CME Canadian Dollar Future December 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 |
1.0042 |
0.9994 |
-0.0048 |
-0.5% |
1.0025 |
| High |
1.0047 |
1.0006 |
-0.0041 |
-0.4% |
1.0047 |
| Low |
1.0034 |
0.9994 |
-0.0040 |
-0.4% |
0.9910 |
| Close |
1.0034 |
1.0001 |
-0.0033 |
-0.3% |
1.0034 |
| Range |
0.0013 |
0.0012 |
-0.0001 |
-7.7% |
0.0137 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
32 |
36 |
4 |
12.5% |
594 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0036 |
1.0031 |
1.0008 |
|
| R3 |
1.0024 |
1.0019 |
1.0004 |
|
| R2 |
1.0012 |
1.0012 |
1.0003 |
|
| R1 |
1.0007 |
1.0007 |
1.0002 |
1.0010 |
| PP |
1.0000 |
1.0000 |
1.0000 |
1.0002 |
| S1 |
0.9995 |
0.9995 |
1.0000 |
0.9998 |
| S2 |
0.9988 |
0.9988 |
0.9999 |
|
| S3 |
0.9976 |
0.9983 |
0.9998 |
|
| S4 |
0.9964 |
0.9971 |
0.9994 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0358 |
1.0109 |
|
| R3 |
1.0271 |
1.0221 |
1.0072 |
|
| R2 |
1.0134 |
1.0134 |
1.0059 |
|
| R1 |
1.0084 |
1.0084 |
1.0047 |
1.0109 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0010 |
| S1 |
0.9947 |
0.9947 |
1.0021 |
0.9972 |
| S2 |
0.9860 |
0.9860 |
1.0009 |
|
| S3 |
0.9723 |
0.9810 |
0.9996 |
|
| S4 |
0.9586 |
0.9673 |
0.9959 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0057 |
|
2.618 |
1.0037 |
|
1.618 |
1.0025 |
|
1.000 |
1.0018 |
|
0.618 |
1.0013 |
|
HIGH |
1.0006 |
|
0.618 |
1.0001 |
|
0.500 |
1.0000 |
|
0.382 |
0.9999 |
|
LOW |
0.9994 |
|
0.618 |
0.9987 |
|
1.000 |
0.9982 |
|
1.618 |
0.9975 |
|
2.618 |
0.9963 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0002 |
| PP |
1.0000 |
1.0002 |
| S1 |
1.0000 |
1.0001 |
|