CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9973 |
-0.0032 |
-0.3% |
1.0040 |
| High |
1.0006 |
1.0000 |
-0.0006 |
-0.1% |
1.0065 |
| Low |
0.9972 |
0.9926 |
-0.0046 |
-0.5% |
0.9960 |
| Close |
0.9972 |
0.9988 |
0.0016 |
0.2% |
0.9972 |
| Range |
0.0034 |
0.0074 |
0.0040 |
117.6% |
0.0105 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.4% |
0.0000 |
| Volume |
660 |
395 |
-265 |
-40.2% |
2,568 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0165 |
1.0029 |
|
| R3 |
1.0119 |
1.0091 |
1.0008 |
|
| R2 |
1.0045 |
1.0045 |
1.0002 |
|
| R1 |
1.0017 |
1.0017 |
0.9995 |
1.0031 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9979 |
| S1 |
0.9943 |
0.9943 |
0.9981 |
0.9957 |
| S2 |
0.9897 |
0.9897 |
0.9974 |
|
| S3 |
0.9823 |
0.9869 |
0.9968 |
|
| S4 |
0.9749 |
0.9795 |
0.9947 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0248 |
1.0030 |
|
| R3 |
1.0209 |
1.0143 |
1.0001 |
|
| R2 |
1.0104 |
1.0104 |
0.9991 |
|
| R1 |
1.0038 |
1.0038 |
0.9982 |
1.0019 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9989 |
| S1 |
0.9933 |
0.9933 |
0.9962 |
0.9914 |
| S2 |
0.9894 |
0.9894 |
0.9953 |
|
| S3 |
0.9789 |
0.9828 |
0.9943 |
|
| S4 |
0.9684 |
0.9723 |
0.9914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0065 |
0.9926 |
0.0139 |
1.4% |
0.0057 |
0.6% |
45% |
False |
True |
592 |
| 10 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0056 |
0.6% |
46% |
False |
False |
425 |
| 20 |
1.0065 |
0.9900 |
0.0165 |
1.7% |
0.0056 |
0.6% |
53% |
False |
False |
274 |
| 40 |
1.0065 |
0.9664 |
0.0401 |
4.0% |
0.0062 |
0.6% |
81% |
False |
False |
227 |
| 60 |
1.0065 |
0.9570 |
0.0495 |
5.0% |
0.0067 |
0.7% |
84% |
False |
False |
191 |
| 80 |
1.0065 |
0.9484 |
0.0581 |
5.8% |
0.0065 |
0.6% |
87% |
False |
False |
169 |
| 100 |
1.0065 |
0.9360 |
0.0705 |
7.1% |
0.0062 |
0.6% |
89% |
False |
False |
147 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0059 |
0.6% |
79% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0194 |
|
1.618 |
1.0120 |
|
1.000 |
1.0074 |
|
0.618 |
1.0046 |
|
HIGH |
1.0000 |
|
0.618 |
0.9972 |
|
0.500 |
0.9963 |
|
0.382 |
0.9954 |
|
LOW |
0.9926 |
|
0.618 |
0.9880 |
|
1.000 |
0.9852 |
|
1.618 |
0.9806 |
|
2.618 |
0.9732 |
|
4.250 |
0.9612 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9983 |
| PP |
0.9971 |
0.9978 |
| S1 |
0.9963 |
0.9973 |
|