CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9795 |
0.9686 |
-0.0109 |
-1.1% |
0.9815 |
| High |
0.9796 |
0.9746 |
-0.0050 |
-0.5% |
0.9890 |
| Low |
0.9690 |
0.9664 |
-0.0026 |
-0.3% |
0.9690 |
| Close |
0.9706 |
0.9729 |
0.0023 |
0.2% |
0.9706 |
| Range |
0.0106 |
0.0082 |
-0.0024 |
-22.6% |
0.0200 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.2% |
0.0000 |
| Volume |
160 |
141 |
-19 |
-11.9% |
761 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9959 |
0.9926 |
0.9774 |
|
| R3 |
0.9877 |
0.9844 |
0.9752 |
|
| R2 |
0.9795 |
0.9795 |
0.9744 |
|
| R1 |
0.9762 |
0.9762 |
0.9737 |
0.9779 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9721 |
| S1 |
0.9680 |
0.9680 |
0.9721 |
0.9697 |
| S2 |
0.9631 |
0.9631 |
0.9714 |
|
| S3 |
0.9549 |
0.9598 |
0.9706 |
|
| S4 |
0.9467 |
0.9516 |
0.9684 |
|
|
| 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 |
0.9664 |
0.0226 |
2.3% |
0.0069 |
0.7% |
29% |
False |
True |
180 |
| 10 |
0.9890 |
0.9664 |
0.0226 |
2.3% |
0.0062 |
0.6% |
29% |
False |
True |
132 |
| 20 |
0.9890 |
0.9570 |
0.0320 |
3.3% |
0.0064 |
0.7% |
50% |
False |
False |
150 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0066 |
0.7% |
58% |
False |
False |
135 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0065 |
0.7% |
43% |
False |
False |
106 |
| 80 |
1.0160 |
0.9360 |
0.0800 |
8.2% |
0.0061 |
0.6% |
46% |
False |
False |
96 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0051 |
0.5% |
44% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
0.9961 |
|
1.618 |
0.9879 |
|
1.000 |
0.9828 |
|
0.618 |
0.9797 |
|
HIGH |
0.9746 |
|
0.618 |
0.9715 |
|
0.500 |
0.9705 |
|
0.382 |
0.9695 |
|
LOW |
0.9664 |
|
0.618 |
0.9613 |
|
1.000 |
0.9582 |
|
1.618 |
0.9531 |
|
2.618 |
0.9449 |
|
4.250 |
0.9316 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9735 |
| PP |
0.9713 |
0.9733 |
| S1 |
0.9705 |
0.9731 |
|