CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0008 |
1.0042 |
0.0034 |
0.3% |
1.0059 |
| High |
1.0054 |
1.0154 |
0.0100 |
1.0% |
1.0090 |
| Low |
1.0006 |
1.0042 |
0.0036 |
0.4% |
0.9974 |
| Close |
1.0034 |
1.0111 |
0.0077 |
0.8% |
0.9992 |
| Range |
0.0048 |
0.0112 |
0.0064 |
133.3% |
0.0116 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.4% |
0.0000 |
| Volume |
92,025 |
148,379 |
56,354 |
61.2% |
360,842 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0387 |
1.0173 |
|
| R3 |
1.0326 |
1.0275 |
1.0142 |
|
| R2 |
1.0214 |
1.0214 |
1.0132 |
|
| R1 |
1.0163 |
1.0163 |
1.0121 |
1.0189 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0115 |
| S1 |
1.0051 |
1.0051 |
1.0101 |
1.0077 |
| S2 |
0.9990 |
0.9990 |
1.0090 |
|
| S3 |
0.9878 |
0.9939 |
1.0080 |
|
| S4 |
0.9766 |
0.9827 |
1.0049 |
|
|
| 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 |
1.0154 |
0.9945 |
0.0209 |
2.1% |
0.0067 |
0.7% |
79% |
True |
False |
100,615 |
| 10 |
1.0154 |
0.9941 |
0.0213 |
2.1% |
0.0069 |
0.7% |
80% |
True |
False |
96,562 |
| 20 |
1.0154 |
0.9941 |
0.0213 |
2.1% |
0.0068 |
0.7% |
80% |
True |
False |
85,498 |
| 40 |
1.0154 |
0.9675 |
0.0479 |
4.7% |
0.0074 |
0.7% |
91% |
True |
False |
77,590 |
| 60 |
1.0154 |
0.9573 |
0.0581 |
5.7% |
0.0079 |
0.8% |
93% |
True |
False |
61,407 |
| 80 |
1.0154 |
0.9485 |
0.0669 |
6.6% |
0.0085 |
0.8% |
94% |
True |
False |
46,307 |
| 100 |
1.0154 |
0.9485 |
0.0669 |
6.6% |
0.0092 |
0.9% |
94% |
True |
False |
37,120 |
| 120 |
1.0187 |
0.9359 |
0.0828 |
8.2% |
0.0095 |
0.9% |
91% |
False |
False |
30,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0630 |
|
2.618 |
1.0447 |
|
1.618 |
1.0335 |
|
1.000 |
1.0266 |
|
0.618 |
1.0223 |
|
HIGH |
1.0154 |
|
0.618 |
1.0111 |
|
0.500 |
1.0098 |
|
0.382 |
1.0085 |
|
LOW |
1.0042 |
|
0.618 |
0.9973 |
|
1.000 |
0.9930 |
|
1.618 |
0.9861 |
|
2.618 |
0.9749 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0091 |
| PP |
1.0102 |
1.0070 |
| S1 |
1.0098 |
1.0050 |
|