 |
1.0028 |
| S2 |
1.0025 |
1.0025 |
1.0032 |
|
| S3 |
1.0012 |
1.0017 |
1.0030 |
|
| S4 |
0.9999 |
1.0004 |
1.0027 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0358 |
1.0109 |
|
| R3 |
1.0271 |
1.0221 |
1.0072 |
|
| R2 |
1.0134 |
1.0134 |
1.0059 |
|
| R1 |
1.0084 |
1.0084 |
1.0047 |
1.0109 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0010 |
| S1 |
0.9947 |
0.9947 |
1.0021 |
0.9972 |
| S2 |
0.9860 |
0.9860 |
1.0009 |
|
| S3 |
0.9723 |
0.9810 |
0.9996 |
|
| S4 |
0.9586 |
0.9673 |
0.9959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0102 |
|
2.618 |
1.0081 |
|
1.618 |
1.0068 |
|
1.000 |
1.0060 |
|
0.618 |
1.0055 |
|
HIGH |
1.0047 |
|
0.618 |
1.0042 |
|
0.500 |
1.0041 |
|
0.382 |
1.0039 |
|
LOW |
1.0034 |
|
0.618 |
1.0026 |
|
1.000 |
1.0021 |
|
1.618 |
1.0013 |
|
2.618 |
1.0000 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0041 |
1.0020 |
| PP |
1.0038 |
1.0005 |
| S1 |
1.0036 |
0.9991 |
|