CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
0.9970 |
-0.0030 |
-0.3% |
1.0020 |
| High |
1.0032 |
1.0019 |
-0.0013 |
-0.1% |
1.0044 |
| Low |
0.9975 |
0.9923 |
-0.0052 |
-0.5% |
0.9933 |
| Close |
0.9979 |
1.0014 |
0.0035 |
0.4% |
0.9949 |
| Range |
0.0057 |
0.0096 |
0.0039 |
68.4% |
0.0111 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.4% |
0.0000 |
| Volume |
212 |
323 |
111 |
52.4% |
773 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0240 |
1.0067 |
|
| R3 |
1.0177 |
1.0144 |
1.0040 |
|
| R2 |
1.0081 |
1.0081 |
1.0032 |
|
| R1 |
1.0048 |
1.0048 |
1.0023 |
1.0065 |
| PP |
0.9985 |
0.9985 |
0.9985 |
0.9994 |
| S1 |
0.9952 |
0.9952 |
1.0005 |
0.9969 |
| S2 |
0.9889 |
0.9889 |
0.9996 |
|
| S3 |
0.9793 |
0.9856 |
0.9988 |
|
| S4 |
0.9697 |
0.9760 |
0.9961 |
|
|
| 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 |
1.0032 |
0.9923 |
0.0109 |
1.1% |
0.0062 |
0.6% |
83% |
False |
True |
223 |
| 10 |
1.0044 |
0.9923 |
0.0121 |
1.2% |
0.0059 |
0.6% |
75% |
False |
True |
189 |
| 20 |
1.0044 |
0.9815 |
0.0229 |
2.3% |
0.0058 |
0.6% |
87% |
False |
False |
179 |
| 40 |
1.0044 |
0.9646 |
0.0398 |
4.0% |
0.0063 |
0.6% |
92% |
False |
False |
160 |
| 60 |
1.0044 |
0.9484 |
0.0560 |
5.6% |
0.0068 |
0.7% |
95% |
False |
False |
158 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.7% |
0.0065 |
0.6% |
92% |
False |
False |
133 |
| 100 |
1.0058 |
0.9360 |
0.0698 |
7.0% |
0.0063 |
0.6% |
94% |
False |
False |
119 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0056 |
0.6% |
78% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0427 |
|
2.618 |
1.0270 |
|
1.618 |
1.0174 |
|
1.000 |
1.0115 |
|
0.618 |
1.0078 |
|
HIGH |
1.0019 |
|
0.618 |
0.9982 |
|
0.500 |
0.9971 |
|
0.382 |
0.9960 |
|
LOW |
0.9923 |
|
0.618 |
0.9864 |
|
1.000 |
0.9827 |
|
1.618 |
0.9768 |
|
2.618 |
0.9672 |
|
4.250 |
0.9515 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0002 |
| PP |
0.9985 |
0.9990 |
| S1 |
0.9971 |
0.9978 |
|