CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9950 |
0.9997 |
0.0047 |
0.5% |
0.9822 |
| High |
1.0002 |
0.9997 |
-0.0005 |
0.0% |
0.9983 |
| Low |
0.9950 |
0.9961 |
0.0011 |
0.1% |
0.9822 |
| Close |
0.9982 |
0.9975 |
-0.0007 |
-0.1% |
0.9956 |
| Range |
0.0052 |
0.0036 |
-0.0016 |
-30.8% |
0.0161 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
103 |
108 |
5 |
4.9% |
1,153 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0066 |
0.9995 |
|
| R3 |
1.0050 |
1.0030 |
0.9985 |
|
| R2 |
1.0014 |
1.0014 |
0.9982 |
|
| R1 |
0.9994 |
0.9994 |
0.9978 |
0.9986 |
| PP |
0.9978 |
0.9978 |
0.9978 |
0.9974 |
| S1 |
0.9958 |
0.9958 |
0.9972 |
0.9950 |
| S2 |
0.9942 |
0.9942 |
0.9968 |
|
| S3 |
0.9906 |
0.9922 |
0.9965 |
|
| S4 |
0.9870 |
0.9886 |
0.9955 |
|
|
| 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% |
74% |
False |
False |
145 |
| 10 |
1.0002 |
0.9815 |
0.0187 |
1.9% |
0.0057 |
0.6% |
86% |
False |
False |
170 |
| 20 |
1.0002 |
0.9664 |
0.0338 |
3.4% |
0.0068 |
0.7% |
92% |
False |
False |
166 |
| 40 |
1.0002 |
0.9570 |
0.0432 |
4.3% |
0.0068 |
0.7% |
94% |
False |
False |
151 |
| 60 |
1.0002 |
0.9484 |
0.0518 |
5.2% |
0.0066 |
0.7% |
95% |
False |
False |
140 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0063 |
0.6% |
86% |
False |
False |
116 |
| 100 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0061 |
0.6% |
77% |
False |
False |
108 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0052 |
0.5% |
74% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0150 |
|
2.618 |
1.0091 |
|
1.618 |
1.0055 |
|
1.000 |
1.0033 |
|
0.618 |
1.0019 |
|
HIGH |
0.9997 |
|
0.618 |
0.9983 |
|
0.500 |
0.9979 |
|
0.382 |
0.9975 |
|
LOW |
0.9961 |
|
0.618 |
0.9939 |
|
1.000 |
0.9925 |
|
1.618 |
0.9903 |
|
2.618 |
0.9867 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
0.9971 |
| PP |
0.9978 |
0.9967 |
| S1 |
0.9976 |
0.9964 |
|