CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9789 |
-0.0066 |
-0.7% |
0.9848 |
| High |
0.9863 |
0.9816 |
-0.0047 |
-0.5% |
0.9908 |
| Low |
0.9762 |
0.9706 |
-0.0056 |
-0.6% |
0.9706 |
| Close |
0.9794 |
0.9724 |
-0.0070 |
-0.7% |
0.9724 |
| Range |
0.0101 |
0.0110 |
0.0009 |
8.9% |
0.0202 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.6% |
0.0000 |
| Volume |
73,575 |
67,476 |
-6,099 |
-8.3% |
242,154 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
1.0011 |
0.9785 |
|
| R3 |
0.9969 |
0.9901 |
0.9754 |
|
| R2 |
0.9859 |
0.9859 |
0.9744 |
|
| R1 |
0.9791 |
0.9791 |
0.9734 |
0.9770 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9738 |
| S1 |
0.9681 |
0.9681 |
0.9714 |
0.9660 |
| S2 |
0.9639 |
0.9639 |
0.9704 |
|
| S3 |
0.9529 |
0.9571 |
0.9694 |
|
| S4 |
0.9419 |
0.9461 |
0.9664 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0257 |
0.9835 |
|
| R3 |
1.0183 |
1.0055 |
0.9780 |
|
| R2 |
0.9981 |
0.9981 |
0.9761 |
|
| R1 |
0.9853 |
0.9853 |
0.9743 |
0.9816 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9761 |
| S1 |
0.9651 |
0.9651 |
0.9705 |
0.9614 |
| S2 |
0.9577 |
0.9577 |
0.9687 |
|
| S3 |
0.9375 |
0.9449 |
0.9668 |
|
| S4 |
0.9173 |
0.9247 |
0.9613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9908 |
0.9706 |
0.0202 |
2.1% |
0.0076 |
0.8% |
9% |
False |
True |
55,094 |
| 10 |
0.9908 |
0.9706 |
0.0202 |
2.1% |
0.0072 |
0.7% |
9% |
False |
True |
43,848 |
| 20 |
0.9923 |
0.9573 |
0.0350 |
3.6% |
0.0088 |
0.9% |
43% |
False |
False |
40,205 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0093 |
1.0% |
55% |
False |
False |
21,050 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0102 |
1.1% |
41% |
False |
False |
14,160 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0105 |
1.1% |
44% |
False |
False |
10,700 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0096 |
1.0% |
41% |
False |
False |
8,575 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0090 |
0.9% |
31% |
False |
False |
7,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0284 |
|
2.618 |
1.0104 |
|
1.618 |
0.9994 |
|
1.000 |
0.9926 |
|
0.618 |
0.9884 |
|
HIGH |
0.9816 |
|
0.618 |
0.9774 |
|
0.500 |
0.9761 |
|
0.382 |
0.9748 |
|
LOW |
0.9706 |
|
0.618 |
0.9638 |
|
1.000 |
0.9596 |
|
1.618 |
0.9528 |
|
2.618 |
0.9418 |
|
4.250 |
0.9239 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9761 |
0.9791 |
| PP |
0.9749 |
0.9768 |
| S1 |
0.9736 |
0.9746 |
|