CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0075 |
-0.0050 |
-0.5% |
0.9973 |
| High |
1.0126 |
1.0095 |
-0.0031 |
-0.3% |
1.0133 |
| Low |
1.0082 |
1.0018 |
-0.0064 |
-0.6% |
0.9926 |
| Close |
1.0095 |
1.0039 |
-0.0056 |
-0.6% |
1.0095 |
| Range |
0.0044 |
0.0077 |
0.0033 |
75.0% |
0.0207 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,022 |
1,973 |
951 |
93.1% |
4,566 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0237 |
1.0081 |
|
| R3 |
1.0205 |
1.0160 |
1.0060 |
|
| R2 |
1.0128 |
1.0128 |
1.0053 |
|
| R1 |
1.0083 |
1.0083 |
1.0046 |
1.0067 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0043 |
| S1 |
1.0006 |
1.0006 |
1.0032 |
0.9990 |
| S2 |
0.9974 |
0.9974 |
1.0025 |
|
| S3 |
0.9897 |
0.9929 |
1.0018 |
|
| S4 |
0.9820 |
0.9852 |
0.9997 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0672 |
1.0591 |
1.0209 |
|
| R3 |
1.0465 |
1.0384 |
1.0152 |
|
| R2 |
1.0258 |
1.0258 |
1.0133 |
|
| R1 |
1.0177 |
1.0177 |
1.0114 |
1.0218 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0072 |
| S1 |
0.9970 |
0.9970 |
1.0076 |
1.0011 |
| S2 |
0.9844 |
0.9844 |
1.0057 |
|
| S3 |
0.9637 |
0.9763 |
1.0038 |
|
| S4 |
0.9430 |
0.9556 |
0.9981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0133 |
0.9993 |
0.0140 |
1.4% |
0.0063 |
0.6% |
33% |
False |
False |
1,228 |
| 10 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0060 |
0.6% |
55% |
False |
False |
910 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0057 |
0.6% |
55% |
False |
False |
558 |
| 40 |
1.0133 |
0.9664 |
0.0469 |
4.7% |
0.0063 |
0.6% |
80% |
False |
False |
361 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0064 |
0.6% |
83% |
False |
False |
287 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
86% |
False |
False |
245 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0063 |
0.6% |
86% |
False |
False |
205 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0061 |
0.6% |
85% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0297 |
|
1.618 |
1.0220 |
|
1.000 |
1.0172 |
|
0.618 |
1.0143 |
|
HIGH |
1.0095 |
|
0.618 |
1.0066 |
|
0.500 |
1.0057 |
|
0.382 |
1.0047 |
|
LOW |
1.0018 |
|
0.618 |
0.9970 |
|
1.000 |
0.9941 |
|
1.618 |
0.9893 |
|
2.618 |
0.9816 |
|
4.250 |
0.9691 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0076 |
| PP |
1.0051 |
1.0063 |
| S1 |
1.0045 |
1.0051 |
|