CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
1.0012 |
0.0050 |
0.5% |
0.9840 |
| High |
1.0026 |
1.0021 |
-0.0005 |
0.0% |
1.0007 |
| Low |
0.9941 |
0.9979 |
0.0038 |
0.4% |
0.9833 |
| Close |
1.0004 |
0.9997 |
-0.0007 |
-0.1% |
0.9976 |
| Range |
0.0085 |
0.0042 |
-0.0043 |
-50.6% |
0.0174 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
76,000 |
62,075 |
-13,925 |
-18.3% |
406,088 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0125 |
1.0103 |
1.0020 |
|
| R3 |
1.0083 |
1.0061 |
1.0009 |
|
| R2 |
1.0041 |
1.0041 |
1.0005 |
|
| R1 |
1.0019 |
1.0019 |
1.0001 |
1.0009 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9994 |
| S1 |
0.9977 |
0.9977 |
0.9993 |
0.9967 |
| S2 |
0.9957 |
0.9957 |
0.9989 |
|
| S3 |
0.9915 |
0.9935 |
0.9985 |
|
| S4 |
0.9873 |
0.9893 |
0.9974 |
|
|
| 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% |
0.0065 |
0.7% |
73% |
False |
False |
71,996 |
| 10 |
1.0026 |
0.9827 |
0.0199 |
2.0% |
0.0074 |
0.7% |
85% |
False |
False |
74,505 |
| 20 |
1.0026 |
0.9675 |
0.0351 |
3.5% |
0.0082 |
0.8% |
92% |
False |
False |
71,530 |
| 40 |
1.0026 |
0.9573 |
0.0453 |
4.5% |
0.0084 |
0.8% |
94% |
False |
False |
52,609 |
| 60 |
1.0026 |
0.9485 |
0.0541 |
5.4% |
0.0088 |
0.9% |
95% |
False |
False |
35,537 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0097 |
1.0% |
87% |
False |
False |
26,745 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0100 |
1.0% |
77% |
False |
False |
21,461 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0093 |
0.9% |
72% |
False |
False |
17,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0131 |
|
1.618 |
1.0089 |
|
1.000 |
1.0063 |
|
0.618 |
1.0047 |
|
HIGH |
1.0021 |
|
0.618 |
1.0005 |
|
0.500 |
1.0000 |
|
0.382 |
0.9995 |
|
LOW |
0.9979 |
|
0.618 |
0.9953 |
|
1.000 |
0.9937 |
|
1.618 |
0.9911 |
|
2.618 |
0.9869 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
0.9992 |
| PP |
0.9999 |
0.9986 |
| S1 |
0.9998 |
0.9981 |
|