CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9789 |
0.9697 |
-0.0092 |
-0.9% |
0.9848 |
| High |
0.9816 |
0.9766 |
-0.0050 |
-0.5% |
0.9908 |
| Low |
0.9706 |
0.9675 |
-0.0031 |
-0.3% |
0.9706 |
| Close |
0.9724 |
0.9747 |
0.0023 |
0.2% |
0.9724 |
| Range |
0.0110 |
0.0091 |
-0.0019 |
-17.3% |
0.0202 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
| Volume |
67,476 |
62,501 |
-4,975 |
-7.4% |
242,154 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9966 |
0.9797 |
|
| R3 |
0.9911 |
0.9875 |
0.9772 |
|
| R2 |
0.9820 |
0.9820 |
0.9764 |
|
| R1 |
0.9784 |
0.9784 |
0.9755 |
0.9802 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9739 |
| S1 |
0.9693 |
0.9693 |
0.9739 |
0.9711 |
| S2 |
0.9638 |
0.9638 |
0.9730 |
|
| S3 |
0.9547 |
0.9602 |
0.9722 |
|
| S4 |
0.9456 |
0.9511 |
0.9697 |
|
|
| 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 |
0.9675 |
0.0233 |
2.4% |
0.0083 |
0.8% |
31% |
False |
True |
60,931 |
| 10 |
0.9908 |
0.9675 |
0.0233 |
2.4% |
0.0074 |
0.8% |
31% |
False |
True |
45,628 |
| 20 |
0.9908 |
0.9573 |
0.0335 |
3.4% |
0.0083 |
0.9% |
52% |
False |
False |
42,935 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0091 |
0.9% |
60% |
False |
False |
22,611 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.1% |
0.0101 |
1.0% |
44% |
False |
False |
15,200 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.5% |
0.0105 |
1.1% |
47% |
False |
False |
11,479 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0097 |
1.0% |
44% |
False |
False |
9,200 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.2% |
0.0090 |
0.9% |
33% |
False |
False |
7,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0153 |
|
2.618 |
1.0004 |
|
1.618 |
0.9913 |
|
1.000 |
0.9857 |
|
0.618 |
0.9822 |
|
HIGH |
0.9766 |
|
0.618 |
0.9731 |
|
0.500 |
0.9721 |
|
0.382 |
0.9710 |
|
LOW |
0.9675 |
|
0.618 |
0.9619 |
|
1.000 |
0.9584 |
|
1.618 |
0.9528 |
|
2.618 |
0.9437 |
|
4.250 |
0.9288 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9738 |
0.9769 |
| PP |
0.9729 |
0.9762 |
| S1 |
0.9721 |
0.9754 |
|