CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0019 |
0.9997 |
-0.0022 |
-0.2% |
0.9992 |
| High |
1.0040 |
1.0041 |
0.0001 |
0.0% |
1.0055 |
| Low |
0.9974 |
0.9983 |
0.0009 |
0.1% |
0.9941 |
| Close |
1.0000 |
1.0005 |
0.0005 |
0.1% |
1.0034 |
| Range |
0.0066 |
0.0058 |
-0.0008 |
-12.1% |
0.0114 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
95,703 |
90,505 |
-5,198 |
-5.4% |
409,029 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0152 |
1.0037 |
|
| R3 |
1.0126 |
1.0094 |
1.0021 |
|
| R2 |
1.0068 |
1.0068 |
1.0016 |
|
| R1 |
1.0036 |
1.0036 |
1.0010 |
1.0052 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0018 |
| S1 |
0.9978 |
0.9978 |
1.0000 |
0.9994 |
| S2 |
0.9952 |
0.9952 |
0.9994 |
|
| S3 |
0.9894 |
0.9920 |
0.9989 |
|
| S4 |
0.9836 |
0.9862 |
0.9973 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0307 |
1.0097 |
|
| R3 |
1.0238 |
1.0193 |
1.0065 |
|
| R2 |
1.0124 |
1.0124 |
1.0055 |
|
| R1 |
1.0079 |
1.0079 |
1.0044 |
1.0102 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0021 |
| S1 |
0.9965 |
0.9965 |
1.0024 |
0.9988 |
| S2 |
0.9896 |
0.9896 |
1.0013 |
|
| S3 |
0.9782 |
0.9851 |
1.0003 |
|
| S4 |
0.9668 |
0.9737 |
0.9971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0068 |
0.7% |
43% |
False |
False |
92,186 |
| 10 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0067 |
0.7% |
43% |
False |
False |
85,644 |
| 20 |
1.0090 |
0.9919 |
0.0171 |
1.7% |
0.0067 |
0.7% |
50% |
False |
False |
80,561 |
| 40 |
1.0090 |
0.9675 |
0.0415 |
4.1% |
0.0075 |
0.7% |
80% |
False |
False |
70,374 |
| 60 |
1.0090 |
0.9542 |
0.0548 |
5.5% |
0.0084 |
0.8% |
84% |
False |
False |
54,742 |
| 80 |
1.0090 |
0.9485 |
0.0605 |
6.0% |
0.0088 |
0.9% |
86% |
False |
False |
41,175 |
| 100 |
1.0090 |
0.9359 |
0.0731 |
7.3% |
0.0094 |
0.9% |
88% |
False |
False |
33,010 |
| 120 |
1.0223 |
0.9359 |
0.0864 |
8.6% |
0.0094 |
0.9% |
75% |
False |
False |
27,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0193 |
|
1.618 |
1.0135 |
|
1.000 |
1.0099 |
|
0.618 |
1.0077 |
|
HIGH |
1.0041 |
|
0.618 |
1.0019 |
|
0.500 |
1.0012 |
|
0.382 |
1.0005 |
|
LOW |
0.9983 |
|
0.618 |
0.9947 |
|
1.000 |
0.9925 |
|
1.618 |
0.9889 |
|
2.618 |
0.9831 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0012 |
1.0032 |
| PP |
1.0010 |
1.0023 |
| S1 |
1.0007 |
1.0014 |
|