CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9815 |
0.0030 |
0.3% |
0.9815 |
| High |
0.9825 |
0.9825 |
0.0000 |
0.0% |
0.9890 |
| Low |
0.9764 |
0.9760 |
-0.0004 |
0.0% |
0.9690 |
| Close |
0.9772 |
0.9781 |
0.0009 |
0.1% |
0.9706 |
| Range |
0.0061 |
0.0065 |
0.0004 |
6.6% |
0.0200 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
140 |
134 |
-6 |
-4.3% |
761 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9947 |
0.9817 |
|
| R3 |
0.9919 |
0.9882 |
0.9799 |
|
| R2 |
0.9854 |
0.9854 |
0.9793 |
|
| R1 |
0.9817 |
0.9817 |
0.9787 |
0.9803 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9782 |
| S1 |
0.9752 |
0.9752 |
0.9775 |
0.9738 |
| S2 |
0.9724 |
0.9724 |
0.9769 |
|
| S3 |
0.9659 |
0.9687 |
0.9763 |
|
| S4 |
0.9594 |
0.9622 |
0.9745 |
|
|
| 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% |
0.0080 |
0.8% |
73% |
True |
False |
169 |
| 10 |
0.9890 |
0.9664 |
0.0226 |
2.3% |
0.0066 |
0.7% |
52% |
False |
False |
162 |
| 20 |
0.9890 |
0.9570 |
0.0320 |
3.3% |
0.0064 |
0.7% |
66% |
False |
False |
137 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0070 |
0.7% |
71% |
False |
False |
147 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0065 |
0.7% |
52% |
False |
False |
110 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0064 |
0.7% |
60% |
False |
False |
101 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0053 |
0.5% |
50% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0101 |
|
2.618 |
0.9995 |
|
1.618 |
0.9930 |
|
1.000 |
0.9890 |
|
0.618 |
0.9865 |
|
HIGH |
0.9825 |
|
0.618 |
0.9800 |
|
0.500 |
0.9793 |
|
0.382 |
0.9785 |
|
LOW |
0.9760 |
|
0.618 |
0.9720 |
|
1.000 |
0.9695 |
|
1.618 |
0.9655 |
|
2.618 |
0.9590 |
|
4.250 |
0.9484 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9779 |
| PP |
0.9789 |
0.9777 |
| S1 |
0.9785 |
0.9775 |
|