CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
1.0000 |
0.0008 |
0.1% |
0.9943 |
| High |
0.9992 |
1.0016 |
0.0024 |
0.2% |
0.9992 |
| Low |
0.9961 |
0.9970 |
0.0009 |
0.1% |
0.9906 |
| Close |
0.9975 |
0.9972 |
-0.0003 |
0.0% |
0.9975 |
| Range |
0.0031 |
0.0046 |
0.0015 |
48.4% |
0.0086 |
| ATR |
0.0039 |
0.0040 |
0.0000 |
1.2% |
0.0000 |
| Volume |
6 |
46 |
40 |
666.7% |
342 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0124 |
1.0094 |
0.9997 |
|
| R3 |
1.0078 |
1.0048 |
0.9985 |
|
| R2 |
1.0032 |
1.0032 |
0.9980 |
|
| R1 |
1.0002 |
1.0002 |
0.9976 |
0.9994 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9982 |
| S1 |
0.9956 |
0.9956 |
0.9968 |
0.9948 |
| S2 |
0.9940 |
0.9940 |
0.9964 |
|
| S3 |
0.9894 |
0.9910 |
0.9959 |
|
| S4 |
0.9848 |
0.9864 |
0.9947 |
|
|
| 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 |
1.0212 |
|
2.618 |
1.0136 |
|
1.618 |
1.0090 |
|
1.000 |
1.0062 |
|
0.618 |
1.0044 |
|
HIGH |
1.0016 |
|
0.618 |
0.9998 |
|
0.500 |
0.9993 |
|
0.382 |
0.9988 |
|
LOW |
0.9970 |
|
0.618 |
0.9942 |
|
1.000 |
0.9924 |
|
1.618 |
0.9896 |
|
2.618 |
0.9850 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9968 |
| PP |
0.9986 |
0.9965 |
| S1 |
0.9979 |
0.9961 |
|