CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0052 |
-0.0043 |
-0.4% |
0.9998 |
| High |
1.0116 |
1.0061 |
-0.0055 |
-0.5% |
1.0157 |
| Low |
1.0037 |
0.9968 |
-0.0069 |
-0.7% |
0.9945 |
| Close |
1.0059 |
0.9972 |
-0.0087 |
-0.9% |
1.0116 |
| Range |
0.0079 |
0.0093 |
0.0014 |
17.7% |
0.0212 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.3% |
0.0000 |
| Volume |
78,920 |
113,978 |
35,058 |
44.4% |
513,694 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0219 |
1.0023 |
|
| R3 |
1.0186 |
1.0126 |
0.9998 |
|
| R2 |
1.0093 |
1.0093 |
0.9989 |
|
| R1 |
1.0033 |
1.0033 |
0.9981 |
1.0017 |
| PP |
1.0000 |
1.0000 |
1.0000 |
0.9992 |
| S1 |
0.9940 |
0.9940 |
0.9963 |
0.9924 |
| S2 |
0.9907 |
0.9907 |
0.9955 |
|
| S3 |
0.9814 |
0.9847 |
0.9946 |
|
| S4 |
0.9721 |
0.9754 |
0.9921 |
|
|
| 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 |
0.9968 |
0.0189 |
1.9% |
0.0079 |
0.8% |
2% |
False |
True |
102,867 |
| 10 |
1.0157 |
0.9945 |
0.0212 |
2.1% |
0.0068 |
0.7% |
13% |
False |
False |
96,473 |
| 20 |
1.0157 |
0.9941 |
0.0216 |
2.2% |
0.0067 |
0.7% |
14% |
False |
False |
88,819 |
| 40 |
1.0157 |
0.9675 |
0.0482 |
4.8% |
0.0073 |
0.7% |
62% |
False |
False |
80,685 |
| 60 |
1.0157 |
0.9573 |
0.0584 |
5.9% |
0.0078 |
0.8% |
68% |
False |
False |
67,191 |
| 80 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0083 |
0.8% |
72% |
False |
False |
50,868 |
| 100 |
1.0157 |
0.9485 |
0.0672 |
6.7% |
0.0091 |
0.9% |
72% |
False |
False |
40,770 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0094 |
0.9% |
74% |
False |
False |
34,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0304 |
|
1.618 |
1.0211 |
|
1.000 |
1.0154 |
|
0.618 |
1.0118 |
|
HIGH |
1.0061 |
|
0.618 |
1.0025 |
|
0.500 |
1.0015 |
|
0.382 |
1.0004 |
|
LOW |
0.9968 |
|
0.618 |
0.9911 |
|
1.000 |
0.9875 |
|
1.618 |
0.9818 |
|
2.618 |
0.9725 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0059 |
| PP |
1.0000 |
1.0030 |
| S1 |
0.9986 |
1.0001 |
|