CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
0.9962 |
-0.0008 |
-0.1% |
0.9840 |
| High |
1.0024 |
1.0026 |
0.0002 |
0.0% |
1.0007 |
| Low |
0.9935 |
0.9941 |
0.0006 |
0.1% |
0.9833 |
| Close |
0.9963 |
1.0004 |
0.0041 |
0.4% |
0.9976 |
| Range |
0.0089 |
0.0085 |
-0.0004 |
-4.5% |
0.0174 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
80,951 |
76,000 |
-4,951 |
-6.1% |
406,088 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0210 |
1.0051 |
|
| R3 |
1.0160 |
1.0125 |
1.0027 |
|
| R2 |
1.0075 |
1.0075 |
1.0020 |
|
| R1 |
1.0040 |
1.0040 |
1.0012 |
1.0058 |
| PP |
0.9990 |
0.9990 |
0.9990 |
0.9999 |
| S1 |
0.9955 |
0.9955 |
0.9996 |
0.9973 |
| S2 |
0.9905 |
0.9905 |
0.9988 |
|
| S3 |
0.9820 |
0.9870 |
0.9981 |
|
| S4 |
0.9735 |
0.9785 |
0.9957 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0392 |
1.0072 |
|
| R3 |
1.0287 |
1.0218 |
1.0024 |
|
| R2 |
1.0113 |
1.0113 |
1.0008 |
|
| R1 |
1.0044 |
1.0044 |
0.9992 |
1.0079 |
| PP |
0.9939 |
0.9939 |
0.9939 |
0.9956 |
| S1 |
0.9870 |
0.9870 |
0.9960 |
0.9905 |
| S2 |
0.9765 |
0.9765 |
0.9944 |
|
| S3 |
0.9591 |
0.9696 |
0.9928 |
|
| S4 |
0.9417 |
0.9522 |
0.9880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0026 |
0.9919 |
0.0107 |
1.1% |
0.0071 |
0.7% |
79% |
True |
False |
77,964 |
| 10 |
1.0026 |
0.9827 |
0.0199 |
2.0% |
0.0075 |
0.7% |
89% |
True |
False |
75,641 |
| 20 |
1.0026 |
0.9675 |
0.0351 |
3.5% |
0.0082 |
0.8% |
94% |
True |
False |
71,139 |
| 40 |
1.0026 |
0.9573 |
0.0453 |
4.5% |
0.0085 |
0.8% |
95% |
True |
False |
51,092 |
| 60 |
1.0026 |
0.9485 |
0.0541 |
5.4% |
0.0090 |
0.9% |
96% |
True |
False |
34,507 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0098 |
1.0% |
88% |
False |
False |
25,973 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0101 |
1.0% |
78% |
False |
False |
20,842 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0093 |
0.9% |
73% |
False |
False |
17,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0249 |
|
1.618 |
1.0164 |
|
1.000 |
1.0111 |
|
0.618 |
1.0079 |
|
HIGH |
1.0026 |
|
0.618 |
0.9994 |
|
0.500 |
0.9984 |
|
0.382 |
0.9973 |
|
LOW |
0.9941 |
|
0.618 |
0.9888 |
|
1.000 |
0.9856 |
|
1.618 |
0.9803 |
|
2.618 |
0.9718 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
0.9994 |
| PP |
0.9990 |
0.9983 |
| S1 |
0.9984 |
0.9973 |
|