CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
0.9987 |
-0.0005 |
-0.1% |
1.0055 |
| High |
1.0021 |
1.0013 |
-0.0008 |
-0.1% |
1.0066 |
| Low |
0.9969 |
0.9966 |
-0.0003 |
0.0% |
0.9953 |
| Close |
1.0004 |
0.9976 |
-0.0028 |
-0.3% |
0.9969 |
| Range |
0.0052 |
0.0047 |
-0.0005 |
-9.6% |
0.0113 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
62,551 |
82,328 |
19,777 |
31.6% |
368,931 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0098 |
1.0002 |
|
| R3 |
1.0079 |
1.0051 |
0.9989 |
|
| R2 |
1.0032 |
1.0032 |
0.9985 |
|
| R1 |
1.0004 |
1.0004 |
0.9980 |
0.9995 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9980 |
| S1 |
0.9957 |
0.9957 |
0.9972 |
0.9948 |
| S2 |
0.9938 |
0.9938 |
0.9967 |
|
| S3 |
0.9891 |
0.9910 |
0.9963 |
|
| S4 |
0.9844 |
0.9863 |
0.9950 |
|
|
| 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% |
0.0060 |
0.6% |
20% |
False |
False |
74,405 |
| 10 |
1.0066 |
0.9941 |
0.0125 |
1.3% |
0.0066 |
0.7% |
28% |
False |
False |
74,434 |
| 20 |
1.0066 |
0.9811 |
0.0255 |
2.6% |
0.0069 |
0.7% |
65% |
False |
False |
74,487 |
| 40 |
1.0066 |
0.9582 |
0.0484 |
4.9% |
0.0077 |
0.8% |
81% |
False |
False |
63,931 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0084 |
0.8% |
85% |
False |
False |
45,603 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0091 |
0.9% |
83% |
False |
False |
34,281 |
| 100 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0098 |
1.0% |
86% |
False |
False |
27,503 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0094 |
0.9% |
70% |
False |
False |
22,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0136 |
|
1.618 |
1.0089 |
|
1.000 |
1.0060 |
|
0.618 |
1.0042 |
|
HIGH |
1.0013 |
|
0.618 |
0.9995 |
|
0.500 |
0.9990 |
|
0.382 |
0.9984 |
|
LOW |
0.9966 |
|
0.618 |
0.9937 |
|
1.000 |
0.9919 |
|
1.618 |
0.9890 |
|
2.618 |
0.9843 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9990 |
0.9998 |
| PP |
0.9985 |
0.9991 |
| S1 |
0.9981 |
0.9983 |
|