CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0041 |
0.9992 |
-0.0049 |
-0.5% |
1.0055 |
| High |
1.0043 |
1.0021 |
-0.0022 |
-0.2% |
1.0066 |
| Low |
0.9953 |
0.9969 |
0.0016 |
0.2% |
0.9953 |
| Close |
0.9969 |
1.0004 |
0.0035 |
0.4% |
0.9969 |
| Range |
0.0090 |
0.0052 |
-0.0038 |
-42.2% |
0.0113 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
85,441 |
62,551 |
-22,890 |
-26.8% |
368,931 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0154 |
1.0131 |
1.0033 |
|
| R3 |
1.0102 |
1.0079 |
1.0018 |
|
| R2 |
1.0050 |
1.0050 |
1.0014 |
|
| R1 |
1.0027 |
1.0027 |
1.0009 |
1.0039 |
| PP |
0.9998 |
0.9998 |
0.9998 |
1.0004 |
| S1 |
0.9975 |
0.9975 |
0.9999 |
0.9987 |
| S2 |
0.9946 |
0.9946 |
0.9994 |
|
| S3 |
0.9894 |
0.9923 |
0.9990 |
|
| S4 |
0.9842 |
0.9871 |
0.9975 |
|
|
| 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% |
0.0062 |
0.6% |
45% |
False |
False |
72,496 |
| 10 |
1.0066 |
0.9935 |
0.0131 |
1.3% |
0.0070 |
0.7% |
53% |
False |
False |
74,297 |
| 20 |
1.0066 |
0.9738 |
0.0328 |
3.3% |
0.0074 |
0.7% |
81% |
False |
False |
74,797 |
| 40 |
1.0066 |
0.9582 |
0.0484 |
4.8% |
0.0078 |
0.8% |
87% |
False |
False |
62,856 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0085 |
0.9% |
89% |
False |
False |
44,244 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0092 |
0.9% |
88% |
False |
False |
33,256 |
| 100 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0099 |
1.0% |
90% |
False |
False |
26,683 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0094 |
0.9% |
73% |
False |
False |
22,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0242 |
|
2.618 |
1.0157 |
|
1.618 |
1.0105 |
|
1.000 |
1.0073 |
|
0.618 |
1.0053 |
|
HIGH |
1.0021 |
|
0.618 |
1.0001 |
|
0.500 |
0.9995 |
|
0.382 |
0.9989 |
|
LOW |
0.9969 |
|
0.618 |
0.9937 |
|
1.000 |
0.9917 |
|
1.618 |
0.9885 |
|
2.618 |
0.9833 |
|
4.250 |
0.9748 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0010 |
| PP |
0.9998 |
1.0008 |
| S1 |
0.9995 |
1.0006 |
|