CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0059 |
0.0029 |
0.3% |
0.9992 |
| High |
1.0054 |
1.0090 |
0.0036 |
0.4% |
1.0055 |
| Low |
1.0009 |
1.0018 |
0.0009 |
0.1% |
0.9941 |
| Close |
1.0034 |
1.0031 |
-0.0003 |
0.0% |
1.0034 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0114 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
73,505 |
102,697 |
29,192 |
39.7% |
409,029 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0219 |
1.0071 |
|
| R3 |
1.0190 |
1.0147 |
1.0051 |
|
| R2 |
1.0118 |
1.0118 |
1.0044 |
|
| R1 |
1.0075 |
1.0075 |
1.0038 |
1.0061 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0039 |
| S1 |
1.0003 |
1.0003 |
1.0024 |
0.9989 |
| S2 |
0.9974 |
0.9974 |
1.0018 |
|
| S3 |
0.9902 |
0.9931 |
1.0011 |
|
| S4 |
0.9830 |
0.9859 |
0.9991 |
|
|
| 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 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0068 |
0.7% |
60% |
True |
False |
89,835 |
| 10 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0065 |
0.6% |
60% |
True |
False |
81,165 |
| 20 |
1.0090 |
0.9842 |
0.0248 |
2.5% |
0.0070 |
0.7% |
76% |
True |
False |
79,120 |
| 40 |
1.0090 |
0.9675 |
0.0415 |
4.1% |
0.0074 |
0.7% |
86% |
True |
False |
67,528 |
| 60 |
1.0090 |
0.9485 |
0.0605 |
6.0% |
0.0083 |
0.8% |
90% |
True |
False |
51,683 |
| 80 |
1.0090 |
0.9485 |
0.0605 |
6.0% |
0.0089 |
0.9% |
90% |
True |
False |
38,855 |
| 100 |
1.0090 |
0.9359 |
0.0731 |
7.3% |
0.0095 |
1.0% |
92% |
True |
False |
31,155 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0094 |
0.9% |
76% |
False |
False |
25,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0278 |
|
1.618 |
1.0206 |
|
1.000 |
1.0162 |
|
0.618 |
1.0134 |
|
HIGH |
1.0090 |
|
0.618 |
1.0062 |
|
0.500 |
1.0054 |
|
0.382 |
1.0046 |
|
LOW |
1.0018 |
|
0.618 |
0.9974 |
|
1.000 |
0.9946 |
|
1.618 |
0.9902 |
|
2.618 |
0.9830 |
|
4.250 |
0.9712 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0054 |
1.0026 |
| PP |
1.0046 |
1.0021 |
| S1 |
1.0039 |
1.0016 |
|