CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9721 |
-0.0060 |
-0.6% |
0.9686 |
| High |
0.9781 |
0.9852 |
0.0071 |
0.7% |
0.9825 |
| Low |
0.9695 |
0.9721 |
0.0026 |
0.3% |
0.9664 |
| Close |
0.9736 |
0.9810 |
0.0074 |
0.8% |
0.9736 |
| Range |
0.0086 |
0.0131 |
0.0045 |
52.3% |
0.0161 |
| ATR |
0.0078 |
0.0082 |
0.0004 |
4.8% |
0.0000 |
| Volume |
62 |
230 |
168 |
271.0% |
749 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0130 |
0.9882 |
|
| R3 |
1.0056 |
0.9999 |
0.9846 |
|
| R2 |
0.9925 |
0.9925 |
0.9834 |
|
| R1 |
0.9868 |
0.9868 |
0.9822 |
0.9897 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9809 |
| S1 |
0.9737 |
0.9737 |
0.9798 |
0.9766 |
| S2 |
0.9663 |
0.9663 |
0.9786 |
|
| S3 |
0.9532 |
0.9606 |
0.9774 |
|
| S4 |
0.9401 |
0.9475 |
0.9738 |
|
|
| 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 |
0.9852 |
0.9695 |
0.0157 |
1.6% |
0.0086 |
0.9% |
73% |
True |
False |
167 |
| 10 |
0.9890 |
0.9664 |
0.0226 |
2.3% |
0.0078 |
0.8% |
65% |
False |
False |
174 |
| 20 |
0.9890 |
0.9575 |
0.0315 |
3.2% |
0.0071 |
0.7% |
75% |
False |
False |
129 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0073 |
0.7% |
77% |
False |
False |
150 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.9% |
0.0067 |
0.7% |
57% |
False |
False |
112 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0065 |
0.7% |
64% |
False |
False |
105 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0055 |
0.6% |
54% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0409 |
|
2.618 |
1.0195 |
|
1.618 |
1.0064 |
|
1.000 |
0.9983 |
|
0.618 |
0.9933 |
|
HIGH |
0.9852 |
|
0.618 |
0.9802 |
|
0.500 |
0.9787 |
|
0.382 |
0.9771 |
|
LOW |
0.9721 |
|
0.618 |
0.9640 |
|
1.000 |
0.9590 |
|
1.618 |
0.9509 |
|
2.618 |
0.9378 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9802 |
0.9798 |
| PP |
0.9794 |
0.9786 |
| S1 |
0.9787 |
0.9774 |
|