CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9987 |
-0.0018 |
-0.2% |
1.0055 |
| High |
1.0055 |
1.0040 |
-0.0015 |
-0.1% |
1.0066 |
| Low |
0.9976 |
0.9941 |
-0.0035 |
-0.4% |
0.9953 |
| Close |
1.0000 |
1.0034 |
0.0034 |
0.3% |
0.9969 |
| Range |
0.0079 |
0.0099 |
0.0020 |
25.3% |
0.0113 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.4% |
0.0000 |
| Volume |
92,122 |
98,523 |
6,401 |
6.9% |
368,931 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0302 |
1.0267 |
1.0088 |
|
| R3 |
1.0203 |
1.0168 |
1.0061 |
|
| R2 |
1.0104 |
1.0104 |
1.0052 |
|
| R1 |
1.0069 |
1.0069 |
1.0043 |
1.0087 |
| PP |
1.0005 |
1.0005 |
1.0005 |
1.0014 |
| S1 |
0.9970 |
0.9970 |
1.0025 |
0.9988 |
| S2 |
0.9906 |
0.9906 |
1.0016 |
|
| S3 |
0.9807 |
0.9871 |
1.0007 |
|
| S4 |
0.9708 |
0.9772 |
0.9980 |
|
|
| 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 |
1.0055 |
0.9941 |
0.0114 |
1.1% |
0.0073 |
0.7% |
82% |
False |
True |
84,193 |
| 10 |
1.0066 |
0.9941 |
0.0125 |
1.2% |
0.0071 |
0.7% |
74% |
False |
True |
79,691 |
| 20 |
1.0066 |
0.9827 |
0.0239 |
2.4% |
0.0072 |
0.7% |
87% |
False |
False |
77,098 |
| 40 |
1.0066 |
0.9608 |
0.0458 |
4.6% |
0.0077 |
0.8% |
93% |
False |
False |
66,241 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0084 |
0.8% |
94% |
False |
False |
48,760 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0091 |
0.9% |
93% |
False |
False |
36,660 |
| 100 |
1.0075 |
0.9359 |
0.0716 |
7.1% |
0.0097 |
1.0% |
94% |
False |
False |
29,398 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0095 |
0.9% |
76% |
False |
False |
24,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0461 |
|
2.618 |
1.0299 |
|
1.618 |
1.0200 |
|
1.000 |
1.0139 |
|
0.618 |
1.0101 |
|
HIGH |
1.0040 |
|
0.618 |
1.0002 |
|
0.500 |
0.9991 |
|
0.382 |
0.9979 |
|
LOW |
0.9941 |
|
0.618 |
0.9880 |
|
1.000 |
0.9842 |
|
1.618 |
0.9781 |
|
2.618 |
0.9682 |
|
4.250 |
0.9520 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0020 |
1.0022 |
| PP |
1.0005 |
1.0010 |
| S1 |
0.9991 |
0.9998 |
|