CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9805 |
-0.0030 |
-0.3% |
0.9760 |
| High |
0.9842 |
0.9805 |
-0.0037 |
-0.4% |
0.9840 |
| Low |
0.9815 |
0.9750 |
-0.0065 |
-0.7% |
0.9706 |
| Close |
0.9836 |
0.9777 |
-0.0059 |
-0.6% |
0.9804 |
| Range |
0.0027 |
0.0055 |
0.0028 |
103.7% |
0.0134 |
| ATR |
0.0077 |
0.0077 |
0.0001 |
0.9% |
0.0000 |
| Volume |
365 |
114 |
-251 |
-68.8% |
239 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9915 |
0.9807 |
|
| R3 |
0.9887 |
0.9860 |
0.9792 |
|
| R2 |
0.9832 |
0.9832 |
0.9787 |
|
| R1 |
0.9805 |
0.9805 |
0.9782 |
0.9791 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9771 |
| S1 |
0.9750 |
0.9750 |
0.9772 |
0.9736 |
| S2 |
0.9722 |
0.9722 |
0.9767 |
|
| S3 |
0.9667 |
0.9695 |
0.9762 |
|
| S4 |
0.9612 |
0.9640 |
0.9747 |
|
|
| 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% |
0.0053 |
0.5% |
39% |
False |
False |
155 |
| 10 |
0.9890 |
0.9669 |
0.0221 |
2.3% |
0.0058 |
0.6% |
49% |
False |
False |
121 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.4% |
0.0066 |
0.7% |
62% |
False |
False |
141 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0065 |
0.7% |
70% |
False |
False |
129 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0062 |
0.6% |
51% |
False |
False |
101 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0060 |
0.6% |
52% |
False |
False |
93 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0049 |
0.5% |
50% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0039 |
|
2.618 |
0.9949 |
|
1.618 |
0.9894 |
|
1.000 |
0.9860 |
|
0.618 |
0.9839 |
|
HIGH |
0.9805 |
|
0.618 |
0.9784 |
|
0.500 |
0.9778 |
|
0.382 |
0.9771 |
|
LOW |
0.9750 |
|
0.618 |
0.9716 |
|
1.000 |
0.9695 |
|
1.618 |
0.9661 |
|
2.618 |
0.9606 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9778 |
0.9820 |
| PP |
0.9777 |
0.9806 |
| S1 |
0.9777 |
0.9791 |
|