CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9970 |
1.0005 |
0.0035 |
0.4% |
0.9970 |
| High |
1.0019 |
1.0039 |
0.0020 |
0.2% |
1.0039 |
| Low |
0.9923 |
0.9995 |
0.0072 |
0.7% |
0.9923 |
| Close |
1.0014 |
1.0014 |
0.0000 |
0.0% |
1.0014 |
| Range |
0.0096 |
0.0044 |
-0.0052 |
-54.2% |
0.0116 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
323 |
240 |
-83 |
-25.7% |
1,291 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0125 |
1.0038 |
|
| R3 |
1.0104 |
1.0081 |
1.0026 |
|
| R2 |
1.0060 |
1.0060 |
1.0022 |
|
| R1 |
1.0037 |
1.0037 |
1.0018 |
1.0049 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0022 |
| S1 |
0.9993 |
0.9993 |
1.0010 |
1.0005 |
| S2 |
0.9972 |
0.9972 |
1.0006 |
|
| S3 |
0.9928 |
0.9949 |
1.0002 |
|
| S4 |
0.9884 |
0.9905 |
0.9990 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0293 |
1.0078 |
|
| R3 |
1.0224 |
1.0177 |
1.0046 |
|
| R2 |
1.0108 |
1.0108 |
1.0035 |
|
| R1 |
1.0061 |
1.0061 |
1.0025 |
1.0085 |
| PP |
0.9992 |
0.9992 |
0.9992 |
1.0004 |
| S1 |
0.9945 |
0.9945 |
1.0003 |
0.9969 |
| S2 |
0.9876 |
0.9876 |
0.9993 |
|
| S3 |
0.9760 |
0.9829 |
0.9982 |
|
| S4 |
0.9644 |
0.9713 |
0.9950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0039 |
0.9923 |
0.0116 |
1.2% |
0.0054 |
0.5% |
78% |
True |
False |
258 |
| 10 |
1.0044 |
0.9923 |
0.0121 |
1.2% |
0.0053 |
0.5% |
75% |
False |
False |
206 |
| 20 |
1.0044 |
0.9822 |
0.0222 |
2.2% |
0.0059 |
0.6% |
86% |
False |
False |
184 |
| 40 |
1.0044 |
0.9664 |
0.0380 |
3.8% |
0.0063 |
0.6% |
92% |
False |
False |
164 |
| 60 |
1.0044 |
0.9484 |
0.0560 |
5.6% |
0.0067 |
0.7% |
95% |
False |
False |
162 |
| 80 |
1.0058 |
0.9484 |
0.0574 |
5.7% |
0.0065 |
0.6% |
92% |
False |
False |
134 |
| 100 |
1.0058 |
0.9360 |
0.0698 |
7.0% |
0.0062 |
0.6% |
94% |
False |
False |
120 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0057 |
0.6% |
78% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0226 |
|
2.618 |
1.0154 |
|
1.618 |
1.0110 |
|
1.000 |
1.0083 |
|
0.618 |
1.0066 |
|
HIGH |
1.0039 |
|
0.618 |
1.0022 |
|
0.500 |
1.0017 |
|
0.382 |
1.0012 |
|
LOW |
0.9995 |
|
0.618 |
0.9968 |
|
1.000 |
0.9951 |
|
1.618 |
0.9924 |
|
2.618 |
0.9880 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0017 |
1.0003 |
| PP |
1.0016 |
0.9992 |
| S1 |
1.0015 |
0.9981 |
|