CME Canadian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9999 |
1.0020 |
0.0021 |
0.2% |
0.9890 |
| High |
1.0000 |
1.0020 |
0.0020 |
0.2% |
1.0016 |
| Low |
0.9993 |
0.9982 |
-0.0011 |
-0.1% |
0.9890 |
| Close |
0.9993 |
0.9987 |
-0.0006 |
-0.1% |
1.0013 |
| Range |
0.0007 |
0.0038 |
0.0031 |
442.9% |
0.0126 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
17 |
4 |
-13 |
-76.5% |
43 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0087 |
1.0008 |
|
| R3 |
1.0072 |
1.0049 |
0.9997 |
|
| R2 |
1.0034 |
1.0034 |
0.9994 |
|
| R1 |
1.0011 |
1.0011 |
0.9990 |
1.0004 |
| PP |
0.9996 |
0.9996 |
0.9996 |
0.9993 |
| S1 |
0.9973 |
0.9973 |
0.9984 |
0.9966 |
| S2 |
0.9958 |
0.9958 |
0.9980 |
|
| S3 |
0.9920 |
0.9935 |
0.9977 |
|
| S4 |
0.9882 |
0.9897 |
0.9966 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0308 |
1.0082 |
|
| R3 |
1.0225 |
1.0182 |
1.0048 |
|
| R2 |
1.0099 |
1.0099 |
1.0036 |
|
| R1 |
1.0056 |
1.0056 |
1.0025 |
1.0078 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9984 |
| S1 |
0.9930 |
0.9930 |
1.0001 |
0.9952 |
| S2 |
0.9847 |
0.9847 |
0.9990 |
|
| S3 |
0.9721 |
0.9804 |
0.9978 |
|
| S4 |
0.9595 |
0.9678 |
0.9944 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
1.0119 |
|
1.618 |
1.0081 |
|
1.000 |
1.0058 |
|
0.618 |
1.0043 |
|
HIGH |
1.0020 |
|
0.618 |
1.0005 |
|
0.500 |
1.0001 |
|
0.382 |
0.9997 |
|
LOW |
0.9982 |
|
0.618 |
0.9959 |
|
1.000 |
0.9944 |
|
1.618 |
0.9921 |
|
2.618 |
0.9883 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
0.9993 |
| PP |
0.9996 |
0.9991 |
| S1 |
0.9992 |
0.9989 |
|