CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
0.9997 |
-0.0023 |
-0.2% |
0.9940 |
| High |
1.0022 |
1.0028 |
0.0006 |
0.1% |
1.0042 |
| Low |
0.9980 |
0.9975 |
-0.0005 |
-0.1% |
0.9900 |
| Close |
1.0007 |
1.0015 |
0.0008 |
0.1% |
1.0036 |
| Range |
0.0042 |
0.0053 |
0.0011 |
26.2% |
0.0142 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
269 |
116 |
-153 |
-56.9% |
471 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0165 |
1.0143 |
1.0044 |
|
| R3 |
1.0112 |
1.0090 |
1.0030 |
|
| R2 |
1.0059 |
1.0059 |
1.0025 |
|
| R1 |
1.0037 |
1.0037 |
1.0020 |
1.0048 |
| PP |
1.0006 |
1.0006 |
1.0006 |
1.0012 |
| S1 |
0.9984 |
0.9984 |
1.0010 |
0.9995 |
| S2 |
0.9953 |
0.9953 |
1.0005 |
|
| S3 |
0.9900 |
0.9931 |
1.0000 |
|
| S4 |
0.9847 |
0.9878 |
0.9986 |
|
|
| 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 |
0.9941 |
0.0101 |
1.0% |
0.0057 |
0.6% |
73% |
False |
False |
132 |
| 10 |
1.0042 |
0.9825 |
0.0217 |
2.2% |
0.0059 |
0.6% |
88% |
False |
False |
174 |
| 20 |
1.0042 |
0.9695 |
0.0347 |
3.5% |
0.0065 |
0.7% |
92% |
False |
False |
168 |
| 40 |
1.0042 |
0.9570 |
0.0472 |
4.7% |
0.0064 |
0.6% |
94% |
False |
False |
159 |
| 60 |
1.0042 |
0.9484 |
0.0558 |
5.6% |
0.0066 |
0.7% |
95% |
False |
False |
146 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.7% |
0.0065 |
0.6% |
93% |
False |
False |
122 |
| 100 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0062 |
0.6% |
82% |
False |
False |
110 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0053 |
0.5% |
78% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0167 |
|
1.618 |
1.0114 |
|
1.000 |
1.0081 |
|
0.618 |
1.0061 |
|
HIGH |
1.0028 |
|
0.618 |
1.0008 |
|
0.500 |
1.0002 |
|
0.382 |
0.9995 |
|
LOW |
0.9975 |
|
0.618 |
0.9942 |
|
1.000 |
0.9922 |
|
1.618 |
0.9889 |
|
2.618 |
0.9836 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
1.0007 |
| PP |
1.0006 |
0.9999 |
| S1 |
1.0002 |
0.9992 |
|