CME Canadian Dollar Future September 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 | 
                        1.0014 | 
                        0.9936 | 
                        -0.0078 | 
                        -0.8% | 
                        0.9930 | 
                     
                    
                        | High | 
                        1.0014 | 
                        0.9980 | 
                        -0.0034 | 
                        -0.3% | 
                        1.0110 | 
                     
                    
                        | Low | 
                        0.9930 | 
                        0.9936 | 
                        0.0006 | 
                        0.1% | 
                        0.9910 | 
                     
                    
                        | Close | 
                        0.9931 | 
                        0.9968 | 
                        0.0037 | 
                        0.4% | 
                        1.0072 | 
                     
                    
                        | Range | 
                        0.0084 | 
                        0.0044 | 
                        -0.0040 | 
                        -47.6% | 
                        0.0200 | 
                     
                    
                        | ATR | 
                        0.0048 | 
                        0.0048 | 
                        0.0000 | 
                        0.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        122 | 
                        192 | 
                        70 | 
                        57.4% | 
                        336 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0093 | 
                1.0075 | 
                0.9992 | 
                 | 
             
            
                | R3 | 
                1.0049 | 
                1.0031 | 
                0.9980 | 
                 | 
             
            
                | R2 | 
                1.0005 | 
                1.0005 | 
                0.9976 | 
                 | 
             
            
                | R1 | 
                0.9987 | 
                0.9987 | 
                0.9972 | 
                0.9996 | 
             
            
                | PP | 
                0.9961 | 
                0.9961 | 
                0.9961 | 
                0.9966 | 
             
            
                | S1 | 
                0.9943 | 
                0.9943 | 
                0.9964 | 
                0.9952 | 
             
            
                | S2 | 
                0.9917 | 
                0.9917 | 
                0.9960 | 
                 | 
             
            
                | S3 | 
                0.9873 | 
                0.9899 | 
                0.9956 | 
                 | 
             
            
                | S4 | 
                0.9829 | 
                0.9855 | 
                0.9944 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0631 | 
                1.0551 | 
                1.0182 | 
                 | 
             
            
                | R3 | 
                1.0431 | 
                1.0351 | 
                1.0127 | 
                 | 
             
            
                | R2 | 
                1.0231 | 
                1.0231 | 
                1.0109 | 
                 | 
             
            
                | R1 | 
                1.0151 | 
                1.0151 | 
                1.0090 | 
                1.0191 | 
             
            
                | PP | 
                1.0031 | 
                1.0031 | 
                1.0031 | 
                1.0051 | 
             
            
                | S1 | 
                0.9951 | 
                0.9951 | 
                1.0054 | 
                0.9991 | 
             
            
                | S2 | 
                0.9831 | 
                0.9831 | 
                1.0035 | 
                 | 
             
            
                | S3 | 
                0.9631 | 
                0.9751 | 
                1.0017 | 
                 | 
             
            
                | S4 | 
                0.9431 | 
                0.9551 | 
                0.9962 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0167 | 
         
        
            | 
2.618             | 
            1.0095 | 
         
        
            | 
1.618             | 
            1.0051 | 
         
        
            | 
1.000             | 
            1.0024 | 
         
        
            | 
0.618             | 
            1.0007 | 
         
        
            | 
HIGH             | 
            0.9980 | 
         
        
            | 
0.618             | 
            0.9963 | 
         
        
            | 
0.500             | 
            0.9958 | 
         
        
            | 
0.382             | 
            0.9953 | 
         
        
            | 
LOW             | 
            0.9936 | 
         
        
            | 
0.618             | 
            0.9909 | 
         
        
            | 
1.000             | 
            0.9892 | 
         
        
            | 
1.618             | 
            0.9865 | 
         
        
            | 
2.618             | 
            0.9821 | 
         
        
            | 
4.250             | 
            0.9749 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.9965 | 
                                0.9995 | 
                             
                            
                                | PP | 
                                0.9961 | 
                                0.9986 | 
                             
                            
                                | S1 | 
                                0.9958 | 
                                0.9977 | 
                             
             
         |