CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9993 |
1.0036 |
0.0043 |
0.4% |
1.0040 |
| High |
1.0030 |
1.0132 |
0.0102 |
1.0% |
1.0065 |
| Low |
0.9993 |
1.0031 |
0.0038 |
0.4% |
0.9960 |
| Close |
1.0014 |
1.0090 |
0.0076 |
0.8% |
0.9972 |
| Range |
0.0037 |
0.0101 |
0.0064 |
173.0% |
0.0105 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0000 |
| Volume |
891 |
734 |
-157 |
-17.6% |
2,568 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0387 |
1.0340 |
1.0146 |
|
| R3 |
1.0286 |
1.0239 |
1.0118 |
|
| R2 |
1.0185 |
1.0185 |
1.0109 |
|
| R1 |
1.0138 |
1.0138 |
1.0099 |
1.0162 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0096 |
| S1 |
1.0037 |
1.0037 |
1.0081 |
1.0061 |
| S2 |
0.9983 |
0.9983 |
1.0071 |
|
| S3 |
0.9882 |
0.9936 |
1.0062 |
|
| S4 |
0.9781 |
0.9835 |
1.0034 |
|
|
| 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 |
1.0132 |
0.9926 |
0.0206 |
2.0% |
0.0060 |
0.6% |
80% |
True |
False |
665 |
| 10 |
1.0132 |
0.9923 |
0.0209 |
2.1% |
0.0062 |
0.6% |
80% |
True |
False |
536 |
| 20 |
1.0132 |
0.9923 |
0.0209 |
2.1% |
0.0057 |
0.6% |
80% |
True |
False |
346 |
| 40 |
1.0132 |
0.9664 |
0.0468 |
4.6% |
0.0063 |
0.6% |
91% |
True |
False |
263 |
| 60 |
1.0132 |
0.9570 |
0.0562 |
5.6% |
0.0065 |
0.6% |
93% |
True |
False |
213 |
| 80 |
1.0132 |
0.9484 |
0.0648 |
6.4% |
0.0064 |
0.6% |
94% |
True |
False |
189 |
| 100 |
1.0132 |
0.9484 |
0.0648 |
6.4% |
0.0062 |
0.6% |
94% |
True |
False |
163 |
| 120 |
1.0160 |
0.9360 |
0.0800 |
7.9% |
0.0060 |
0.6% |
91% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0396 |
|
1.618 |
1.0295 |
|
1.000 |
1.0233 |
|
0.618 |
1.0194 |
|
HIGH |
1.0132 |
|
0.618 |
1.0093 |
|
0.500 |
1.0082 |
|
0.382 |
1.0070 |
|
LOW |
1.0031 |
|
0.618 |
0.9969 |
|
1.000 |
0.9930 |
|
1.618 |
0.9868 |
|
2.618 |
0.9767 |
|
4.250 |
0.9602 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0087 |
1.0070 |
| PP |
1.0084 |
1.0049 |
| S1 |
1.0082 |
1.0029 |
|