CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0031 |
-0.0024 |
-0.2% |
0.9973 |
| High |
1.0062 |
1.0050 |
-0.0012 |
-0.1% |
1.0063 |
| Low |
0.9996 |
0.9994 |
-0.0002 |
0.0% |
0.9919 |
| Close |
1.0028 |
1.0036 |
0.0008 |
0.1% |
1.0057 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0144 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
68,999 |
72,782 |
3,783 |
5.5% |
373,924 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0171 |
1.0067 |
|
| R3 |
1.0139 |
1.0115 |
1.0051 |
|
| R2 |
1.0083 |
1.0083 |
1.0046 |
|
| R1 |
1.0059 |
1.0059 |
1.0041 |
1.0071 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0033 |
| S1 |
1.0003 |
1.0003 |
1.0031 |
1.0015 |
| S2 |
0.9971 |
0.9971 |
1.0026 |
|
| S3 |
0.9915 |
0.9947 |
1.0021 |
|
| S4 |
0.9859 |
0.9891 |
1.0005 |
|
|
| 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 |
0.9941 |
0.0122 |
1.2% |
0.0071 |
0.7% |
78% |
False |
False |
74,463 |
| 10 |
1.0063 |
0.9842 |
0.0221 |
2.2% |
0.0074 |
0.7% |
88% |
False |
False |
77,802 |
| 20 |
1.0063 |
0.9711 |
0.0352 |
3.5% |
0.0078 |
0.8% |
92% |
False |
False |
73,064 |
| 40 |
1.0063 |
0.9573 |
0.0490 |
4.9% |
0.0081 |
0.8% |
94% |
False |
False |
57,999 |
| 60 |
1.0063 |
0.9485 |
0.0578 |
5.8% |
0.0087 |
0.9% |
95% |
False |
False |
39,429 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0095 |
1.0% |
93% |
False |
False |
29,666 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0100 |
1.0% |
82% |
False |
False |
23,796 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0094 |
0.9% |
76% |
False |
False |
19,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0197 |
|
1.618 |
1.0141 |
|
1.000 |
1.0106 |
|
0.618 |
1.0085 |
|
HIGH |
1.0050 |
|
0.618 |
1.0029 |
|
0.500 |
1.0022 |
|
0.382 |
1.0015 |
|
LOW |
0.9994 |
|
0.618 |
0.9959 |
|
1.000 |
0.9938 |
|
1.618 |
0.9903 |
|
2.618 |
0.9847 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0027 |
| PP |
1.0027 |
1.0019 |
| S1 |
1.0022 |
1.0010 |
|