CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
1.0030 |
0.0043 |
0.4% |
0.9992 |
| High |
1.0040 |
1.0054 |
0.0014 |
0.1% |
1.0055 |
| Low |
0.9941 |
1.0009 |
0.0068 |
0.7% |
0.9941 |
| Close |
1.0034 |
1.0034 |
0.0000 |
0.0% |
1.0034 |
| Range |
0.0099 |
0.0045 |
-0.0054 |
-54.5% |
0.0114 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
98,523 |
73,505 |
-25,018 |
-25.4% |
409,029 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0167 |
1.0146 |
1.0059 |
|
| R3 |
1.0122 |
1.0101 |
1.0046 |
|
| R2 |
1.0077 |
1.0077 |
1.0042 |
|
| R1 |
1.0056 |
1.0056 |
1.0038 |
1.0067 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0038 |
| S1 |
1.0011 |
1.0011 |
1.0030 |
1.0022 |
| S2 |
0.9987 |
0.9987 |
1.0026 |
|
| S3 |
0.9942 |
0.9966 |
1.0022 |
|
| S4 |
0.9897 |
0.9921 |
1.0009 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0307 |
1.0097 |
|
| R3 |
1.0238 |
1.0193 |
1.0065 |
|
| R2 |
1.0124 |
1.0124 |
1.0055 |
|
| R1 |
1.0079 |
1.0079 |
1.0044 |
1.0102 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0021 |
| S1 |
0.9965 |
0.9965 |
1.0024 |
0.9988 |
| S2 |
0.9896 |
0.9896 |
1.0013 |
|
| S3 |
0.9782 |
0.9851 |
1.0003 |
|
| S4 |
0.9668 |
0.9737 |
0.9971 |
|
|
| 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% |
0.0064 |
0.6% |
82% |
False |
False |
81,805 |
| 10 |
1.0066 |
0.9941 |
0.0125 |
1.2% |
0.0065 |
0.6% |
74% |
False |
False |
77,796 |
| 20 |
1.0066 |
0.9833 |
0.0233 |
2.3% |
0.0072 |
0.7% |
86% |
False |
False |
77,898 |
| 40 |
1.0066 |
0.9675 |
0.0391 |
3.9% |
0.0075 |
0.7% |
92% |
False |
False |
66,603 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0083 |
0.8% |
94% |
False |
False |
49,982 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0091 |
0.9% |
93% |
False |
False |
37,572 |
| 100 |
1.0075 |
0.9359 |
0.0716 |
7.1% |
0.0096 |
1.0% |
94% |
False |
False |
30,130 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0094 |
0.9% |
76% |
False |
False |
25,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0245 |
|
2.618 |
1.0172 |
|
1.618 |
1.0127 |
|
1.000 |
1.0099 |
|
0.618 |
1.0082 |
|
HIGH |
1.0054 |
|
0.618 |
1.0037 |
|
0.500 |
1.0032 |
|
0.382 |
1.0026 |
|
LOW |
1.0009 |
|
0.618 |
0.9981 |
|
1.000 |
0.9964 |
|
1.618 |
0.9936 |
|
2.618 |
0.9891 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0033 |
1.0022 |
| PP |
1.0032 |
1.0010 |
| S1 |
1.0032 |
0.9998 |
|