CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9875 |
0.0008 |
0.1% |
0.9753 |
| High |
0.9917 |
0.9877 |
-0.0040 |
-0.4% |
0.9917 |
| Low |
0.9860 |
0.9827 |
-0.0033 |
-0.3% |
0.9738 |
| Close |
0.9871 |
0.9850 |
-0.0021 |
-0.2% |
0.9850 |
| Range |
0.0057 |
0.0050 |
-0.0007 |
-12.3% |
0.0179 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
73,439 |
57,506 |
-15,933 |
-21.7% |
284,456 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9976 |
0.9878 |
|
| R3 |
0.9951 |
0.9926 |
0.9864 |
|
| R2 |
0.9901 |
0.9901 |
0.9859 |
|
| R1 |
0.9876 |
0.9876 |
0.9855 |
0.9864 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9845 |
| S1 |
0.9826 |
0.9826 |
0.9845 |
0.9814 |
| S2 |
0.9801 |
0.9801 |
0.9841 |
|
| S3 |
0.9751 |
0.9776 |
0.9836 |
|
| S4 |
0.9701 |
0.9726 |
0.9823 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0290 |
0.9948 |
|
| R3 |
1.0193 |
1.0111 |
0.9899 |
|
| R2 |
1.0014 |
1.0014 |
0.9883 |
|
| R1 |
0.9932 |
0.9932 |
0.9866 |
0.9973 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9856 |
| S1 |
0.9753 |
0.9753 |
0.9834 |
0.9794 |
| S2 |
0.9656 |
0.9656 |
0.9817 |
|
| S3 |
0.9477 |
0.9574 |
0.9801 |
|
| S4 |
0.9298 |
0.9395 |
0.9752 |
|
|
| 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% |
0.0085 |
0.9% |
67% |
False |
False |
72,166 |
| 10 |
0.9917 |
0.9675 |
0.0242 |
2.5% |
0.0085 |
0.9% |
72% |
False |
False |
66,947 |
| 20 |
0.9917 |
0.9675 |
0.0242 |
2.5% |
0.0078 |
0.8% |
72% |
False |
False |
55,307 |
| 40 |
0.9923 |
0.9485 |
0.0438 |
4.4% |
0.0089 |
0.9% |
83% |
False |
False |
36,024 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0098 |
1.0% |
62% |
False |
False |
24,130 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.3% |
0.0102 |
1.0% |
69% |
False |
False |
18,188 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
9.0% |
0.0099 |
1.0% |
55% |
False |
False |
14,591 |
| 120 |
1.0398 |
0.9359 |
0.1039 |
10.5% |
0.0094 |
1.0% |
47% |
False |
False |
12,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0090 |
|
2.618 |
1.0008 |
|
1.618 |
0.9958 |
|
1.000 |
0.9927 |
|
0.618 |
0.9908 |
|
HIGH |
0.9877 |
|
0.618 |
0.9858 |
|
0.500 |
0.9852 |
|
0.382 |
0.9846 |
|
LOW |
0.9827 |
|
0.618 |
0.9796 |
|
1.000 |
0.9777 |
|
1.618 |
0.9746 |
|
2.618 |
0.9696 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9864 |
| PP |
0.9851 |
0.9859 |
| S1 |
0.9851 |
0.9855 |
|