CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0029 |
1.0041 |
0.0012 |
0.1% |
1.0055 |
| High |
1.0066 |
1.0043 |
-0.0023 |
-0.2% |
1.0066 |
| Low |
1.0009 |
0.9953 |
-0.0056 |
-0.6% |
0.9953 |
| Close |
1.0045 |
0.9969 |
-0.0076 |
-0.8% |
0.9969 |
| Range |
0.0057 |
0.0090 |
0.0033 |
57.9% |
0.0113 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.5% |
0.0000 |
| Volume |
73,068 |
85,441 |
12,373 |
16.9% |
368,931 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0204 |
1.0019 |
|
| R3 |
1.0168 |
1.0114 |
0.9994 |
|
| R2 |
1.0078 |
1.0078 |
0.9986 |
|
| R1 |
1.0024 |
1.0024 |
0.9977 |
1.0006 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9980 |
| S1 |
0.9934 |
0.9934 |
0.9961 |
0.9916 |
| S2 |
0.9898 |
0.9898 |
0.9953 |
|
| S3 |
0.9808 |
0.9844 |
0.9944 |
|
| S4 |
0.9718 |
0.9754 |
0.9920 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0265 |
1.0031 |
|
| R3 |
1.0222 |
1.0152 |
1.0000 |
|
| R2 |
1.0109 |
1.0109 |
0.9990 |
|
| R1 |
1.0039 |
1.0039 |
0.9979 |
1.0018 |
| PP |
0.9996 |
0.9996 |
0.9996 |
0.9985 |
| S1 |
0.9926 |
0.9926 |
0.9959 |
0.9905 |
| S2 |
0.9883 |
0.9883 |
0.9948 |
|
| S3 |
0.9770 |
0.9813 |
0.9938 |
|
| S4 |
0.9657 |
0.9700 |
0.9907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0066 |
0.9953 |
0.0113 |
1.1% |
0.0065 |
0.7% |
14% |
False |
True |
73,786 |
| 10 |
1.0066 |
0.9919 |
0.0147 |
1.5% |
0.0070 |
0.7% |
34% |
False |
False |
74,285 |
| 20 |
1.0066 |
0.9711 |
0.0355 |
3.6% |
0.0077 |
0.8% |
73% |
False |
False |
75,488 |
| 40 |
1.0066 |
0.9573 |
0.0493 |
4.9% |
0.0079 |
0.8% |
80% |
False |
False |
62,182 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0085 |
0.9% |
83% |
False |
False |
43,203 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0093 |
0.9% |
82% |
False |
False |
32,482 |
| 100 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0099 |
1.0% |
85% |
False |
False |
26,061 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0094 |
0.9% |
69% |
False |
False |
21,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0426 |
|
2.618 |
1.0279 |
|
1.618 |
1.0189 |
|
1.000 |
1.0133 |
|
0.618 |
1.0099 |
|
HIGH |
1.0043 |
|
0.618 |
1.0009 |
|
0.500 |
0.9998 |
|
0.382 |
0.9987 |
|
LOW |
0.9953 |
|
0.618 |
0.9897 |
|
1.000 |
0.9863 |
|
1.618 |
0.9807 |
|
2.618 |
0.9717 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
1.0010 |
| PP |
0.9988 |
0.9996 |
| S1 |
0.9979 |
0.9983 |
|