CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9815 |
0.0049 |
0.5% |
0.9760 |
| High |
0.9813 |
0.9890 |
0.0077 |
0.8% |
0.9840 |
| Low |
0.9766 |
0.9815 |
0.0049 |
0.5% |
0.9706 |
| Close |
0.9804 |
0.9866 |
0.0062 |
0.6% |
0.9804 |
| Range |
0.0047 |
0.0075 |
0.0028 |
59.6% |
0.0134 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
0.7% |
0.0000 |
| Volume |
59 |
122 |
63 |
106.8% |
239 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0049 |
0.9907 |
|
| R3 |
1.0007 |
0.9974 |
0.9887 |
|
| R2 |
0.9932 |
0.9932 |
0.9880 |
|
| R1 |
0.9899 |
0.9899 |
0.9873 |
0.9916 |
| PP |
0.9857 |
0.9857 |
0.9857 |
0.9865 |
| S1 |
0.9824 |
0.9824 |
0.9859 |
0.9841 |
| S2 |
0.9782 |
0.9782 |
0.9852 |
|
| S3 |
0.9707 |
0.9749 |
0.9845 |
|
| S4 |
0.9632 |
0.9674 |
0.9825 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0129 |
0.9878 |
|
| R3 |
1.0051 |
0.9995 |
0.9841 |
|
| R2 |
0.9917 |
0.9917 |
0.9829 |
|
| R1 |
0.9861 |
0.9861 |
0.9816 |
0.9889 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9798 |
| S1 |
0.9727 |
0.9727 |
0.9792 |
0.9755 |
| S2 |
0.9649 |
0.9649 |
0.9779 |
|
| S3 |
0.9515 |
0.9593 |
0.9767 |
|
| S4 |
0.9381 |
0.9459 |
0.9730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9890 |
0.9706 |
0.0184 |
1.9% |
0.0065 |
0.7% |
87% |
True |
False |
72 |
| 10 |
0.9890 |
0.9575 |
0.0315 |
3.2% |
0.0062 |
0.6% |
92% |
True |
False |
91 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.4% |
0.0070 |
0.7% |
88% |
False |
False |
119 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0065 |
0.7% |
91% |
False |
False |
119 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0063 |
0.6% |
67% |
False |
False |
96 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.1% |
0.0059 |
0.6% |
63% |
False |
False |
90 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0049 |
0.5% |
61% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0209 |
|
2.618 |
1.0086 |
|
1.618 |
1.0011 |
|
1.000 |
0.9965 |
|
0.618 |
0.9936 |
|
HIGH |
0.9890 |
|
0.618 |
0.9861 |
|
0.500 |
0.9853 |
|
0.382 |
0.9844 |
|
LOW |
0.9815 |
|
0.618 |
0.9769 |
|
1.000 |
0.9740 |
|
1.618 |
0.9694 |
|
2.618 |
0.9619 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9843 |
| PP |
0.9857 |
0.9821 |
| S1 |
0.9853 |
0.9798 |
|