CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
1.0005 |
0.0018 |
0.2% |
1.0055 |
| High |
1.0013 |
1.0055 |
0.0042 |
0.4% |
1.0066 |
| Low |
0.9966 |
0.9976 |
0.0010 |
0.1% |
0.9953 |
| Close |
0.9976 |
1.0000 |
0.0024 |
0.2% |
0.9969 |
| Range |
0.0047 |
0.0079 |
0.0032 |
68.1% |
0.0113 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.6% |
0.0000 |
| Volume |
82,328 |
92,122 |
9,794 |
11.9% |
368,931 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0203 |
1.0043 |
|
| R3 |
1.0168 |
1.0124 |
1.0022 |
|
| R2 |
1.0089 |
1.0089 |
1.0014 |
|
| R1 |
1.0045 |
1.0045 |
1.0007 |
1.0028 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0002 |
| S1 |
0.9966 |
0.9966 |
0.9993 |
0.9949 |
| S2 |
0.9931 |
0.9931 |
0.9986 |
|
| S3 |
0.9852 |
0.9887 |
0.9978 |
|
| S4 |
0.9773 |
0.9808 |
0.9957 |
|
|
| 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% |
42% |
False |
False |
79,102 |
| 10 |
1.0066 |
0.9953 |
0.0113 |
1.1% |
0.0065 |
0.7% |
42% |
False |
False |
76,047 |
| 20 |
1.0066 |
0.9827 |
0.0239 |
2.4% |
0.0070 |
0.7% |
72% |
False |
False |
75,844 |
| 40 |
1.0066 |
0.9582 |
0.0484 |
4.8% |
0.0076 |
0.8% |
86% |
False |
False |
64,834 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0084 |
0.8% |
89% |
False |
False |
47,128 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0091 |
0.9% |
87% |
False |
False |
35,430 |
| 100 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0096 |
1.0% |
90% |
False |
False |
28,420 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0094 |
0.9% |
72% |
False |
False |
23,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0262 |
|
1.618 |
1.0183 |
|
1.000 |
1.0134 |
|
0.618 |
1.0104 |
|
HIGH |
1.0055 |
|
0.618 |
1.0025 |
|
0.500 |
1.0016 |
|
0.382 |
1.0006 |
|
LOW |
0.9976 |
|
0.618 |
0.9927 |
|
1.000 |
0.9897 |
|
1.618 |
0.9848 |
|
2.618 |
0.9769 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0011 |
| PP |
1.0010 |
1.0007 |
| S1 |
1.0005 |
1.0004 |
|