CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
1.0000 |
0.0017 |
0.2% |
1.0000 |
| High |
0.9987 |
1.0070 |
0.0083 |
0.8% |
1.0016 |
| Low |
0.9960 |
1.0000 |
0.0040 |
0.4% |
0.9917 |
| Close |
0.9975 |
1.0049 |
0.0074 |
0.7% |
0.9935 |
| Range |
0.0027 |
0.0070 |
0.0043 |
159.3% |
0.0099 |
| ATR |
0.0039 |
0.0043 |
0.0004 |
10.1% |
0.0000 |
| Volume |
186 |
825 |
639 |
343.5% |
243 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0219 |
1.0088 |
|
| R3 |
1.0180 |
1.0149 |
1.0068 |
|
| R2 |
1.0110 |
1.0110 |
1.0062 |
|
| R1 |
1.0079 |
1.0079 |
1.0055 |
1.0095 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0047 |
| S1 |
1.0009 |
1.0009 |
1.0043 |
1.0025 |
| S2 |
0.9970 |
0.9970 |
1.0036 |
|
| S3 |
0.9900 |
0.9939 |
1.0030 |
|
| S4 |
0.9830 |
0.9869 |
1.0011 |
|
|
| 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 |
1.0368 |
|
2.618 |
1.0253 |
|
1.618 |
1.0183 |
|
1.000 |
1.0140 |
|
0.618 |
1.0113 |
|
HIGH |
1.0070 |
|
0.618 |
1.0043 |
|
0.500 |
1.0035 |
|
0.382 |
1.0027 |
|
LOW |
1.0000 |
|
0.618 |
0.9957 |
|
1.000 |
0.9930 |
|
1.618 |
0.9887 |
|
2.618 |
0.9817 |
|
4.250 |
0.9703 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0028 |
| PP |
1.0040 |
1.0006 |
| S1 |
1.0035 |
0.9985 |
|