CME Canadian Dollar Future September 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Mar-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Mar-2012 | 
                    12-Mar-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0065 | 
                        1.0030 | 
                        -0.0035 | 
                        -0.3% | 
                        1.0060 | 
                     
                    
                        | High | 
                        1.0080 | 
                        1.0031 | 
                        -0.0049 | 
                        -0.5% | 
                        1.0080 | 
                     
                    
                        | Low | 
                        1.0056 | 
                        1.0015 | 
                        -0.0041 | 
                        -0.4% | 
                        0.9930 | 
                     
                    
                        | Close | 
                        1.0056 | 
                        1.0023 | 
                        -0.0033 | 
                        -0.3% | 
                        1.0056 | 
                     
                    
                        | Range | 
                        0.0024 | 
                        0.0016 | 
                        -0.0008 | 
                        -33.3% | 
                        0.0150 | 
                     
                    
                        | ATR | 
                        0.0050 | 
                        0.0049 | 
                        -0.0001 | 
                        -1.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        122 | 
                        81 | 
                        -41 | 
                        -33.6% | 
                        496 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0071 | 
                1.0063 | 
                1.0032 | 
                 | 
             
            
                | R3 | 
                1.0055 | 
                1.0047 | 
                1.0027 | 
                 | 
             
            
                | R2 | 
                1.0039 | 
                1.0039 | 
                1.0026 | 
                 | 
             
            
                | R1 | 
                1.0031 | 
                1.0031 | 
                1.0024 | 
                1.0027 | 
             
            
                | PP | 
                1.0023 | 
                1.0023 | 
                1.0023 | 
                1.0021 | 
             
            
                | S1 | 
                1.0015 | 
                1.0015 | 
                1.0022 | 
                1.0011 | 
             
            
                | S2 | 
                1.0007 | 
                1.0007 | 
                1.0020 | 
                 | 
             
            
                | S3 | 
                0.9991 | 
                0.9999 | 
                1.0019 | 
                 | 
             
            
                | S4 | 
                0.9975 | 
                0.9983 | 
                1.0014 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Mar-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0472 | 
                1.0414 | 
                1.0139 | 
                 | 
             
            
                | R3 | 
                1.0322 | 
                1.0264 | 
                1.0097 | 
                 | 
             
            
                | R2 | 
                1.0172 | 
                1.0172 | 
                1.0084 | 
                 | 
             
            
                | R1 | 
                1.0114 | 
                1.0114 | 
                1.0070 | 
                1.0068 | 
             
            
                | PP | 
                1.0022 | 
                1.0022 | 
                1.0022 | 
                0.9999 | 
             
            
                | S1 | 
                0.9964 | 
                0.9964 | 
                1.0042 | 
                0.9918 | 
             
            
                | S2 | 
                0.9872 | 
                0.9872 | 
                1.0029 | 
                 | 
             
            
                | S3 | 
                0.9722 | 
                0.9814 | 
                1.0015 | 
                 | 
             
            
                | S4 | 
                0.9572 | 
                0.9664 | 
                0.9974 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0099 | 
         
        
            | 
2.618             | 
            1.0073 | 
         
        
            | 
1.618             | 
            1.0057 | 
         
        
            | 
1.000             | 
            1.0047 | 
         
        
            | 
0.618             | 
            1.0041 | 
         
        
            | 
HIGH             | 
            1.0031 | 
         
        
            | 
0.618             | 
            1.0025 | 
         
        
            | 
0.500             | 
            1.0023 | 
         
        
            | 
0.382             | 
            1.0021 | 
         
        
            | 
LOW             | 
            1.0015 | 
         
        
            | 
0.618             | 
            1.0005 | 
         
        
            | 
1.000             | 
            0.9999 | 
         
        
            | 
1.618             | 
            0.9989 | 
         
        
            | 
2.618             | 
            0.9973 | 
         
        
            | 
4.250             | 
            0.9947 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Mar-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0023 | 
                                1.0033 | 
                             
                            
                                | PP | 
                                1.0023 | 
                                1.0029 | 
                             
                            
                                | S1 | 
                                1.0023 | 
                                1.0026 | 
                             
             
         |