CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
1.0055 |
0.0058 |
0.6% |
0.9973 |
| High |
1.0063 |
1.0062 |
-0.0001 |
0.0% |
1.0063 |
| Low |
0.9957 |
0.9996 |
0.0039 |
0.4% |
0.9919 |
| Close |
1.0057 |
1.0028 |
-0.0029 |
-0.3% |
1.0057 |
| Range |
0.0106 |
0.0066 |
-0.0040 |
-37.7% |
0.0144 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
92,463 |
68,999 |
-23,464 |
-25.4% |
373,924 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0193 |
1.0064 |
|
| R3 |
1.0161 |
1.0127 |
1.0046 |
|
| R2 |
1.0095 |
1.0095 |
1.0040 |
|
| R1 |
1.0061 |
1.0061 |
1.0034 |
1.0045 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0021 |
| S1 |
0.9995 |
0.9995 |
1.0022 |
0.9979 |
| S2 |
0.9963 |
0.9963 |
1.0016 |
|
| S3 |
0.9897 |
0.9929 |
1.0010 |
|
| S4 |
0.9831 |
0.9863 |
0.9992 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0395 |
1.0136 |
|
| R3 |
1.0301 |
1.0251 |
1.0097 |
|
| R2 |
1.0157 |
1.0157 |
1.0083 |
|
| R1 |
1.0107 |
1.0107 |
1.0070 |
1.0132 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0026 |
| S1 |
0.9963 |
0.9963 |
1.0044 |
0.9988 |
| S2 |
0.9869 |
0.9869 |
1.0031 |
|
| S3 |
0.9725 |
0.9819 |
1.0017 |
|
| S4 |
0.9581 |
0.9675 |
0.9978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0063 |
0.9935 |
0.0128 |
1.3% |
0.0078 |
0.8% |
73% |
False |
False |
76,097 |
| 10 |
1.0063 |
0.9842 |
0.0221 |
2.2% |
0.0075 |
0.8% |
84% |
False |
False |
77,075 |
| 20 |
1.0063 |
0.9675 |
0.0388 |
3.9% |
0.0080 |
0.8% |
91% |
False |
False |
72,550 |
| 40 |
1.0063 |
0.9573 |
0.0490 |
4.9% |
0.0084 |
0.8% |
93% |
False |
False |
56,377 |
| 60 |
1.0063 |
0.9485 |
0.0578 |
5.8% |
0.0089 |
0.9% |
94% |
False |
False |
38,217 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0097 |
1.0% |
92% |
False |
False |
28,758 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0100 |
1.0% |
81% |
False |
False |
23,070 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0093 |
0.9% |
76% |
False |
False |
19,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0235 |
|
1.618 |
1.0169 |
|
1.000 |
1.0128 |
|
0.618 |
1.0103 |
|
HIGH |
1.0062 |
|
0.618 |
1.0037 |
|
0.500 |
1.0029 |
|
0.382 |
1.0021 |
|
LOW |
0.9996 |
|
0.618 |
0.9955 |
|
1.000 |
0.9930 |
|
1.618 |
0.9889 |
|
2.618 |
0.9823 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0029 |
1.0022 |
| PP |
1.0029 |
1.0016 |
| S1 |
1.0028 |
1.0010 |
|