CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
1.0016 |
0.0012 |
0.1% |
1.0020 |
| High |
1.0044 |
1.0016 |
-0.0028 |
-0.3% |
1.0044 |
| Low |
1.0002 |
0.9933 |
-0.0069 |
-0.7% |
0.9933 |
| Close |
1.0024 |
0.9949 |
-0.0075 |
-0.7% |
0.9949 |
| Range |
0.0042 |
0.0083 |
0.0041 |
97.6% |
0.0111 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
185 |
67 |
-118 |
-63.8% |
773 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0165 |
0.9995 |
|
| R3 |
1.0132 |
1.0082 |
0.9972 |
|
| R2 |
1.0049 |
1.0049 |
0.9964 |
|
| R1 |
0.9999 |
0.9999 |
0.9957 |
0.9983 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9958 |
| S1 |
0.9916 |
0.9916 |
0.9941 |
0.9900 |
| S2 |
0.9883 |
0.9883 |
0.9934 |
|
| S3 |
0.9800 |
0.9833 |
0.9926 |
|
| S4 |
0.9717 |
0.9750 |
0.9903 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0240 |
1.0010 |
|
| R3 |
1.0197 |
1.0129 |
0.9980 |
|
| R2 |
1.0086 |
1.0086 |
0.9969 |
|
| R1 |
1.0018 |
1.0018 |
0.9959 |
0.9997 |
| PP |
0.9975 |
0.9975 |
0.9975 |
0.9965 |
| S1 |
0.9907 |
0.9907 |
0.9939 |
0.9886 |
| S2 |
0.9864 |
0.9864 |
0.9929 |
|
| S3 |
0.9753 |
0.9796 |
0.9918 |
|
| S4 |
0.9642 |
0.9685 |
0.9888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0044 |
0.9933 |
0.0111 |
1.1% |
0.0053 |
0.5% |
14% |
False |
True |
154 |
| 10 |
1.0044 |
0.9900 |
0.0144 |
1.4% |
0.0057 |
0.6% |
34% |
False |
False |
124 |
| 20 |
1.0044 |
0.9695 |
0.0349 |
3.5% |
0.0063 |
0.6% |
73% |
False |
False |
160 |
| 40 |
1.0044 |
0.9570 |
0.0474 |
4.8% |
0.0064 |
0.6% |
80% |
False |
False |
148 |
| 60 |
1.0044 |
0.9484 |
0.0560 |
5.6% |
0.0067 |
0.7% |
83% |
False |
False |
152 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0065 |
0.7% |
81% |
False |
False |
122 |
| 100 |
1.0058 |
0.9360 |
0.0698 |
7.0% |
0.0064 |
0.6% |
84% |
False |
False |
113 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0054 |
0.5% |
71% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0369 |
|
2.618 |
1.0233 |
|
1.618 |
1.0150 |
|
1.000 |
1.0099 |
|
0.618 |
1.0067 |
|
HIGH |
1.0016 |
|
0.618 |
0.9984 |
|
0.500 |
0.9975 |
|
0.382 |
0.9965 |
|
LOW |
0.9933 |
|
0.618 |
0.9882 |
|
1.000 |
0.9850 |
|
1.618 |
0.9799 |
|
2.618 |
0.9716 |
|
4.250 |
0.9580 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9975 |
0.9989 |
| PP |
0.9966 |
0.9975 |
| S1 |
0.9958 |
0.9962 |
|