CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0008 |
0.9968 |
-0.0040 |
-0.4% |
0.9970 |
| High |
1.0019 |
1.0020 |
0.0001 |
0.0% |
1.0039 |
| Low |
0.9960 |
0.9968 |
0.0008 |
0.1% |
0.9923 |
| Close |
0.9980 |
0.9985 |
0.0005 |
0.1% |
1.0014 |
| Range |
0.0059 |
0.0052 |
-0.0007 |
-11.9% |
0.0116 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
538 |
648 |
110 |
20.4% |
1,291 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0147 |
1.0118 |
1.0014 |
|
| R3 |
1.0095 |
1.0066 |
0.9999 |
|
| R2 |
1.0043 |
1.0043 |
0.9995 |
|
| R1 |
1.0014 |
1.0014 |
0.9990 |
1.0029 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9998 |
| S1 |
0.9962 |
0.9962 |
0.9980 |
0.9977 |
| S2 |
0.9939 |
0.9939 |
0.9975 |
|
| S3 |
0.9887 |
0.9910 |
0.9971 |
|
| S4 |
0.9835 |
0.9858 |
0.9956 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0293 |
1.0078 |
|
| R3 |
1.0224 |
1.0177 |
1.0046 |
|
| R2 |
1.0108 |
1.0108 |
1.0035 |
|
| R1 |
1.0061 |
1.0061 |
1.0025 |
1.0085 |
| PP |
0.9992 |
0.9992 |
0.9992 |
1.0004 |
| S1 |
0.9945 |
0.9945 |
1.0003 |
0.9969 |
| S2 |
0.9876 |
0.9876 |
0.9993 |
|
| S3 |
0.9760 |
0.9829 |
0.9982 |
|
| S4 |
0.9644 |
0.9713 |
0.9950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0064 |
0.6% |
44% |
False |
False |
494 |
| 10 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0057 |
0.6% |
44% |
False |
False |
345 |
| 20 |
1.0065 |
0.9900 |
0.0165 |
1.7% |
0.0055 |
0.5% |
52% |
False |
False |
260 |
| 40 |
1.0065 |
0.9664 |
0.0401 |
4.0% |
0.0063 |
0.6% |
80% |
False |
False |
202 |
| 60 |
1.0065 |
0.9568 |
0.0497 |
5.0% |
0.0067 |
0.7% |
84% |
False |
False |
186 |
| 80 |
1.0065 |
0.9484 |
0.0581 |
5.8% |
0.0064 |
0.6% |
86% |
False |
False |
157 |
| 100 |
1.0065 |
0.9360 |
0.0705 |
7.1% |
0.0062 |
0.6% |
89% |
False |
False |
138 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0058 |
0.6% |
75% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0241 |
|
2.618 |
1.0156 |
|
1.618 |
1.0104 |
|
1.000 |
1.0072 |
|
0.618 |
1.0052 |
|
HIGH |
1.0020 |
|
0.618 |
1.0000 |
|
0.500 |
0.9994 |
|
0.382 |
0.9988 |
|
LOW |
0.9968 |
|
0.618 |
0.9936 |
|
1.000 |
0.9916 |
|
1.618 |
0.9884 |
|
2.618 |
0.9832 |
|
4.250 |
0.9747 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9994 |
1.0013 |
| PP |
0.9991 |
1.0003 |
| S1 |
0.9988 |
0.9994 |
|