CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0019 |
-0.0040 |
-0.4% |
0.9992 |
| High |
1.0090 |
1.0040 |
-0.0050 |
-0.5% |
1.0055 |
| Low |
1.0018 |
0.9974 |
-0.0044 |
-0.4% |
0.9941 |
| Close |
1.0031 |
1.0000 |
-0.0031 |
-0.3% |
1.0034 |
| Range |
0.0072 |
0.0066 |
-0.0006 |
-8.3% |
0.0114 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
102,697 |
95,703 |
-6,994 |
-6.8% |
409,029 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0167 |
1.0036 |
|
| R3 |
1.0137 |
1.0101 |
1.0018 |
|
| R2 |
1.0071 |
1.0071 |
1.0012 |
|
| R1 |
1.0035 |
1.0035 |
1.0006 |
1.0020 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9997 |
| S1 |
0.9969 |
0.9969 |
0.9994 |
0.9954 |
| S2 |
0.9939 |
0.9939 |
0.9988 |
|
| S3 |
0.9873 |
0.9903 |
0.9982 |
|
| S4 |
0.9807 |
0.9837 |
0.9964 |
|
|
| 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% |
0.0072 |
0.7% |
40% |
False |
False |
92,510 |
| 10 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0066 |
0.7% |
40% |
False |
False |
83,457 |
| 20 |
1.0090 |
0.9842 |
0.0248 |
2.5% |
0.0070 |
0.7% |
64% |
False |
False |
80,629 |
| 40 |
1.0090 |
0.9675 |
0.0415 |
4.2% |
0.0074 |
0.7% |
78% |
False |
False |
68,804 |
| 60 |
1.0090 |
0.9485 |
0.0605 |
6.1% |
0.0083 |
0.8% |
85% |
False |
False |
53,271 |
| 80 |
1.0090 |
0.9485 |
0.0605 |
6.1% |
0.0089 |
0.9% |
85% |
False |
False |
40,045 |
| 100 |
1.0090 |
0.9359 |
0.0731 |
7.3% |
0.0095 |
0.9% |
88% |
False |
False |
32,109 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0094 |
0.9% |
72% |
False |
False |
26,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0213 |
|
1.618 |
1.0147 |
|
1.000 |
1.0106 |
|
0.618 |
1.0081 |
|
HIGH |
1.0040 |
|
0.618 |
1.0015 |
|
0.500 |
1.0007 |
|
0.382 |
0.9999 |
|
LOW |
0.9974 |
|
0.618 |
0.9933 |
|
1.000 |
0.9908 |
|
1.618 |
0.9867 |
|
2.618 |
0.9801 |
|
4.250 |
0.9694 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0007 |
1.0032 |
| PP |
1.0005 |
1.0021 |
| S1 |
1.0002 |
1.0011 |
|