CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9798 |
0.9802 |
0.0004 |
0.0% |
0.9697 |
| High |
0.9847 |
0.9826 |
-0.0021 |
-0.2% |
0.9847 |
| Low |
0.9777 |
0.9711 |
-0.0066 |
-0.7% |
0.9675 |
| Close |
0.9801 |
0.9755 |
-0.0046 |
-0.5% |
0.9755 |
| Range |
0.0070 |
0.0115 |
0.0045 |
64.3% |
0.0172 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.2% |
0.0000 |
| Volume |
62,310 |
76,374 |
14,064 |
22.6% |
317,547 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
1.0047 |
0.9818 |
|
| R3 |
0.9994 |
0.9932 |
0.9787 |
|
| R2 |
0.9879 |
0.9879 |
0.9776 |
|
| R1 |
0.9817 |
0.9817 |
0.9766 |
0.9791 |
| PP |
0.9764 |
0.9764 |
0.9764 |
0.9751 |
| S1 |
0.9702 |
0.9702 |
0.9744 |
0.9676 |
| S2 |
0.9649 |
0.9649 |
0.9734 |
|
| S3 |
0.9534 |
0.9587 |
0.9723 |
|
| S4 |
0.9419 |
0.9472 |
0.9692 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0187 |
0.9850 |
|
| R3 |
1.0103 |
1.0015 |
0.9802 |
|
| R2 |
0.9931 |
0.9931 |
0.9787 |
|
| R1 |
0.9843 |
0.9843 |
0.9771 |
0.9887 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9781 |
| S1 |
0.9671 |
0.9671 |
0.9739 |
0.9715 |
| S2 |
0.9587 |
0.9587 |
0.9723 |
|
| S3 |
0.9415 |
0.9499 |
0.9708 |
|
| S4 |
0.9243 |
0.9327 |
0.9660 |
|
|
| 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% |
0.0086 |
0.9% |
47% |
False |
False |
63,509 |
| 10 |
0.9908 |
0.9675 |
0.0233 |
2.4% |
0.0081 |
0.8% |
34% |
False |
False |
59,301 |
| 20 |
0.9908 |
0.9582 |
0.0326 |
3.3% |
0.0081 |
0.8% |
53% |
False |
False |
50,915 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.5% |
0.0091 |
0.9% |
62% |
False |
False |
28,968 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0099 |
1.0% |
46% |
False |
False |
19,410 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0106 |
1.1% |
55% |
False |
False |
14,654 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.1% |
0.0097 |
1.0% |
45% |
False |
False |
11,749 |
| 120 |
1.0544 |
0.9359 |
0.1185 |
12.1% |
0.0093 |
0.9% |
33% |
False |
False |
9,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0127 |
|
1.618 |
1.0012 |
|
1.000 |
0.9941 |
|
0.618 |
0.9897 |
|
HIGH |
0.9826 |
|
0.618 |
0.9782 |
|
0.500 |
0.9769 |
|
0.382 |
0.9755 |
|
LOW |
0.9711 |
|
0.618 |
0.9640 |
|
1.000 |
0.9596 |
|
1.618 |
0.9525 |
|
2.618 |
0.9410 |
|
4.250 |
0.9222 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9769 |
0.9779 |
| PP |
0.9764 |
0.9771 |
| S1 |
0.9760 |
0.9763 |
|