CME Canadian Dollar Future June 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 |
1.0036 |
1.0090 |
0.0054 |
0.5% |
1.0040 |
| High |
1.0132 |
1.0133 |
0.0001 |
0.0% |
1.0065 |
| Low |
1.0031 |
1.0078 |
0.0047 |
0.5% |
0.9960 |
| Close |
1.0090 |
1.0121 |
0.0031 |
0.3% |
0.9972 |
| Range |
0.0101 |
0.0055 |
-0.0046 |
-45.5% |
0.0105 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
734 |
1,524 |
790 |
107.6% |
2,568 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0253 |
1.0151 |
|
| R3 |
1.0221 |
1.0198 |
1.0136 |
|
| R2 |
1.0166 |
1.0166 |
1.0131 |
|
| R1 |
1.0143 |
1.0143 |
1.0126 |
1.0155 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0116 |
| S1 |
1.0088 |
1.0088 |
1.0116 |
1.0100 |
| S2 |
1.0056 |
1.0056 |
1.0111 |
|
| S3 |
1.0001 |
1.0033 |
1.0106 |
|
| S4 |
0.9946 |
0.9978 |
1.0091 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0248 |
1.0030 |
|
| R3 |
1.0209 |
1.0143 |
1.0001 |
|
| R2 |
1.0104 |
1.0104 |
0.9991 |
|
| R1 |
1.0038 |
1.0038 |
0.9982 |
1.0019 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9989 |
| S1 |
0.9933 |
0.9933 |
0.9962 |
0.9914 |
| S2 |
0.9894 |
0.9894 |
0.9953 |
|
| S3 |
0.9789 |
0.9828 |
0.9943 |
|
| S4 |
0.9684 |
0.9723 |
0.9914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
0.9926 |
0.0207 |
2.0% |
0.0060 |
0.6% |
94% |
True |
False |
840 |
| 10 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0062 |
0.6% |
94% |
True |
False |
667 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0058 |
0.6% |
94% |
True |
False |
417 |
| 40 |
1.0133 |
0.9664 |
0.0469 |
4.6% |
0.0062 |
0.6% |
97% |
True |
False |
298 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0065 |
0.6% |
98% |
True |
False |
238 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0064 |
0.6% |
98% |
True |
False |
208 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.4% |
0.0063 |
0.6% |
98% |
True |
False |
177 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
7.9% |
0.0060 |
0.6% |
95% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0367 |
|
2.618 |
1.0277 |
|
1.618 |
1.0222 |
|
1.000 |
1.0188 |
|
0.618 |
1.0167 |
|
HIGH |
1.0133 |
|
0.618 |
1.0112 |
|
0.500 |
1.0106 |
|
0.382 |
1.0099 |
|
LOW |
1.0078 |
|
0.618 |
1.0044 |
|
1.000 |
1.0023 |
|
1.618 |
0.9989 |
|
2.618 |
0.9934 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0102 |
| PP |
1.0111 |
1.0082 |
| S1 |
1.0106 |
1.0063 |
|