CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9906 |
0.9992 |
0.0086 |
0.9% |
0.9943 |
| High |
0.9974 |
0.9992 |
0.0018 |
0.2% |
0.9992 |
| Low |
0.9906 |
0.9961 |
0.0055 |
0.6% |
0.9906 |
| Close |
0.9974 |
0.9975 |
0.0001 |
0.0% |
0.9975 |
| Range |
0.0068 |
0.0031 |
-0.0037 |
-54.4% |
0.0086 |
| ATR |
0.0000 |
0.0039 |
0.0039 |
|
0.0000 |
| Volume |
31 |
6 |
-25 |
-80.6% |
342 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0053 |
0.9992 |
|
| R3 |
1.0038 |
1.0022 |
0.9984 |
|
| R2 |
1.0007 |
1.0007 |
0.9981 |
|
| R1 |
0.9991 |
0.9991 |
0.9978 |
0.9984 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9972 |
| S1 |
0.9960 |
0.9960 |
0.9972 |
0.9953 |
| S2 |
0.9945 |
0.9945 |
0.9969 |
|
| S3 |
0.9914 |
0.9929 |
0.9966 |
|
| S4 |
0.9883 |
0.9898 |
0.9958 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0216 |
1.0181 |
1.0022 |
|
| R3 |
1.0130 |
1.0095 |
0.9999 |
|
| R2 |
1.0044 |
1.0044 |
0.9991 |
|
| R1 |
1.0009 |
1.0009 |
0.9983 |
1.0027 |
| PP |
0.9958 |
0.9958 |
0.9958 |
0.9966 |
| S1 |
0.9923 |
0.9923 |
0.9967 |
0.9941 |
| S2 |
0.9872 |
0.9872 |
0.9959 |
|
| S3 |
0.9786 |
0.9837 |
0.9951 |
|
| S4 |
0.9700 |
0.9751 |
0.9928 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
1.0073 |
|
1.618 |
1.0042 |
|
1.000 |
1.0023 |
|
0.618 |
1.0011 |
|
HIGH |
0.9992 |
|
0.618 |
0.9980 |
|
0.500 |
0.9977 |
|
0.382 |
0.9973 |
|
LOW |
0.9961 |
|
0.618 |
0.9942 |
|
1.000 |
0.9930 |
|
1.618 |
0.9911 |
|
2.618 |
0.9880 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
0.9966 |
| PP |
0.9976 |
0.9958 |
| S1 |
0.9976 |
0.9949 |
|