CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0049 |
1.0029 |
-0.0020 |
-0.2% |
0.9973 |
| High |
1.0056 |
1.0066 |
0.0010 |
0.1% |
1.0063 |
| Low |
1.0001 |
1.0009 |
0.0008 |
0.1% |
0.9919 |
| Close |
1.0031 |
1.0045 |
0.0014 |
0.1% |
1.0057 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.6% |
0.0144 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
68,641 |
73,068 |
4,427 |
6.4% |
373,924 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0185 |
1.0076 |
|
| R3 |
1.0154 |
1.0128 |
1.0061 |
|
| R2 |
1.0097 |
1.0097 |
1.0055 |
|
| R1 |
1.0071 |
1.0071 |
1.0050 |
1.0084 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0047 |
| S1 |
1.0014 |
1.0014 |
1.0040 |
1.0027 |
| S2 |
0.9983 |
0.9983 |
1.0035 |
|
| S3 |
0.9926 |
0.9957 |
1.0029 |
|
| S4 |
0.9869 |
0.9900 |
1.0014 |
|
|
| 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 |
1.0066 |
0.9957 |
0.0109 |
1.1% |
0.0068 |
0.7% |
81% |
True |
False |
75,190 |
| 10 |
1.0066 |
0.9919 |
0.0147 |
1.5% |
0.0067 |
0.7% |
86% |
True |
False |
73,593 |
| 20 |
1.0066 |
0.9711 |
0.0355 |
3.5% |
0.0076 |
0.8% |
94% |
True |
False |
74,332 |
| 40 |
1.0066 |
0.9573 |
0.0493 |
4.9% |
0.0079 |
0.8% |
96% |
True |
False |
60,953 |
| 60 |
1.0066 |
0.9485 |
0.0581 |
5.8% |
0.0085 |
0.9% |
96% |
True |
False |
41,782 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0094 |
0.9% |
95% |
False |
False |
31,418 |
| 100 |
1.0151 |
0.9359 |
0.0792 |
7.9% |
0.0099 |
1.0% |
87% |
False |
False |
25,208 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.8% |
0.0094 |
0.9% |
77% |
False |
False |
21,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0215 |
|
1.618 |
1.0158 |
|
1.000 |
1.0123 |
|
0.618 |
1.0101 |
|
HIGH |
1.0066 |
|
0.618 |
1.0044 |
|
0.500 |
1.0038 |
|
0.382 |
1.0031 |
|
LOW |
1.0009 |
|
0.618 |
0.9974 |
|
1.000 |
0.9952 |
|
1.618 |
0.9917 |
|
2.618 |
0.9860 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0040 |
| PP |
1.0040 |
1.0035 |
| S1 |
1.0038 |
1.0030 |
|