CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
1.0049 |
0.0018 |
0.2% |
0.9973 |
| High |
1.0050 |
1.0056 |
0.0006 |
0.1% |
1.0063 |
| Low |
0.9994 |
1.0001 |
0.0007 |
0.1% |
0.9919 |
| Close |
1.0036 |
1.0031 |
-0.0005 |
0.0% |
1.0057 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0144 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
72,782 |
68,641 |
-4,141 |
-5.7% |
373,924 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0168 |
1.0061 |
|
| R3 |
1.0139 |
1.0113 |
1.0046 |
|
| R2 |
1.0084 |
1.0084 |
1.0041 |
|
| R1 |
1.0058 |
1.0058 |
1.0036 |
1.0044 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0022 |
| S1 |
1.0003 |
1.0003 |
1.0026 |
0.9989 |
| S2 |
0.9974 |
0.9974 |
1.0021 |
|
| S3 |
0.9919 |
0.9948 |
1.0016 |
|
| S4 |
0.9864 |
0.9893 |
1.0001 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0395 |
1.0136 |
|
| R3 |
1.0301 |
1.0251 |
1.0097 |
|
| R2 |
1.0157 |
1.0157 |
1.0083 |
|
| R1 |
1.0107 |
1.0107 |
1.0070 |
1.0132 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0026 |
| S1 |
0.9963 |
0.9963 |
1.0044 |
0.9988 |
| S2 |
0.9869 |
0.9869 |
1.0031 |
|
| S3 |
0.9725 |
0.9819 |
1.0017 |
|
| S4 |
0.9581 |
0.9675 |
0.9978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0063 |
0.9957 |
0.0106 |
1.1% |
0.0065 |
0.6% |
70% |
False |
False |
72,992 |
| 10 |
1.0063 |
0.9919 |
0.0144 |
1.4% |
0.0068 |
0.7% |
78% |
False |
False |
75,478 |
| 20 |
1.0063 |
0.9711 |
0.0352 |
3.5% |
0.0077 |
0.8% |
91% |
False |
False |
73,548 |
| 40 |
1.0063 |
0.9573 |
0.0490 |
4.9% |
0.0080 |
0.8% |
93% |
False |
False |
59,555 |
| 60 |
1.0063 |
0.9485 |
0.0578 |
5.8% |
0.0086 |
0.9% |
94% |
False |
False |
40,566 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0095 |
0.9% |
93% |
False |
False |
30,509 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0099 |
1.0% |
81% |
False |
False |
24,478 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0094 |
0.9% |
76% |
False |
False |
20,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0200 |
|
1.618 |
1.0145 |
|
1.000 |
1.0111 |
|
0.618 |
1.0090 |
|
HIGH |
1.0056 |
|
0.618 |
1.0035 |
|
0.500 |
1.0029 |
|
0.382 |
1.0022 |
|
LOW |
1.0001 |
|
0.618 |
0.9967 |
|
1.000 |
0.9946 |
|
1.618 |
0.9912 |
|
2.618 |
0.9857 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0030 |
| PP |
1.0029 |
1.0029 |
| S1 |
1.0029 |
1.0028 |
|