CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9965 |
0.9906 |
-0.0059 |
-0.6% |
0.9960 |
| High |
0.9969 |
0.9974 |
0.0005 |
0.1% |
0.9986 |
| Low |
0.9938 |
0.9906 |
-0.0032 |
-0.3% |
0.9900 |
| Close |
0.9938 |
0.9974 |
0.0036 |
0.4% |
0.9907 |
| Range |
0.0031 |
0.0068 |
0.0037 |
119.4% |
0.0086 |
| ATR |
|
|
|
|
|
| Volume |
120 |
31 |
-89 |
-74.2% |
285 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0155 |
1.0133 |
1.0011 |
|
| R3 |
1.0087 |
1.0065 |
0.9993 |
|
| R2 |
1.0019 |
1.0019 |
0.9986 |
|
| R1 |
0.9997 |
0.9997 |
0.9980 |
1.0008 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9957 |
| S1 |
0.9929 |
0.9929 |
0.9968 |
0.9940 |
| S2 |
0.9883 |
0.9883 |
0.9962 |
|
| S3 |
0.9815 |
0.9861 |
0.9955 |
|
| S4 |
0.9747 |
0.9793 |
0.9937 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0134 |
0.9954 |
|
| R3 |
1.0103 |
1.0048 |
0.9931 |
|
| R2 |
1.0017 |
1.0017 |
0.9923 |
|
| R1 |
0.9962 |
0.9962 |
0.9915 |
0.9947 |
| PP |
0.9931 |
0.9931 |
0.9931 |
0.9923 |
| S1 |
0.9876 |
0.9876 |
0.9899 |
0.9861 |
| S2 |
0.9845 |
0.9845 |
0.9891 |
|
| S3 |
0.9759 |
0.9790 |
0.9883 |
|
| S4 |
0.9673 |
0.9704 |
0.9860 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
1.0152 |
|
1.618 |
1.0084 |
|
1.000 |
1.0042 |
|
0.618 |
1.0016 |
|
HIGH |
0.9974 |
|
0.618 |
0.9948 |
|
0.500 |
0.9940 |
|
0.382 |
0.9932 |
|
LOW |
0.9906 |
|
0.618 |
0.9864 |
|
1.000 |
0.9838 |
|
1.618 |
0.9796 |
|
2.618 |
0.9728 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9963 |
| PP |
0.9951 |
0.9951 |
| S1 |
0.9940 |
0.9940 |
|