CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
0.9997 |
-0.0015 |
-0.1% |
0.9973 |
| High |
1.0021 |
1.0063 |
0.0042 |
0.4% |
1.0063 |
| Low |
0.9979 |
0.9957 |
-0.0022 |
-0.2% |
0.9919 |
| Close |
0.9997 |
1.0057 |
0.0060 |
0.6% |
1.0057 |
| Range |
0.0042 |
0.0106 |
0.0064 |
152.4% |
0.0144 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
62,075 |
92,463 |
30,388 |
49.0% |
373,924 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0306 |
1.0115 |
|
| R3 |
1.0238 |
1.0200 |
1.0086 |
|
| R2 |
1.0132 |
1.0132 |
1.0076 |
|
| R1 |
1.0094 |
1.0094 |
1.0067 |
1.0113 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0035 |
| S1 |
0.9988 |
0.9988 |
1.0047 |
1.0007 |
| S2 |
0.9920 |
0.9920 |
1.0038 |
|
| S3 |
0.9814 |
0.9882 |
1.0028 |
|
| S4 |
0.9708 |
0.9776 |
0.9999 |
|
|
| 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 |
0.9919 |
0.0144 |
1.4% |
0.0076 |
0.8% |
96% |
True |
False |
74,784 |
| 10 |
1.0063 |
0.9833 |
0.0230 |
2.3% |
0.0079 |
0.8% |
97% |
True |
False |
78,001 |
| 20 |
1.0063 |
0.9675 |
0.0388 |
3.9% |
0.0082 |
0.8% |
98% |
True |
False |
72,474 |
| 40 |
1.0063 |
0.9573 |
0.0490 |
4.9% |
0.0084 |
0.8% |
99% |
True |
False |
54,860 |
| 60 |
1.0063 |
0.9485 |
0.0578 |
5.7% |
0.0089 |
0.9% |
99% |
True |
False |
37,071 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0097 |
1.0% |
97% |
False |
False |
27,897 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.2% |
0.0101 |
1.0% |
84% |
False |
False |
22,384 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0093 |
0.9% |
79% |
False |
False |
18,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0514 |
|
2.618 |
1.0341 |
|
1.618 |
1.0235 |
|
1.000 |
1.0169 |
|
0.618 |
1.0129 |
|
HIGH |
1.0063 |
|
0.618 |
1.0023 |
|
0.500 |
1.0010 |
|
0.382 |
0.9997 |
|
LOW |
0.9957 |
|
0.618 |
0.9891 |
|
1.000 |
0.9851 |
|
1.618 |
0.9785 |
|
2.618 |
0.9679 |
|
4.250 |
0.9507 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0041 |
1.0039 |
| PP |
1.0026 |
1.0020 |
| S1 |
1.0010 |
1.0002 |
|