CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0020 |
0.0023 |
0.2% |
0.9940 |
| High |
1.0028 |
1.0031 |
0.0003 |
0.0% |
1.0042 |
| Low |
0.9975 |
0.9986 |
0.0011 |
0.1% |
0.9900 |
| Close |
1.0015 |
1.0010 |
-0.0005 |
0.0% |
1.0036 |
| Range |
0.0053 |
0.0045 |
-0.0008 |
-15.1% |
0.0142 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
116 |
136 |
20 |
17.2% |
471 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0122 |
1.0035 |
|
| R3 |
1.0099 |
1.0077 |
1.0022 |
|
| R2 |
1.0054 |
1.0054 |
1.0018 |
|
| R1 |
1.0032 |
1.0032 |
1.0014 |
1.0021 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0003 |
| S1 |
0.9987 |
0.9987 |
1.0006 |
0.9976 |
| S2 |
0.9964 |
0.9964 |
1.0002 |
|
| S3 |
0.9919 |
0.9942 |
0.9998 |
|
| S4 |
0.9874 |
0.9897 |
0.9985 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0369 |
1.0114 |
|
| R3 |
1.0277 |
1.0227 |
1.0075 |
|
| R2 |
1.0135 |
1.0135 |
1.0062 |
|
| R1 |
1.0085 |
1.0085 |
1.0049 |
1.0110 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0005 |
| S1 |
0.9943 |
0.9943 |
1.0023 |
0.9968 |
| S2 |
0.9851 |
0.9851 |
1.0010 |
|
| S3 |
0.9709 |
0.9801 |
0.9997 |
|
| S4 |
0.9567 |
0.9659 |
0.9958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9941 |
0.0101 |
1.0% |
0.0055 |
0.6% |
68% |
False |
False |
139 |
| 10 |
1.0042 |
0.9900 |
0.0142 |
1.4% |
0.0052 |
0.5% |
77% |
False |
False |
175 |
| 20 |
1.0042 |
0.9695 |
0.0347 |
3.5% |
0.0063 |
0.6% |
91% |
False |
False |
161 |
| 40 |
1.0042 |
0.9570 |
0.0472 |
4.7% |
0.0064 |
0.6% |
93% |
False |
False |
155 |
| 60 |
1.0042 |
0.9484 |
0.0558 |
5.6% |
0.0066 |
0.7% |
94% |
False |
False |
148 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.7% |
0.0065 |
0.6% |
92% |
False |
False |
120 |
| 100 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0063 |
0.6% |
81% |
False |
False |
111 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0054 |
0.5% |
78% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0222 |
|
2.618 |
1.0149 |
|
1.618 |
1.0104 |
|
1.000 |
1.0076 |
|
0.618 |
1.0059 |
|
HIGH |
1.0031 |
|
0.618 |
1.0014 |
|
0.500 |
1.0009 |
|
0.382 |
1.0003 |
|
LOW |
0.9986 |
|
0.618 |
0.9958 |
|
1.000 |
0.9941 |
|
1.618 |
0.9913 |
|
2.618 |
0.9868 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0010 |
1.0008 |
| PP |
1.0009 |
1.0005 |
| S1 |
1.0009 |
1.0003 |
|