CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
1.0000 |
0.0034 |
0.3% |
1.0020 |
| High |
0.9989 |
1.0032 |
0.0043 |
0.4% |
1.0044 |
| Low |
0.9950 |
0.9975 |
0.0025 |
0.3% |
0.9933 |
| Close |
0.9956 |
0.9979 |
0.0023 |
0.2% |
0.9949 |
| Range |
0.0039 |
0.0057 |
0.0018 |
46.2% |
0.0111 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
| Volume |
203 |
212 |
9 |
4.4% |
773 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0166 |
1.0130 |
1.0010 |
|
| R3 |
1.0109 |
1.0073 |
0.9995 |
|
| R2 |
1.0052 |
1.0052 |
0.9989 |
|
| R1 |
1.0016 |
1.0016 |
0.9984 |
1.0006 |
| PP |
0.9995 |
0.9995 |
0.9995 |
0.9990 |
| S1 |
0.9959 |
0.9959 |
0.9974 |
0.9949 |
| S2 |
0.9938 |
0.9938 |
0.9969 |
|
| S3 |
0.9881 |
0.9902 |
0.9963 |
|
| S4 |
0.9824 |
0.9845 |
0.9948 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0240 |
1.0010 |
|
| R3 |
1.0197 |
1.0129 |
0.9980 |
|
| R2 |
1.0086 |
1.0086 |
0.9969 |
|
| R1 |
1.0018 |
1.0018 |
0.9959 |
0.9997 |
| PP |
0.9975 |
0.9975 |
0.9975 |
0.9965 |
| S1 |
0.9907 |
0.9907 |
0.9939 |
0.9886 |
| S2 |
0.9864 |
0.9864 |
0.9929 |
|
| S3 |
0.9753 |
0.9796 |
0.9918 |
|
| S4 |
0.9642 |
0.9685 |
0.9888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0044 |
0.9933 |
0.0111 |
1.1% |
0.0051 |
0.5% |
41% |
False |
False |
196 |
| 10 |
1.0044 |
0.9933 |
0.0111 |
1.1% |
0.0053 |
0.5% |
41% |
False |
False |
167 |
| 20 |
1.0044 |
0.9815 |
0.0229 |
2.3% |
0.0056 |
0.6% |
72% |
False |
False |
167 |
| 40 |
1.0044 |
0.9575 |
0.0469 |
4.7% |
0.0062 |
0.6% |
86% |
False |
False |
154 |
| 60 |
1.0044 |
0.9484 |
0.0560 |
5.6% |
0.0067 |
0.7% |
88% |
False |
False |
153 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0064 |
0.6% |
86% |
False |
False |
129 |
| 100 |
1.0058 |
0.9360 |
0.0698 |
7.0% |
0.0063 |
0.6% |
89% |
False |
False |
118 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0056 |
0.6% |
74% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0181 |
|
1.618 |
1.0124 |
|
1.000 |
1.0089 |
|
0.618 |
1.0067 |
|
HIGH |
1.0032 |
|
0.618 |
1.0010 |
|
0.500 |
1.0004 |
|
0.382 |
0.9997 |
|
LOW |
0.9975 |
|
0.618 |
0.9940 |
|
1.000 |
0.9918 |
|
1.618 |
0.9883 |
|
2.618 |
0.9826 |
|
4.250 |
0.9733 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
0.9991 |
| PP |
0.9995 |
0.9987 |
| S1 |
0.9987 |
0.9983 |
|