CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9697 |
0.9748 |
0.0051 |
0.5% |
0.9848 |
| High |
0.9766 |
0.9834 |
0.0068 |
0.7% |
0.9908 |
| Low |
0.9675 |
0.9747 |
0.0072 |
0.7% |
0.9706 |
| Close |
0.9747 |
0.9830 |
0.0083 |
0.9% |
0.9724 |
| Range |
0.0091 |
0.0087 |
-0.0004 |
-4.4% |
0.0202 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
62,501 |
58,971 |
-3,530 |
-5.6% |
242,154 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
1.0034 |
0.9878 |
|
| R3 |
0.9978 |
0.9947 |
0.9854 |
|
| R2 |
0.9891 |
0.9891 |
0.9846 |
|
| R1 |
0.9860 |
0.9860 |
0.9838 |
0.9876 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9811 |
| S1 |
0.9773 |
0.9773 |
0.9822 |
0.9789 |
| S2 |
0.9717 |
0.9717 |
0.9814 |
|
| S3 |
0.9630 |
0.9686 |
0.9806 |
|
| S4 |
0.9543 |
0.9599 |
0.9782 |
|
|
| 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 |
0.9875 |
0.9675 |
0.0200 |
2.0% |
0.0088 |
0.9% |
78% |
False |
False |
63,358 |
| 10 |
0.9908 |
0.9675 |
0.0233 |
2.4% |
0.0079 |
0.8% |
67% |
False |
False |
48,758 |
| 20 |
0.9908 |
0.9573 |
0.0335 |
3.4% |
0.0083 |
0.8% |
77% |
False |
False |
45,563 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0091 |
0.9% |
79% |
False |
False |
24,075 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0101 |
1.0% |
58% |
False |
False |
16,163 |
| 80 |
1.0187 |
0.9359 |
0.0828 |
8.4% |
0.0105 |
1.1% |
57% |
False |
False |
12,211 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
53% |
False |
False |
9,790 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0091 |
0.9% |
40% |
False |
False |
8,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0062 |
|
1.618 |
0.9975 |
|
1.000 |
0.9921 |
|
0.618 |
0.9888 |
|
HIGH |
0.9834 |
|
0.618 |
0.9801 |
|
0.500 |
0.9791 |
|
0.382 |
0.9780 |
|
LOW |
0.9747 |
|
0.618 |
0.9693 |
|
1.000 |
0.9660 |
|
1.618 |
0.9606 |
|
2.618 |
0.9519 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9817 |
0.9805 |
| PP |
0.9804 |
0.9780 |
| S1 |
0.9791 |
0.9755 |
|