CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
0.9998 |
1.0008 |
0.0010 |
0.1% |
1.0059 |
High |
1.0021 |
1.0054 |
0.0033 |
0.3% |
1.0090 |
Low |
0.9945 |
1.0006 |
0.0061 |
0.6% |
0.9974 |
Close |
1.0008 |
1.0034 |
0.0026 |
0.3% |
0.9992 |
Range |
0.0076 |
0.0048 |
-0.0028 |
-36.8% |
0.0116 |
ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
100,230 |
92,025 |
-8,205 |
-8.2% |
360,842 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0175 |
1.0153 |
1.0060 |
|
R3 |
1.0127 |
1.0105 |
1.0047 |
|
R2 |
1.0079 |
1.0079 |
1.0043 |
|
R1 |
1.0057 |
1.0057 |
1.0038 |
1.0068 |
PP |
1.0031 |
1.0031 |
1.0031 |
1.0037 |
S1 |
1.0009 |
1.0009 |
1.0030 |
1.0020 |
S2 |
0.9983 |
0.9983 |
1.0025 |
|
S3 |
0.9935 |
0.9961 |
1.0021 |
|
S4 |
0.9887 |
0.9913 |
1.0008 |
|
|
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 |
1.0054 |
0.9945 |
0.0109 |
1.1% |
0.0057 |
0.6% |
82% |
True |
False |
90,080 |
10 |
1.0090 |
0.9941 |
0.0149 |
1.5% |
0.0063 |
0.6% |
62% |
False |
False |
89,957 |
20 |
1.0090 |
0.9935 |
0.0155 |
1.5% |
0.0066 |
0.7% |
64% |
False |
False |
82,127 |
40 |
1.0090 |
0.9675 |
0.0415 |
4.1% |
0.0073 |
0.7% |
87% |
False |
False |
74,713 |
60 |
1.0090 |
0.9573 |
0.0517 |
5.2% |
0.0079 |
0.8% |
89% |
False |
False |
58,987 |
80 |
1.0090 |
0.9485 |
0.0605 |
6.0% |
0.0085 |
0.8% |
91% |
False |
False |
44,461 |
100 |
1.0090 |
0.9440 |
0.0650 |
6.5% |
0.0093 |
0.9% |
91% |
False |
False |
35,640 |
120 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0094 |
0.9% |
82% |
False |
False |
29,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0258 |
2.618 |
1.0180 |
1.618 |
1.0132 |
1.000 |
1.0102 |
0.618 |
1.0084 |
HIGH |
1.0054 |
0.618 |
1.0036 |
0.500 |
1.0030 |
0.382 |
1.0024 |
LOW |
1.0006 |
0.618 |
0.9976 |
1.000 |
0.9958 |
1.618 |
0.9928 |
2.618 |
0.9880 |
4.250 |
0.9802 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0033 |
1.0023 |
PP |
1.0031 |
1.0011 |
S1 |
1.0030 |
1.0000 |
|