CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9943 |
0.9957 |
0.0014 |
0.1% |
1.0000 |
| High |
0.9965 |
0.9957 |
-0.0008 |
-0.1% |
1.0016 |
| Low |
0.9940 |
0.9935 |
-0.0005 |
-0.1% |
0.9917 |
| Close |
0.9947 |
0.9935 |
-0.0012 |
-0.1% |
0.9935 |
| Range |
0.0025 |
0.0022 |
-0.0003 |
-12.0% |
0.0099 |
| ATR |
0.0040 |
0.0038 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
10 |
137 |
127 |
1,270.0% |
243 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9994 |
0.9947 |
|
| R3 |
0.9986 |
0.9972 |
0.9941 |
|
| R2 |
0.9964 |
0.9964 |
0.9939 |
|
| R1 |
0.9950 |
0.9950 |
0.9937 |
0.9946 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9941 |
| S1 |
0.9928 |
0.9928 |
0.9933 |
0.9924 |
| S2 |
0.9920 |
0.9920 |
0.9931 |
|
| S3 |
0.9898 |
0.9906 |
0.9929 |
|
| S4 |
0.9876 |
0.9884 |
0.9923 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0193 |
0.9989 |
|
| R3 |
1.0154 |
1.0094 |
0.9962 |
|
| R2 |
1.0055 |
1.0055 |
0.9953 |
|
| R1 |
0.9995 |
0.9995 |
0.9944 |
0.9976 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9946 |
| S1 |
0.9896 |
0.9896 |
0.9926 |
0.9877 |
| S2 |
0.9857 |
0.9857 |
0.9917 |
|
| S3 |
0.9758 |
0.9797 |
0.9908 |
|
| S4 |
0.9659 |
0.9698 |
0.9881 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0051 |
|
2.618 |
1.0015 |
|
1.618 |
0.9993 |
|
1.000 |
0.9979 |
|
0.618 |
0.9971 |
|
HIGH |
0.9957 |
|
0.618 |
0.9949 |
|
0.500 |
0.9946 |
|
0.382 |
0.9943 |
|
LOW |
0.9935 |
|
0.618 |
0.9921 |
|
1.000 |
0.9913 |
|
1.618 |
0.9899 |
|
2.618 |
0.9877 |
|
4.250 |
0.9842 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
0.9941 |
| PP |
0.9942 |
0.9939 |
| S1 |
0.9939 |
0.9937 |
|