CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9943 |
0.9930 |
-0.0013 |
-0.1% |
0.9960 |
| High |
0.9947 |
0.9935 |
-0.0012 |
-0.1% |
0.9986 |
| Low |
0.9930 |
0.9910 |
-0.0020 |
-0.2% |
0.9900 |
| Close |
0.9942 |
0.9915 |
-0.0027 |
-0.3% |
0.9907 |
| Range |
0.0017 |
0.0025 |
0.0008 |
47.1% |
0.0086 |
| ATR |
|
|
|
|
|
| Volume |
58 |
127 |
69 |
119.0% |
285 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9995 |
0.9980 |
0.9929 |
|
| R3 |
0.9970 |
0.9955 |
0.9922 |
|
| R2 |
0.9945 |
0.9945 |
0.9920 |
|
| R1 |
0.9930 |
0.9930 |
0.9917 |
0.9925 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9918 |
| S1 |
0.9905 |
0.9905 |
0.9913 |
0.9900 |
| S2 |
0.9895 |
0.9895 |
0.9910 |
|
| S3 |
0.9870 |
0.9880 |
0.9908 |
|
| S4 |
0.9845 |
0.9855 |
0.9901 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0134 |
0.9954 |
|
| R3 |
1.0103 |
1.0048 |
0.9931 |
|
| R2 |
1.0017 |
1.0017 |
0.9923 |
|
| R1 |
0.9962 |
0.9962 |
0.9915 |
0.9947 |
| PP |
0.9931 |
0.9931 |
0.9931 |
0.9923 |
| S1 |
0.9876 |
0.9876 |
0.9899 |
0.9861 |
| S2 |
0.9845 |
0.9845 |
0.9891 |
|
| S3 |
0.9759 |
0.9790 |
0.9883 |
|
| S4 |
0.9673 |
0.9704 |
0.9860 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0041 |
|
2.618 |
1.0000 |
|
1.618 |
0.9975 |
|
1.000 |
0.9960 |
|
0.618 |
0.9950 |
|
HIGH |
0.9935 |
|
0.618 |
0.9925 |
|
0.500 |
0.9923 |
|
0.382 |
0.9920 |
|
LOW |
0.9910 |
|
0.618 |
0.9895 |
|
1.000 |
0.9885 |
|
1.618 |
0.9870 |
|
2.618 |
0.9845 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9923 |
0.9924 |
| PP |
0.9920 |
0.9921 |
| S1 |
0.9918 |
0.9918 |
|