CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
0.9920 |
-0.0105 |
-1.0% |
0.9900 |
| High |
1.0025 |
0.9930 |
-0.0095 |
-0.9% |
1.0086 |
| Low |
0.9980 |
0.9910 |
-0.0070 |
-0.7% |
0.9900 |
| Close |
0.9995 |
0.9910 |
-0.0085 |
-0.9% |
1.0051 |
| Range |
0.0045 |
0.0020 |
-0.0025 |
-55.6% |
0.0186 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
| Volume |
168 |
272 |
104 |
61.9% |
2,283 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9963 |
0.9921 |
|
| R3 |
0.9957 |
0.9943 |
0.9916 |
|
| R2 |
0.9937 |
0.9937 |
0.9914 |
|
| R1 |
0.9923 |
0.9923 |
0.9912 |
0.9920 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9915 |
| S1 |
0.9903 |
0.9903 |
0.9908 |
0.9900 |
| S2 |
0.9897 |
0.9897 |
0.9906 |
|
| S3 |
0.9877 |
0.9883 |
0.9905 |
|
| S4 |
0.9857 |
0.9863 |
0.9899 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0497 |
1.0153 |
|
| R3 |
1.0384 |
1.0311 |
1.0102 |
|
| R2 |
1.0198 |
1.0198 |
1.0085 |
|
| R1 |
1.0125 |
1.0125 |
1.0068 |
1.0162 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0031 |
| S1 |
0.9939 |
0.9939 |
1.0034 |
0.9976 |
| S2 |
0.9826 |
0.9826 |
1.0017 |
|
| S3 |
0.9640 |
0.9753 |
1.0000 |
|
| S4 |
0.9454 |
0.9567 |
0.9949 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0015 |
|
2.618 |
0.9982 |
|
1.618 |
0.9962 |
|
1.000 |
0.9950 |
|
0.618 |
0.9942 |
|
HIGH |
0.9930 |
|
0.618 |
0.9922 |
|
0.500 |
0.9920 |
|
0.382 |
0.9918 |
|
LOW |
0.9910 |
|
0.618 |
0.9898 |
|
1.000 |
0.9890 |
|
1.618 |
0.9878 |
|
2.618 |
0.9858 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9920 |
0.9989 |
| PP |
0.9917 |
0.9962 |
| S1 |
0.9913 |
0.9936 |
|