CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9795 |
-0.0010 |
-0.1% |
0.9815 |
| High |
0.9805 |
0.9796 |
-0.0009 |
-0.1% |
0.9890 |
| Low |
0.9750 |
0.9690 |
-0.0060 |
-0.6% |
0.9690 |
| Close |
0.9777 |
0.9706 |
-0.0071 |
-0.7% |
0.9706 |
| Range |
0.0055 |
0.0106 |
0.0051 |
92.7% |
0.0200 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0000 |
| Volume |
114 |
160 |
46 |
40.4% |
761 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
0.9983 |
0.9764 |
|
| R3 |
0.9943 |
0.9877 |
0.9735 |
|
| R2 |
0.9837 |
0.9837 |
0.9725 |
|
| R1 |
0.9771 |
0.9771 |
0.9716 |
0.9751 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9721 |
| S1 |
0.9665 |
0.9665 |
0.9696 |
0.9645 |
| S2 |
0.9625 |
0.9625 |
0.9687 |
|
| S3 |
0.9519 |
0.9559 |
0.9677 |
|
| S4 |
0.9413 |
0.9453 |
0.9648 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0234 |
0.9816 |
|
| R3 |
1.0162 |
1.0034 |
0.9761 |
|
| R2 |
0.9962 |
0.9962 |
0.9743 |
|
| R1 |
0.9834 |
0.9834 |
0.9724 |
0.9798 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9744 |
| S1 |
0.9634 |
0.9634 |
0.9688 |
0.9598 |
| S2 |
0.9562 |
0.9562 |
0.9669 |
|
| S3 |
0.9362 |
0.9434 |
0.9651 |
|
| S4 |
0.9162 |
0.9234 |
0.9596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9890 |
0.9690 |
0.0200 |
2.1% |
0.0062 |
0.6% |
8% |
False |
True |
164 |
| 10 |
0.9890 |
0.9690 |
0.0200 |
2.1% |
0.0060 |
0.6% |
8% |
False |
True |
129 |
| 20 |
0.9905 |
0.9570 |
0.0335 |
3.5% |
0.0068 |
0.7% |
41% |
False |
False |
146 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0066 |
0.7% |
53% |
False |
False |
133 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0064 |
0.7% |
39% |
False |
False |
104 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0061 |
0.6% |
43% |
False |
False |
94 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0050 |
0.5% |
41% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0247 |
|
2.618 |
1.0074 |
|
1.618 |
0.9968 |
|
1.000 |
0.9902 |
|
0.618 |
0.9862 |
|
HIGH |
0.9796 |
|
0.618 |
0.9756 |
|
0.500 |
0.9743 |
|
0.382 |
0.9730 |
|
LOW |
0.9690 |
|
0.618 |
0.9624 |
|
1.000 |
0.9584 |
|
1.618 |
0.9518 |
|
2.618 |
0.9412 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9743 |
0.9766 |
| PP |
0.9731 |
0.9746 |
| S1 |
0.9718 |
0.9726 |
|