CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9997 |
0.9967 |
-0.0030 |
-0.3% |
0.9940 |
| High |
0.9997 |
1.0042 |
0.0045 |
0.5% |
1.0042 |
| Low |
0.9961 |
0.9941 |
-0.0020 |
-0.2% |
0.9900 |
| Close |
0.9975 |
1.0036 |
0.0061 |
0.6% |
1.0036 |
| Range |
0.0036 |
0.0101 |
0.0065 |
180.6% |
0.0142 |
| ATR |
0.0069 |
0.0072 |
0.0002 |
3.3% |
0.0000 |
| Volume |
108 |
66 |
-42 |
-38.9% |
471 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0274 |
1.0092 |
|
| R3 |
1.0208 |
1.0173 |
1.0064 |
|
| R2 |
1.0107 |
1.0107 |
1.0055 |
|
| R1 |
1.0072 |
1.0072 |
1.0045 |
1.0090 |
| PP |
1.0006 |
1.0006 |
1.0006 |
1.0015 |
| S1 |
0.9971 |
0.9971 |
1.0027 |
0.9989 |
| S2 |
0.9905 |
0.9905 |
1.0017 |
|
| S3 |
0.9804 |
0.9870 |
1.0008 |
|
| S4 |
0.9703 |
0.9769 |
0.9980 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0369 |
1.0114 |
|
| R3 |
1.0277 |
1.0227 |
1.0075 |
|
| R2 |
1.0135 |
1.0135 |
1.0062 |
|
| R1 |
1.0085 |
1.0085 |
1.0049 |
1.0110 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0005 |
| S1 |
0.9943 |
0.9943 |
1.0023 |
0.9968 |
| S2 |
0.9851 |
0.9851 |
1.0010 |
|
| S3 |
0.9709 |
0.9801 |
0.9997 |
|
| S4 |
0.9567 |
0.9659 |
0.9958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9900 |
0.0142 |
1.4% |
0.0062 |
0.6% |
96% |
True |
False |
94 |
| 10 |
1.0042 |
0.9822 |
0.0220 |
2.2% |
0.0064 |
0.6% |
97% |
True |
False |
162 |
| 20 |
1.0042 |
0.9664 |
0.0378 |
3.8% |
0.0070 |
0.7% |
98% |
True |
False |
164 |
| 40 |
1.0042 |
0.9570 |
0.0472 |
4.7% |
0.0068 |
0.7% |
99% |
True |
False |
152 |
| 60 |
1.0042 |
0.9484 |
0.0558 |
5.6% |
0.0067 |
0.7% |
99% |
True |
False |
141 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.7% |
0.0064 |
0.6% |
96% |
False |
False |
117 |
| 100 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0062 |
0.6% |
85% |
False |
False |
107 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0053 |
0.5% |
81% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0306 |
|
1.618 |
1.0205 |
|
1.000 |
1.0143 |
|
0.618 |
1.0104 |
|
HIGH |
1.0042 |
|
0.618 |
1.0003 |
|
0.500 |
0.9992 |
|
0.382 |
0.9980 |
|
LOW |
0.9941 |
|
0.618 |
0.9879 |
|
1.000 |
0.9840 |
|
1.618 |
0.9778 |
|
2.618 |
0.9677 |
|
4.250 |
0.9512 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0021 |
| PP |
1.0006 |
1.0006 |
| S1 |
0.9992 |
0.9992 |
|