CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9830 |
0.0109 |
1.1% |
0.9686 |
| High |
0.9852 |
0.9857 |
0.0005 |
0.1% |
0.9825 |
| Low |
0.9721 |
0.9795 |
0.0074 |
0.8% |
0.9664 |
| Close |
0.9810 |
0.9844 |
0.0034 |
0.3% |
0.9736 |
| Range |
0.0131 |
0.0062 |
-0.0069 |
-52.7% |
0.0161 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
230 |
288 |
58 |
25.2% |
749 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9993 |
0.9878 |
|
| R3 |
0.9956 |
0.9931 |
0.9861 |
|
| R2 |
0.9894 |
0.9894 |
0.9855 |
|
| R1 |
0.9869 |
0.9869 |
0.9850 |
0.9882 |
| PP |
0.9832 |
0.9832 |
0.9832 |
0.9838 |
| S1 |
0.9807 |
0.9807 |
0.9838 |
0.9820 |
| S2 |
0.9770 |
0.9770 |
0.9833 |
|
| S3 |
0.9708 |
0.9745 |
0.9827 |
|
| S4 |
0.9646 |
0.9683 |
0.9810 |
|
|
| 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 |
0.9857 |
0.9695 |
0.0162 |
1.6% |
0.0081 |
0.8% |
92% |
True |
False |
170 |
| 10 |
0.9857 |
0.9664 |
0.0193 |
2.0% |
0.0076 |
0.8% |
93% |
True |
False |
190 |
| 20 |
0.9890 |
0.9575 |
0.0315 |
3.2% |
0.0069 |
0.7% |
85% |
False |
False |
140 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0073 |
0.7% |
86% |
False |
False |
146 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0066 |
0.7% |
63% |
False |
False |
117 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0065 |
0.7% |
69% |
False |
False |
106 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0056 |
0.6% |
58% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0121 |
|
2.618 |
1.0019 |
|
1.618 |
0.9957 |
|
1.000 |
0.9919 |
|
0.618 |
0.9895 |
|
HIGH |
0.9857 |
|
0.618 |
0.9833 |
|
0.500 |
0.9826 |
|
0.382 |
0.9819 |
|
LOW |
0.9795 |
|
0.618 |
0.9757 |
|
1.000 |
0.9733 |
|
1.618 |
0.9695 |
|
2.618 |
0.9633 |
|
4.250 |
0.9532 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9821 |
| PP |
0.9832 |
0.9799 |
| S1 |
0.9826 |
0.9776 |
|