CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
1.0040 |
0.0035 |
0.3% |
0.9970 |
| High |
1.0039 |
1.0065 |
0.0026 |
0.3% |
1.0039 |
| Low |
0.9995 |
0.9998 |
0.0003 |
0.0% |
0.9923 |
| Close |
1.0014 |
1.0011 |
-0.0003 |
0.0% |
1.0014 |
| Range |
0.0044 |
0.0067 |
0.0023 |
52.3% |
0.0116 |
| ATR |
0.0065 |
0.0066 |
0.0000 |
0.2% |
0.0000 |
| Volume |
240 |
722 |
482 |
200.8% |
1,291 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0185 |
1.0048 |
|
| R3 |
1.0159 |
1.0118 |
1.0029 |
|
| R2 |
1.0092 |
1.0092 |
1.0023 |
|
| R1 |
1.0051 |
1.0051 |
1.0017 |
1.0038 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0018 |
| S1 |
0.9984 |
0.9984 |
1.0005 |
0.9971 |
| S2 |
0.9958 |
0.9958 |
0.9999 |
|
| S3 |
0.9891 |
0.9917 |
0.9993 |
|
| S4 |
0.9824 |
0.9850 |
0.9974 |
|
|
| 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 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0061 |
0.6% |
62% |
True |
False |
340 |
| 10 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0056 |
0.6% |
62% |
True |
False |
251 |
| 20 |
1.0065 |
0.9825 |
0.0240 |
2.4% |
0.0057 |
0.6% |
78% |
True |
False |
218 |
| 40 |
1.0065 |
0.9664 |
0.0401 |
4.0% |
0.0062 |
0.6% |
87% |
True |
False |
180 |
| 60 |
1.0065 |
0.9484 |
0.0581 |
5.8% |
0.0067 |
0.7% |
91% |
True |
False |
171 |
| 80 |
1.0065 |
0.9484 |
0.0581 |
5.8% |
0.0065 |
0.7% |
91% |
True |
False |
143 |
| 100 |
1.0065 |
0.9360 |
0.0705 |
7.0% |
0.0062 |
0.6% |
92% |
True |
False |
127 |
| 120 |
1.0195 |
0.9360 |
0.0835 |
8.3% |
0.0057 |
0.6% |
78% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0240 |
|
1.618 |
1.0173 |
|
1.000 |
1.0132 |
|
0.618 |
1.0106 |
|
HIGH |
1.0065 |
|
0.618 |
1.0039 |
|
0.500 |
1.0032 |
|
0.382 |
1.0024 |
|
LOW |
0.9998 |
|
0.618 |
0.9957 |
|
1.000 |
0.9931 |
|
1.618 |
0.9890 |
|
2.618 |
0.9823 |
|
4.250 |
0.9713 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0005 |
| PP |
1.0025 |
1.0000 |
| S1 |
1.0018 |
0.9994 |
|