CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0022 |
0.0025 |
0.3% |
1.0059 |
| High |
1.0041 |
1.0029 |
-0.0012 |
-0.1% |
1.0090 |
| Low |
0.9983 |
0.9990 |
0.0007 |
0.1% |
0.9974 |
| Close |
1.0005 |
0.9992 |
-0.0013 |
-0.1% |
0.9992 |
| Range |
0.0058 |
0.0039 |
-0.0019 |
-32.8% |
0.0116 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
90,505 |
71,937 |
-18,568 |
-20.5% |
360,842 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0121 |
1.0095 |
1.0013 |
|
| R3 |
1.0082 |
1.0056 |
1.0003 |
|
| R2 |
1.0043 |
1.0043 |
0.9999 |
|
| R1 |
1.0017 |
1.0017 |
0.9996 |
1.0011 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0000 |
| S1 |
0.9978 |
0.9978 |
0.9988 |
0.9972 |
| S2 |
0.9965 |
0.9965 |
0.9985 |
|
| S3 |
0.9926 |
0.9939 |
0.9981 |
|
| S4 |
0.9887 |
0.9900 |
0.9971 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0295 |
1.0056 |
|
| R3 |
1.0251 |
1.0179 |
1.0024 |
|
| R2 |
1.0135 |
1.0135 |
1.0013 |
|
| R1 |
1.0063 |
1.0063 |
1.0003 |
1.0041 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0008 |
| S1 |
0.9947 |
0.9947 |
0.9981 |
0.9925 |
| S2 |
0.9903 |
0.9903 |
0.9971 |
|
| S3 |
0.9787 |
0.9831 |
0.9960 |
|
| S4 |
0.9671 |
0.9715 |
0.9928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0090 |
0.9974 |
0.0116 |
1.2% |
0.0056 |
0.6% |
16% |
False |
False |
86,869 |
| 10 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0065 |
0.6% |
34% |
False |
False |
85,531 |
| 20 |
1.0090 |
0.9919 |
0.0171 |
1.7% |
0.0066 |
0.7% |
43% |
False |
False |
79,562 |
| 40 |
1.0090 |
0.9675 |
0.0415 |
4.2% |
0.0075 |
0.7% |
76% |
False |
False |
71,813 |
| 60 |
1.0090 |
0.9573 |
0.0517 |
5.2% |
0.0082 |
0.8% |
81% |
False |
False |
55,913 |
| 80 |
1.0090 |
0.9485 |
0.0605 |
6.1% |
0.0087 |
0.9% |
84% |
False |
False |
42,064 |
| 100 |
1.0090 |
0.9359 |
0.0731 |
7.3% |
0.0093 |
0.9% |
87% |
False |
False |
33,725 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0094 |
0.9% |
76% |
False |
False |
28,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0131 |
|
1.618 |
1.0092 |
|
1.000 |
1.0068 |
|
0.618 |
1.0053 |
|
HIGH |
1.0029 |
|
0.618 |
1.0014 |
|
0.500 |
1.0010 |
|
0.382 |
1.0005 |
|
LOW |
0.9990 |
|
0.618 |
0.9966 |
|
1.000 |
0.9951 |
|
1.618 |
0.9927 |
|
2.618 |
0.9888 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0008 |
| PP |
1.0004 |
1.0002 |
| S1 |
0.9998 |
0.9997 |
|