CME Canadian Dollar Future December 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 |
0.9900 |
0.9983 |
0.0083 |
0.8% |
1.0000 |
| High |
0.9955 |
0.9987 |
0.0032 |
0.3% |
1.0016 |
| Low |
0.9900 |
0.9960 |
0.0060 |
0.6% |
0.9917 |
| Close |
0.9951 |
0.9975 |
0.0024 |
0.2% |
0.9935 |
| Range |
0.0055 |
0.0027 |
-0.0028 |
-50.9% |
0.0099 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
36 |
186 |
150 |
416.7% |
243 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0042 |
0.9990 |
|
| R3 |
1.0028 |
1.0015 |
0.9982 |
|
| R2 |
1.0001 |
1.0001 |
0.9980 |
|
| R1 |
0.9988 |
0.9988 |
0.9977 |
0.9981 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9971 |
| S1 |
0.9961 |
0.9961 |
0.9973 |
0.9954 |
| S2 |
0.9947 |
0.9947 |
0.9970 |
|
| S3 |
0.9920 |
0.9934 |
0.9968 |
|
| S4 |
0.9893 |
0.9907 |
0.9960 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0193 |
0.9989 |
|
| R3 |
1.0154 |
1.0094 |
0.9962 |
|
| R2 |
1.0055 |
1.0055 |
0.9953 |
|
| R1 |
0.9995 |
0.9995 |
0.9944 |
0.9976 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9946 |
| S1 |
0.9896 |
0.9896 |
0.9926 |
0.9877 |
| S2 |
0.9857 |
0.9857 |
0.9917 |
|
| S3 |
0.9758 |
0.9797 |
0.9908 |
|
| S4 |
0.9659 |
0.9698 |
0.9881 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0102 |
|
2.618 |
1.0058 |
|
1.618 |
1.0031 |
|
1.000 |
1.0014 |
|
0.618 |
1.0004 |
|
HIGH |
0.9987 |
|
0.618 |
0.9977 |
|
0.500 |
0.9974 |
|
0.382 |
0.9970 |
|
LOW |
0.9960 |
|
0.618 |
0.9943 |
|
1.000 |
0.9933 |
|
1.618 |
0.9916 |
|
2.618 |
0.9889 |
|
4.250 |
0.9845 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9975 |
0.9965 |
| PP |
0.9974 |
0.9954 |
| S1 |
0.9974 |
0.9944 |
|