CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9896 |
0.9942 |
0.0046 |
0.5% |
0.9753 |
| High |
0.9960 |
1.0007 |
0.0047 |
0.5% |
0.9917 |
| Low |
0.9842 |
0.9939 |
0.0097 |
1.0% |
0.9738 |
| Close |
0.9936 |
0.9974 |
0.0038 |
0.4% |
0.9850 |
| Range |
0.0118 |
0.0068 |
-0.0050 |
-42.4% |
0.0179 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
91,880 |
91,913 |
33 |
0.0% |
284,456 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0144 |
1.0011 |
|
| R3 |
1.0109 |
1.0076 |
0.9993 |
|
| R2 |
1.0041 |
1.0041 |
0.9986 |
|
| R1 |
1.0008 |
1.0008 |
0.9980 |
1.0025 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9982 |
| S1 |
0.9940 |
0.9940 |
0.9968 |
0.9957 |
| S2 |
0.9905 |
0.9905 |
0.9962 |
|
| S3 |
0.9837 |
0.9872 |
0.9955 |
|
| S4 |
0.9769 |
0.9804 |
0.9937 |
|
|
| 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 |
1.0007 |
0.9827 |
0.0180 |
1.8% |
0.0082 |
0.8% |
82% |
True |
False |
77,014 |
| 10 |
1.0007 |
0.9711 |
0.0296 |
3.0% |
0.0085 |
0.9% |
89% |
True |
False |
75,070 |
| 20 |
1.0007 |
0.9675 |
0.0332 |
3.3% |
0.0083 |
0.8% |
90% |
True |
False |
64,064 |
| 40 |
1.0007 |
0.9573 |
0.0434 |
4.4% |
0.0090 |
0.9% |
92% |
True |
False |
44,089 |
| 60 |
1.0043 |
0.9485 |
0.0558 |
5.6% |
0.0095 |
0.9% |
88% |
False |
False |
29,564 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0100 |
1.0% |
86% |
False |
False |
22,266 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0100 |
1.0% |
74% |
False |
False |
17,865 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0095 |
1.0% |
69% |
False |
False |
14,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0296 |
|
2.618 |
1.0185 |
|
1.618 |
1.0117 |
|
1.000 |
1.0075 |
|
0.618 |
1.0049 |
|
HIGH |
1.0007 |
|
0.618 |
0.9981 |
|
0.500 |
0.9973 |
|
0.382 |
0.9965 |
|
LOW |
0.9939 |
|
0.618 |
0.9897 |
|
1.000 |
0.9871 |
|
1.618 |
0.9829 |
|
2.618 |
0.9761 |
|
4.250 |
0.9650 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
0.9958 |
| PP |
0.9973 |
0.9941 |
| S1 |
0.9973 |
0.9925 |
|