CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 13-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
0.9815 |
0.9781 |
-0.0034 |
-0.3% |
0.9686 |
High |
0.9825 |
0.9781 |
-0.0044 |
-0.4% |
0.9825 |
Low |
0.9760 |
0.9695 |
-0.0065 |
-0.7% |
0.9664 |
Close |
0.9781 |
0.9736 |
-0.0045 |
-0.5% |
0.9736 |
Range |
0.0065 |
0.0086 |
0.0021 |
32.3% |
0.0161 |
ATR |
0.0078 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
Volume |
134 |
62 |
-72 |
-53.7% |
749 |
|
Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9995 |
0.9952 |
0.9783 |
|
R3 |
0.9909 |
0.9866 |
0.9760 |
|
R2 |
0.9823 |
0.9823 |
0.9752 |
|
R1 |
0.9780 |
0.9780 |
0.9744 |
0.9759 |
PP |
0.9737 |
0.9737 |
0.9737 |
0.9727 |
S1 |
0.9694 |
0.9694 |
0.9728 |
0.9673 |
S2 |
0.9651 |
0.9651 |
0.9720 |
|
S3 |
0.9565 |
0.9608 |
0.9712 |
|
S4 |
0.9479 |
0.9522 |
0.9689 |
|
|
Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0225 |
1.0141 |
0.9825 |
|
R3 |
1.0064 |
0.9980 |
0.9780 |
|
R2 |
0.9903 |
0.9903 |
0.9766 |
|
R1 |
0.9819 |
0.9819 |
0.9751 |
0.9861 |
PP |
0.9742 |
0.9742 |
0.9742 |
0.9763 |
S1 |
0.9658 |
0.9658 |
0.9721 |
0.9700 |
S2 |
0.9581 |
0.9581 |
0.9706 |
|
S3 |
0.9420 |
0.9497 |
0.9692 |
|
S4 |
0.9259 |
0.9336 |
0.9647 |
|
|
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 |
1.7% |
0.0076 |
0.8% |
45% |
False |
False |
149 |
10 |
0.9890 |
0.9664 |
0.0226 |
2.3% |
0.0069 |
0.7% |
32% |
False |
False |
156 |
20 |
0.9890 |
0.9575 |
0.0315 |
3.2% |
0.0066 |
0.7% |
51% |
False |
False |
130 |
40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0071 |
0.7% |
60% |
False |
False |
149 |
60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0066 |
0.7% |
44% |
False |
False |
109 |
80 |
1.0058 |
0.9360 |
0.0698 |
7.2% |
0.0065 |
0.7% |
54% |
False |
False |
102 |
100 |
1.0195 |
0.9360 |
0.0835 |
8.6% |
0.0054 |
0.6% |
45% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0147 |
2.618 |
1.0006 |
1.618 |
0.9920 |
1.000 |
0.9867 |
0.618 |
0.9834 |
HIGH |
0.9781 |
0.618 |
0.9748 |
0.500 |
0.9738 |
0.382 |
0.9728 |
LOW |
0.9695 |
0.618 |
0.9642 |
1.000 |
0.9609 |
1.618 |
0.9556 |
2.618 |
0.9470 |
4.250 |
0.9330 |
|
|
Fisher Pivots for day following 13-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9738 |
0.9760 |
PP |
0.9737 |
0.9752 |
S1 |
0.9737 |
0.9744 |
|