CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9937 |
0.9950 |
0.0013 |
0.1% |
0.9822 |
| High |
1.0000 |
1.0002 |
0.0002 |
0.0% |
0.9983 |
| Low |
0.9925 |
0.9950 |
0.0025 |
0.3% |
0.9822 |
| Close |
0.9942 |
0.9982 |
0.0040 |
0.4% |
0.9956 |
| Range |
0.0075 |
0.0052 |
-0.0023 |
-30.7% |
0.0161 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
120 |
103 |
-17 |
-14.2% |
1,153 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0110 |
1.0011 |
|
| R3 |
1.0082 |
1.0058 |
0.9996 |
|
| R2 |
1.0030 |
1.0030 |
0.9992 |
|
| R1 |
1.0006 |
1.0006 |
0.9987 |
1.0018 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9984 |
| S1 |
0.9954 |
0.9954 |
0.9977 |
0.9966 |
| S2 |
0.9926 |
0.9926 |
0.9972 |
|
| S3 |
0.9874 |
0.9902 |
0.9968 |
|
| S4 |
0.9822 |
0.9850 |
0.9953 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0341 |
1.0045 |
|
| R3 |
1.0242 |
1.0180 |
1.0000 |
|
| R2 |
1.0081 |
1.0081 |
0.9986 |
|
| R1 |
1.0019 |
1.0019 |
0.9971 |
1.0050 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9936 |
| S1 |
0.9858 |
0.9858 |
0.9941 |
0.9889 |
| S2 |
0.9759 |
0.9759 |
0.9926 |
|
| S3 |
0.9598 |
0.9697 |
0.9912 |
|
| S4 |
0.9437 |
0.9536 |
0.9867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0002 |
0.9900 |
0.0102 |
1.0% |
0.0048 |
0.5% |
80% |
True |
False |
212 |
| 10 |
1.0002 |
0.9815 |
0.0187 |
1.9% |
0.0058 |
0.6% |
89% |
True |
False |
168 |
| 20 |
1.0002 |
0.9664 |
0.0338 |
3.4% |
0.0067 |
0.7% |
94% |
True |
False |
179 |
| 40 |
1.0002 |
0.9570 |
0.0432 |
4.3% |
0.0068 |
0.7% |
95% |
True |
False |
149 |
| 60 |
1.0002 |
0.9484 |
0.0518 |
5.2% |
0.0066 |
0.7% |
96% |
True |
False |
139 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0064 |
0.6% |
87% |
False |
False |
116 |
| 100 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0061 |
0.6% |
78% |
False |
False |
108 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0052 |
0.5% |
74% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0223 |
|
2.618 |
1.0138 |
|
1.618 |
1.0086 |
|
1.000 |
1.0054 |
|
0.618 |
1.0034 |
|
HIGH |
1.0002 |
|
0.618 |
0.9982 |
|
0.500 |
0.9976 |
|
0.382 |
0.9970 |
|
LOW |
0.9950 |
|
0.618 |
0.9918 |
|
1.000 |
0.9898 |
|
1.618 |
0.9866 |
|
2.618 |
0.9814 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9972 |
| PP |
0.9978 |
0.9961 |
| S1 |
0.9976 |
0.9951 |
|