CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
0.9917 |
-0.0083 |
-0.8% |
0.9943 |
| High |
1.0016 |
0.9941 |
-0.0075 |
-0.7% |
0.9992 |
| Low |
0.9970 |
0.9917 |
-0.0053 |
-0.5% |
0.9906 |
| Close |
0.9972 |
0.9940 |
-0.0032 |
-0.3% |
0.9975 |
| Range |
0.0046 |
0.0024 |
-0.0022 |
-47.8% |
0.0086 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.7% |
0.0000 |
| Volume |
46 |
50 |
4 |
8.7% |
342 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
0.9996 |
0.9953 |
|
| R3 |
0.9981 |
0.9972 |
0.9947 |
|
| R2 |
0.9957 |
0.9957 |
0.9944 |
|
| R1 |
0.9948 |
0.9948 |
0.9942 |
0.9953 |
| PP |
0.9933 |
0.9933 |
0.9933 |
0.9935 |
| S1 |
0.9924 |
0.9924 |
0.9938 |
0.9929 |
| S2 |
0.9909 |
0.9909 |
0.9936 |
|
| S3 |
0.9885 |
0.9900 |
0.9933 |
|
| S4 |
0.9861 |
0.9876 |
0.9927 |
|
|
| 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 |
1.0043 |
|
2.618 |
1.0004 |
|
1.618 |
0.9980 |
|
1.000 |
0.9965 |
|
0.618 |
0.9956 |
|
HIGH |
0.9941 |
|
0.618 |
0.9932 |
|
0.500 |
0.9929 |
|
0.382 |
0.9926 |
|
LOW |
0.9917 |
|
0.618 |
0.9902 |
|
1.000 |
0.9893 |
|
1.618 |
0.9878 |
|
2.618 |
0.9854 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9936 |
0.9967 |
| PP |
0.9933 |
0.9958 |
| S1 |
0.9929 |
0.9949 |
|