CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
0.9966 |
-0.0065 |
-0.6% |
0.9973 |
| High |
1.0039 |
1.0003 |
-0.0036 |
-0.4% |
1.0133 |
| Low |
0.9949 |
0.9952 |
0.0003 |
0.0% |
0.9926 |
| Close |
0.9952 |
0.9989 |
0.0037 |
0.4% |
1.0095 |
| Range |
0.0090 |
0.0051 |
-0.0039 |
-43.3% |
0.0207 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
3,912 |
5,514 |
1,602 |
41.0% |
4,566 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0113 |
1.0017 |
|
| R3 |
1.0083 |
1.0062 |
1.0003 |
|
| R2 |
1.0032 |
1.0032 |
0.9998 |
|
| R1 |
1.0011 |
1.0011 |
0.9994 |
1.0022 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9987 |
| S1 |
0.9960 |
0.9960 |
0.9984 |
0.9971 |
| S2 |
0.9930 |
0.9930 |
0.9980 |
|
| S3 |
0.9879 |
0.9909 |
0.9975 |
|
| S4 |
0.9828 |
0.9858 |
0.9961 |
|
|
| 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 |
0.9949 |
0.0184 |
1.8% |
0.0063 |
0.6% |
22% |
False |
False |
2,789 |
| 10 |
1.0133 |
0.9926 |
0.0207 |
2.1% |
0.0062 |
0.6% |
30% |
False |
False |
1,727 |
| 20 |
1.0133 |
0.9923 |
0.0210 |
2.1% |
0.0059 |
0.6% |
31% |
False |
False |
1,010 |
| 40 |
1.0133 |
0.9695 |
0.0438 |
4.4% |
0.0062 |
0.6% |
67% |
False |
False |
589 |
| 60 |
1.0133 |
0.9570 |
0.0563 |
5.6% |
0.0063 |
0.6% |
74% |
False |
False |
443 |
| 80 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
78% |
False |
False |
362 |
| 100 |
1.0133 |
0.9484 |
0.0649 |
6.5% |
0.0064 |
0.6% |
78% |
False |
False |
299 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0062 |
0.6% |
79% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0137 |
|
1.618 |
1.0086 |
|
1.000 |
1.0054 |
|
0.618 |
1.0035 |
|
HIGH |
1.0003 |
|
0.618 |
0.9984 |
|
0.500 |
0.9978 |
|
0.382 |
0.9971 |
|
LOW |
0.9952 |
|
0.618 |
0.9920 |
|
1.000 |
0.9901 |
|
1.618 |
0.9869 |
|
2.618 |
0.9818 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
1.0022 |
| PP |
0.9981 |
1.0011 |
| S1 |
0.9978 |
1.0000 |
|