CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9748 |
0.9821 |
0.0073 |
0.7% |
0.9848 |
| High |
0.9834 |
0.9847 |
0.0013 |
0.1% |
0.9908 |
| Low |
0.9747 |
0.9778 |
0.0031 |
0.3% |
0.9706 |
| Close |
0.9830 |
0.9792 |
-0.0038 |
-0.4% |
0.9724 |
| Range |
0.0087 |
0.0069 |
-0.0018 |
-20.7% |
0.0202 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
58,971 |
57,391 |
-1,580 |
-2.7% |
242,154 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9971 |
0.9830 |
|
| R3 |
0.9944 |
0.9902 |
0.9811 |
|
| R2 |
0.9875 |
0.9875 |
0.9805 |
|
| R1 |
0.9833 |
0.9833 |
0.9798 |
0.9820 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9799 |
| S1 |
0.9764 |
0.9764 |
0.9786 |
0.9751 |
| S2 |
0.9737 |
0.9737 |
0.9779 |
|
| S3 |
0.9668 |
0.9695 |
0.9773 |
|
| S4 |
0.9599 |
0.9626 |
0.9754 |
|
|
| 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 |
0.9863 |
0.9675 |
0.0188 |
1.9% |
0.0092 |
0.9% |
62% |
False |
False |
63,982 |
| 10 |
0.9908 |
0.9675 |
0.0233 |
2.4% |
0.0081 |
0.8% |
50% |
False |
False |
53,057 |
| 20 |
0.9908 |
0.9573 |
0.0335 |
3.4% |
0.0082 |
0.8% |
65% |
False |
False |
47,575 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0090 |
0.9% |
70% |
False |
False |
25,507 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0101 |
1.0% |
52% |
False |
False |
17,113 |
| 80 |
1.0151 |
0.9359 |
0.0792 |
8.1% |
0.0105 |
1.1% |
55% |
False |
False |
12,927 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
49% |
False |
False |
10,364 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0091 |
0.9% |
37% |
False |
False |
8,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
1.0028 |
|
1.618 |
0.9959 |
|
1.000 |
0.9916 |
|
0.618 |
0.9890 |
|
HIGH |
0.9847 |
|
0.618 |
0.9821 |
|
0.500 |
0.9813 |
|
0.382 |
0.9804 |
|
LOW |
0.9778 |
|
0.618 |
0.9735 |
|
1.000 |
0.9709 |
|
1.618 |
0.9666 |
|
2.618 |
0.9597 |
|
4.250 |
0.9485 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9782 |
| PP |
0.9806 |
0.9771 |
| S1 |
0.9799 |
0.9761 |
|