CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0144 |
0.0042 |
0.4% |
0.9998 |
| High |
1.0157 |
1.0150 |
-0.0007 |
-0.1% |
1.0157 |
| Low |
1.0096 |
1.0100 |
0.0004 |
0.0% |
0.9945 |
| Close |
1.0142 |
1.0116 |
-0.0026 |
-0.3% |
1.0116 |
| Range |
0.0061 |
0.0050 |
-0.0011 |
-18.0% |
0.0212 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
97,147 |
75,913 |
-21,234 |
-21.9% |
513,694 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0244 |
1.0144 |
|
| R3 |
1.0222 |
1.0194 |
1.0130 |
|
| R2 |
1.0172 |
1.0172 |
1.0125 |
|
| R1 |
1.0144 |
1.0144 |
1.0121 |
1.0133 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0117 |
| S1 |
1.0094 |
1.0094 |
1.0111 |
1.0083 |
| S2 |
1.0072 |
1.0072 |
1.0107 |
|
| S3 |
1.0022 |
1.0044 |
1.0102 |
|
| S4 |
0.9972 |
0.9994 |
1.0089 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0624 |
1.0233 |
|
| R3 |
1.0497 |
1.0412 |
1.0174 |
|
| R2 |
1.0285 |
1.0285 |
1.0155 |
|
| R1 |
1.0200 |
1.0200 |
1.0135 |
1.0243 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0094 |
| S1 |
0.9988 |
0.9988 |
1.0097 |
1.0031 |
| S2 |
0.9861 |
0.9861 |
1.0077 |
|
| S3 |
0.9649 |
0.9776 |
1.0058 |
|
| S4 |
0.9437 |
0.9564 |
0.9999 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0069 |
0.7% |
81% |
False |
False |
102,738 |
| 10 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0063 |
0.6% |
81% |
False |
False |
94,804 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.1% |
0.0067 |
0.7% |
81% |
False |
False |
87,247 |
| 40 |
1.0157 |
0.9675 |
0.0482 |
4.8% |
0.0074 |
0.7% |
91% |
False |
False |
79,389 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.8% |
0.0078 |
0.8% |
93% |
False |
False |
64,155 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.6% |
0.0083 |
0.8% |
94% |
False |
False |
48,465 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.6% |
0.0091 |
0.9% |
94% |
False |
False |
38,846 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.2% |
0.0095 |
0.9% |
91% |
False |
False |
32,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0281 |
|
1.618 |
1.0231 |
|
1.000 |
1.0200 |
|
0.618 |
1.0181 |
|
HIGH |
1.0150 |
|
0.618 |
1.0131 |
|
0.500 |
1.0125 |
|
0.382 |
1.0119 |
|
LOW |
1.0100 |
|
0.618 |
1.0069 |
|
1.000 |
1.0050 |
|
1.618 |
1.0019 |
|
2.618 |
0.9969 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0125 |
1.0111 |
| PP |
1.0122 |
1.0105 |
| S1 |
1.0119 |
1.0100 |
|