CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9973 |
0.9993 |
0.0020 |
0.2% |
1.0040 |
| High |
1.0000 |
1.0030 |
0.0030 |
0.3% |
1.0065 |
| Low |
0.9926 |
0.9993 |
0.0067 |
0.7% |
0.9960 |
| Close |
0.9988 |
1.0014 |
0.0026 |
0.3% |
0.9972 |
| Range |
0.0074 |
0.0037 |
-0.0037 |
-50.0% |
0.0105 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
395 |
891 |
496 |
125.6% |
2,568 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0106 |
1.0034 |
|
| R3 |
1.0086 |
1.0069 |
1.0024 |
|
| R2 |
1.0049 |
1.0049 |
1.0021 |
|
| R1 |
1.0032 |
1.0032 |
1.0017 |
1.0041 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0017 |
| S1 |
0.9995 |
0.9995 |
1.0011 |
1.0004 |
| S2 |
0.9975 |
0.9975 |
1.0007 |
|
| S3 |
0.9938 |
0.9958 |
1.0004 |
|
| S4 |
0.9901 |
0.9921 |
0.9994 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0248 |
1.0030 |
|
| R3 |
1.0209 |
1.0143 |
1.0001 |
|
| R2 |
1.0104 |
1.0104 |
0.9991 |
|
| R1 |
1.0038 |
1.0038 |
0.9982 |
1.0019 |
| PP |
0.9999 |
0.9999 |
0.9999 |
0.9989 |
| S1 |
0.9933 |
0.9933 |
0.9962 |
0.9914 |
| S2 |
0.9894 |
0.9894 |
0.9953 |
|
| S3 |
0.9789 |
0.9828 |
0.9943 |
|
| S4 |
0.9684 |
0.9723 |
0.9914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0030 |
0.9926 |
0.0104 |
1.0% |
0.0051 |
0.5% |
85% |
True |
False |
626 |
| 10 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0056 |
0.6% |
64% |
False |
False |
483 |
| 20 |
1.0065 |
0.9923 |
0.0142 |
1.4% |
0.0056 |
0.6% |
64% |
False |
False |
315 |
| 40 |
1.0065 |
0.9664 |
0.0401 |
4.0% |
0.0061 |
0.6% |
87% |
False |
False |
246 |
| 60 |
1.0065 |
0.9570 |
0.0495 |
4.9% |
0.0064 |
0.6% |
90% |
False |
False |
204 |
| 80 |
1.0065 |
0.9484 |
0.0581 |
5.8% |
0.0063 |
0.6% |
91% |
False |
False |
181 |
| 100 |
1.0065 |
0.9484 |
0.0581 |
5.8% |
0.0062 |
0.6% |
91% |
False |
False |
156 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
8.0% |
0.0059 |
0.6% |
82% |
False |
False |
141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0127 |
|
1.618 |
1.0090 |
|
1.000 |
1.0067 |
|
0.618 |
1.0053 |
|
HIGH |
1.0030 |
|
0.618 |
1.0016 |
|
0.500 |
1.0012 |
|
0.382 |
1.0007 |
|
LOW |
0.9993 |
|
0.618 |
0.9970 |
|
1.000 |
0.9956 |
|
1.618 |
0.9933 |
|
2.618 |
0.9896 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0002 |
| PP |
1.0012 |
0.9990 |
| S1 |
1.0012 |
0.9978 |
|