CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
0.9973 |
0.0006 |
0.1% |
0.9840 |
| High |
1.0001 |
0.9976 |
-0.0025 |
-0.2% |
1.0007 |
| Low |
0.9947 |
0.9919 |
-0.0028 |
-0.3% |
0.9833 |
| Close |
0.9976 |
0.9960 |
-0.0016 |
-0.2% |
0.9976 |
| Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0174 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
78,522 |
62,435 |
-16,087 |
-20.5% |
406,088 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0098 |
0.9991 |
|
| R3 |
1.0066 |
1.0041 |
0.9976 |
|
| R2 |
1.0009 |
1.0009 |
0.9970 |
|
| R1 |
0.9984 |
0.9984 |
0.9965 |
0.9968 |
| PP |
0.9952 |
0.9952 |
0.9952 |
0.9944 |
| S1 |
0.9927 |
0.9927 |
0.9955 |
0.9911 |
| S2 |
0.9895 |
0.9895 |
0.9950 |
|
| S3 |
0.9838 |
0.9870 |
0.9944 |
|
| S4 |
0.9781 |
0.9813 |
0.9929 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0392 |
1.0072 |
|
| R3 |
1.0287 |
1.0218 |
1.0024 |
|
| R2 |
1.0113 |
1.0113 |
1.0008 |
|
| R1 |
1.0044 |
1.0044 |
0.9992 |
1.0079 |
| PP |
0.9939 |
0.9939 |
0.9939 |
0.9956 |
| S1 |
0.9870 |
0.9870 |
0.9960 |
0.9905 |
| S2 |
0.9765 |
0.9765 |
0.9944 |
|
| S3 |
0.9591 |
0.9696 |
0.9928 |
|
| S4 |
0.9417 |
0.9522 |
0.9880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0007 |
0.9842 |
0.0165 |
1.7% |
0.0073 |
0.7% |
72% |
False |
False |
78,053 |
| 10 |
1.0007 |
0.9738 |
0.0269 |
2.7% |
0.0078 |
0.8% |
83% |
False |
False |
75,297 |
| 20 |
1.0007 |
0.9675 |
0.0332 |
3.3% |
0.0080 |
0.8% |
86% |
False |
False |
67,299 |
| 40 |
1.0007 |
0.9573 |
0.0434 |
4.4% |
0.0085 |
0.9% |
89% |
False |
False |
47,417 |
| 60 |
1.0007 |
0.9485 |
0.0522 |
5.2% |
0.0091 |
0.9% |
91% |
False |
False |
31,905 |
| 80 |
1.0075 |
0.9440 |
0.0635 |
6.4% |
0.0099 |
1.0% |
82% |
False |
False |
24,018 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0100 |
1.0% |
73% |
False |
False |
19,273 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0095 |
1.0% |
68% |
False |
False |
16,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0218 |
|
2.618 |
1.0125 |
|
1.618 |
1.0068 |
|
1.000 |
1.0033 |
|
0.618 |
1.0011 |
|
HIGH |
0.9976 |
|
0.618 |
0.9954 |
|
0.500 |
0.9948 |
|
0.382 |
0.9941 |
|
LOW |
0.9919 |
|
0.618 |
0.9884 |
|
1.000 |
0.9862 |
|
1.618 |
0.9827 |
|
2.618 |
0.9770 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9956 |
0.9963 |
| PP |
0.9952 |
0.9962 |
| S1 |
0.9948 |
0.9961 |
|