CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9965 |
0.9935 |
-0.0030 |
-0.3% |
0.9890 |
| High |
0.9965 |
1.0016 |
0.0051 |
0.5% |
1.0016 |
| Low |
0.9949 |
0.9917 |
-0.0032 |
-0.3% |
0.9890 |
| Close |
0.9953 |
1.0013 |
0.0060 |
0.6% |
1.0013 |
| Range |
0.0016 |
0.0099 |
0.0083 |
518.8% |
0.0126 |
| ATR |
0.0042 |
0.0046 |
0.0004 |
9.5% |
0.0000 |
| Volume |
2 |
32 |
30 |
1,500.0% |
43 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0245 |
1.0067 |
|
| R3 |
1.0180 |
1.0146 |
1.0040 |
|
| R2 |
1.0081 |
1.0081 |
1.0031 |
|
| R1 |
1.0047 |
1.0047 |
1.0022 |
1.0064 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9991 |
| S1 |
0.9948 |
0.9948 |
1.0004 |
0.9965 |
| S2 |
0.9883 |
0.9883 |
0.9995 |
|
| S3 |
0.9784 |
0.9849 |
0.9986 |
|
| S4 |
0.9685 |
0.9750 |
0.9959 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0308 |
1.0082 |
|
| R3 |
1.0225 |
1.0182 |
1.0048 |
|
| R2 |
1.0099 |
1.0099 |
1.0036 |
|
| R1 |
1.0056 |
1.0056 |
1.0025 |
1.0078 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9984 |
| S1 |
0.9930 |
0.9930 |
1.0001 |
0.9952 |
| S2 |
0.9847 |
0.9847 |
0.9990 |
|
| S3 |
0.9721 |
0.9804 |
0.9978 |
|
| S4 |
0.9595 |
0.9678 |
0.9944 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0437 |
|
2.618 |
1.0275 |
|
1.618 |
1.0176 |
|
1.000 |
1.0115 |
|
0.618 |
1.0077 |
|
HIGH |
1.0016 |
|
0.618 |
0.9978 |
|
0.500 |
0.9967 |
|
0.382 |
0.9955 |
|
LOW |
0.9917 |
|
0.618 |
0.9856 |
|
1.000 |
0.9818 |
|
1.618 |
0.9757 |
|
2.618 |
0.9658 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9998 |
0.9998 |
| PP |
0.9982 |
0.9982 |
| S1 |
0.9967 |
0.9967 |
|