CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9785 |
0.0060 |
0.6% |
0.9815 |
| High |
0.9812 |
0.9825 |
0.0013 |
0.1% |
0.9890 |
| Low |
0.9725 |
0.9764 |
0.0039 |
0.4% |
0.9690 |
| Close |
0.9811 |
0.9772 |
-0.0039 |
-0.4% |
0.9706 |
| Range |
0.0087 |
0.0061 |
-0.0026 |
-29.9% |
0.0200 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
272 |
140 |
-132 |
-48.5% |
761 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9932 |
0.9806 |
|
| R3 |
0.9909 |
0.9871 |
0.9789 |
|
| R2 |
0.9848 |
0.9848 |
0.9783 |
|
| R1 |
0.9810 |
0.9810 |
0.9778 |
0.9799 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9781 |
| S1 |
0.9749 |
0.9749 |
0.9766 |
0.9738 |
| S2 |
0.9726 |
0.9726 |
0.9761 |
|
| S3 |
0.9665 |
0.9688 |
0.9755 |
|
| S4 |
0.9604 |
0.9627 |
0.9738 |
|
|
| 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 |
0.9825 |
0.9664 |
0.0161 |
1.6% |
0.0078 |
0.8% |
67% |
True |
False |
165 |
| 10 |
0.9890 |
0.9664 |
0.0226 |
2.3% |
0.0071 |
0.7% |
48% |
False |
False |
151 |
| 20 |
0.9890 |
0.9570 |
0.0320 |
3.3% |
0.0066 |
0.7% |
63% |
False |
False |
143 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0068 |
0.7% |
68% |
False |
False |
144 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0066 |
0.7% |
50% |
False |
False |
108 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0063 |
0.6% |
59% |
False |
False |
100 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0052 |
0.5% |
49% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0084 |
|
2.618 |
0.9985 |
|
1.618 |
0.9924 |
|
1.000 |
0.9886 |
|
0.618 |
0.9863 |
|
HIGH |
0.9825 |
|
0.618 |
0.9802 |
|
0.500 |
0.9795 |
|
0.382 |
0.9787 |
|
LOW |
0.9764 |
|
0.618 |
0.9726 |
|
1.000 |
0.9703 |
|
1.618 |
0.9665 |
|
2.618 |
0.9604 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9795 |
0.9763 |
| PP |
0.9787 |
0.9754 |
| S1 |
0.9780 |
0.9745 |
|