CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9798 |
-0.0023 |
-0.2% |
0.9848 |
| High |
0.9847 |
0.9847 |
0.0000 |
0.0% |
0.9908 |
| Low |
0.9778 |
0.9777 |
-0.0001 |
0.0% |
0.9706 |
| Close |
0.9792 |
0.9801 |
0.0009 |
0.1% |
0.9724 |
| Range |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0202 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
57,391 |
62,310 |
4,919 |
8.6% |
242,154 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9980 |
0.9840 |
|
| R3 |
0.9948 |
0.9910 |
0.9820 |
|
| R2 |
0.9878 |
0.9878 |
0.9814 |
|
| R1 |
0.9840 |
0.9840 |
0.9807 |
0.9859 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9818 |
| S1 |
0.9770 |
0.9770 |
0.9795 |
0.9789 |
| S2 |
0.9738 |
0.9738 |
0.9788 |
|
| S3 |
0.9668 |
0.9700 |
0.9782 |
|
| S4 |
0.9598 |
0.9630 |
0.9763 |
|
|
| 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 |
0.9847 |
0.9675 |
0.0172 |
1.8% |
0.0085 |
0.9% |
73% |
True |
False |
61,729 |
| 10 |
0.9908 |
0.9675 |
0.0233 |
2.4% |
0.0076 |
0.8% |
54% |
False |
False |
54,973 |
| 20 |
0.9908 |
0.9573 |
0.0335 |
3.4% |
0.0080 |
0.8% |
68% |
False |
False |
48,875 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0089 |
0.9% |
72% |
False |
False |
27,060 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0099 |
1.0% |
54% |
False |
False |
18,147 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0105 |
1.1% |
62% |
False |
False |
13,704 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0097 |
1.0% |
50% |
False |
False |
10,986 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0092 |
0.9% |
37% |
False |
False |
9,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0145 |
|
2.618 |
1.0030 |
|
1.618 |
0.9960 |
|
1.000 |
0.9917 |
|
0.618 |
0.9890 |
|
HIGH |
0.9847 |
|
0.618 |
0.9820 |
|
0.500 |
0.9812 |
|
0.382 |
0.9804 |
|
LOW |
0.9777 |
|
0.618 |
0.9734 |
|
1.000 |
0.9707 |
|
1.618 |
0.9664 |
|
2.618 |
0.9594 |
|
4.250 |
0.9480 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9800 |
| PP |
0.9808 |
0.9798 |
| S1 |
0.9805 |
0.9797 |
|