CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9868 |
0.9855 |
-0.0013 |
-0.1% |
0.9780 |
| High |
0.9875 |
0.9863 |
-0.0012 |
-0.1% |
0.9858 |
| Low |
0.9824 |
0.9762 |
-0.0062 |
-0.6% |
0.9721 |
| Close |
0.9854 |
0.9794 |
-0.0060 |
-0.6% |
0.9821 |
| Range |
0.0051 |
0.0101 |
0.0050 |
98.0% |
0.0137 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.0% |
0.0000 |
| Volume |
54,267 |
73,575 |
19,308 |
35.6% |
123,954 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0053 |
0.9850 |
|
| R3 |
1.0008 |
0.9952 |
0.9822 |
|
| R2 |
0.9907 |
0.9907 |
0.9813 |
|
| R1 |
0.9851 |
0.9851 |
0.9803 |
0.9829 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9795 |
| S1 |
0.9750 |
0.9750 |
0.9785 |
0.9728 |
| S2 |
0.9705 |
0.9705 |
0.9775 |
|
| S3 |
0.9604 |
0.9649 |
0.9766 |
|
| S4 |
0.9503 |
0.9548 |
0.9738 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0153 |
0.9896 |
|
| R3 |
1.0074 |
1.0016 |
0.9859 |
|
| R2 |
0.9937 |
0.9937 |
0.9846 |
|
| R1 |
0.9879 |
0.9879 |
0.9834 |
0.9908 |
| PP |
0.9800 |
0.9800 |
0.9800 |
0.9815 |
| S1 |
0.9742 |
0.9742 |
0.9808 |
0.9771 |
| S2 |
0.9663 |
0.9663 |
0.9796 |
|
| S3 |
0.9526 |
0.9605 |
0.9783 |
|
| S4 |
0.9389 |
0.9468 |
0.9746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9908 |
0.9721 |
0.0187 |
1.9% |
0.0067 |
0.7% |
39% |
False |
False |
48,217 |
| 10 |
0.9908 |
0.9681 |
0.0227 |
2.3% |
0.0071 |
0.7% |
50% |
False |
False |
43,667 |
| 20 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0086 |
0.9% |
63% |
False |
False |
37,245 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0092 |
0.9% |
71% |
False |
False |
19,370 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0102 |
1.0% |
52% |
False |
False |
13,038 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0105 |
1.1% |
53% |
False |
False |
9,861 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0095 |
1.0% |
49% |
False |
False |
7,901 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0089 |
0.9% |
37% |
False |
False |
6,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0127 |
|
1.618 |
1.0026 |
|
1.000 |
0.9964 |
|
0.618 |
0.9925 |
|
HIGH |
0.9863 |
|
0.618 |
0.9824 |
|
0.500 |
0.9813 |
|
0.382 |
0.9801 |
|
LOW |
0.9762 |
|
0.618 |
0.9700 |
|
1.000 |
0.9661 |
|
1.618 |
0.9599 |
|
2.618 |
0.9498 |
|
4.250 |
0.9333 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9835 |
| PP |
0.9806 |
0.9821 |
| S1 |
0.9800 |
0.9808 |
|