CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9973 |
0.9970 |
-0.0003 |
0.0% |
0.9840 |
| High |
0.9976 |
1.0024 |
0.0048 |
0.5% |
1.0007 |
| Low |
0.9919 |
0.9935 |
0.0016 |
0.2% |
0.9833 |
| Close |
0.9960 |
0.9963 |
0.0003 |
0.0% |
0.9976 |
| Range |
0.0057 |
0.0089 |
0.0032 |
56.1% |
0.0174 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
62,435 |
80,951 |
18,516 |
29.7% |
406,088 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0191 |
1.0012 |
|
| R3 |
1.0152 |
1.0102 |
0.9987 |
|
| R2 |
1.0063 |
1.0063 |
0.9979 |
|
| R1 |
1.0013 |
1.0013 |
0.9971 |
0.9994 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9964 |
| S1 |
0.9924 |
0.9924 |
0.9955 |
0.9905 |
| S2 |
0.9885 |
0.9885 |
0.9947 |
|
| S3 |
0.9796 |
0.9835 |
0.9939 |
|
| S4 |
0.9707 |
0.9746 |
0.9914 |
|
|
| 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 |
1.0024 |
0.9842 |
0.0182 |
1.8% |
0.0077 |
0.8% |
66% |
True |
False |
81,140 |
| 10 |
1.0024 |
0.9811 |
0.0213 |
2.1% |
0.0073 |
0.7% |
71% |
True |
False |
74,540 |
| 20 |
1.0024 |
0.9675 |
0.0349 |
3.5% |
0.0081 |
0.8% |
83% |
True |
False |
69,681 |
| 40 |
1.0024 |
0.9573 |
0.0451 |
4.5% |
0.0085 |
0.9% |
86% |
True |
False |
49,362 |
| 60 |
1.0024 |
0.9485 |
0.0539 |
5.4% |
0.0091 |
0.9% |
89% |
True |
False |
33,244 |
| 80 |
1.0075 |
0.9485 |
0.0590 |
5.9% |
0.0098 |
1.0% |
81% |
False |
False |
25,026 |
| 100 |
1.0187 |
0.9359 |
0.0828 |
8.3% |
0.0100 |
1.0% |
73% |
False |
False |
20,082 |
| 120 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0094 |
0.9% |
68% |
False |
False |
16,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0402 |
|
2.618 |
1.0257 |
|
1.618 |
1.0168 |
|
1.000 |
1.0113 |
|
0.618 |
1.0079 |
|
HIGH |
1.0024 |
|
0.618 |
0.9990 |
|
0.500 |
0.9980 |
|
0.382 |
0.9969 |
|
LOW |
0.9935 |
|
0.618 |
0.9880 |
|
1.000 |
0.9846 |
|
1.618 |
0.9791 |
|
2.618 |
0.9702 |
|
4.250 |
0.9557 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9972 |
| PP |
0.9974 |
0.9969 |
| S1 |
0.9969 |
0.9966 |
|