CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0022 |
0.9998 |
-0.0024 |
-0.2% |
1.0059 |
| High |
1.0029 |
1.0021 |
-0.0008 |
-0.1% |
1.0090 |
| Low |
0.9990 |
0.9945 |
-0.0045 |
-0.5% |
0.9974 |
| Close |
0.9992 |
1.0008 |
0.0016 |
0.2% |
0.9992 |
| Range |
0.0039 |
0.0076 |
0.0037 |
94.9% |
0.0116 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.7% |
0.0000 |
| Volume |
71,937 |
100,230 |
28,293 |
39.3% |
360,842 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0219 |
1.0190 |
1.0050 |
|
| R3 |
1.0143 |
1.0114 |
1.0029 |
|
| R2 |
1.0067 |
1.0067 |
1.0022 |
|
| R1 |
1.0038 |
1.0038 |
1.0015 |
1.0053 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9999 |
| S1 |
0.9962 |
0.9962 |
1.0001 |
0.9977 |
| S2 |
0.9915 |
0.9915 |
0.9994 |
|
| S3 |
0.9839 |
0.9886 |
0.9987 |
|
| S4 |
0.9763 |
0.9810 |
0.9966 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0295 |
1.0056 |
|
| R3 |
1.0251 |
1.0179 |
1.0024 |
|
| R2 |
1.0135 |
1.0135 |
1.0013 |
|
| R1 |
1.0063 |
1.0063 |
1.0003 |
1.0041 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0008 |
| S1 |
0.9947 |
0.9947 |
0.9981 |
0.9925 |
| S2 |
0.9903 |
0.9903 |
0.9971 |
|
| S3 |
0.9787 |
0.9831 |
0.9960 |
|
| S4 |
0.9671 |
0.9715 |
0.9928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0090 |
0.9945 |
0.0145 |
1.4% |
0.0062 |
0.6% |
43% |
False |
True |
92,214 |
| 10 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0063 |
0.6% |
45% |
False |
False |
87,010 |
| 20 |
1.0090 |
0.9919 |
0.0171 |
1.7% |
0.0067 |
0.7% |
52% |
False |
False |
80,647 |
| 40 |
1.0090 |
0.9675 |
0.0415 |
4.1% |
0.0073 |
0.7% |
80% |
False |
False |
73,240 |
| 60 |
1.0090 |
0.9573 |
0.0517 |
5.2% |
0.0082 |
0.8% |
84% |
False |
False |
57,557 |
| 80 |
1.0090 |
0.9485 |
0.0605 |
6.0% |
0.0087 |
0.9% |
86% |
False |
False |
43,313 |
| 100 |
1.0090 |
0.9359 |
0.0731 |
7.3% |
0.0093 |
0.9% |
89% |
False |
False |
34,723 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0094 |
0.9% |
78% |
False |
False |
28,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0344 |
|
2.618 |
1.0220 |
|
1.618 |
1.0144 |
|
1.000 |
1.0097 |
|
0.618 |
1.0068 |
|
HIGH |
1.0021 |
|
0.618 |
0.9992 |
|
0.500 |
0.9983 |
|
0.382 |
0.9974 |
|
LOW |
0.9945 |
|
0.618 |
0.9898 |
|
1.000 |
0.9869 |
|
1.618 |
0.9822 |
|
2.618 |
0.9746 |
|
4.250 |
0.9622 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0003 |
| PP |
0.9991 |
0.9998 |
| S1 |
0.9983 |
0.9993 |
|