CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9867 |
0.0035 |
0.4% |
0.9697 |
| High |
0.9878 |
0.9917 |
0.0039 |
0.4% |
0.9847 |
| Low |
0.9811 |
0.9860 |
0.0049 |
0.5% |
0.9675 |
| Close |
0.9864 |
0.9871 |
0.0007 |
0.1% |
0.9755 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0172 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
64,984 |
73,439 |
8,455 |
13.0% |
317,547 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
1.0019 |
0.9902 |
|
| R3 |
0.9997 |
0.9962 |
0.9887 |
|
| R2 |
0.9940 |
0.9940 |
0.9881 |
|
| R1 |
0.9905 |
0.9905 |
0.9876 |
0.9923 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9891 |
| S1 |
0.9848 |
0.9848 |
0.9866 |
0.9866 |
| S2 |
0.9826 |
0.9826 |
0.9861 |
|
| S3 |
0.9769 |
0.9791 |
0.9855 |
|
| S4 |
0.9712 |
0.9734 |
0.9840 |
|
|
| 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 |
0.9917 |
0.9711 |
0.0206 |
2.1% |
0.0089 |
0.9% |
78% |
True |
False |
73,126 |
| 10 |
0.9917 |
0.9675 |
0.0242 |
2.5% |
0.0090 |
0.9% |
81% |
True |
False |
68,554 |
| 20 |
0.9917 |
0.9608 |
0.0309 |
3.1% |
0.0081 |
0.8% |
85% |
True |
False |
55,384 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.4% |
0.0091 |
0.9% |
88% |
False |
False |
34,592 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0098 |
1.0% |
65% |
False |
False |
23,181 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0103 |
1.0% |
72% |
False |
False |
17,473 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0099 |
1.0% |
58% |
False |
False |
14,016 |
| 120 |
1.0443 |
0.9359 |
0.1084 |
11.0% |
0.0094 |
1.0% |
47% |
False |
False |
11,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
1.0066 |
|
1.618 |
1.0009 |
|
1.000 |
0.9974 |
|
0.618 |
0.9952 |
|
HIGH |
0.9917 |
|
0.618 |
0.9895 |
|
0.500 |
0.9889 |
|
0.382 |
0.9882 |
|
LOW |
0.9860 |
|
0.618 |
0.9825 |
|
1.000 |
0.9803 |
|
1.618 |
0.9768 |
|
2.618 |
0.9711 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9889 |
0.9857 |
| PP |
0.9883 |
0.9842 |
| S1 |
0.9877 |
0.9828 |
|