CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9860 |
0.0030 |
0.3% |
0.9686 |
| High |
0.9857 |
0.9895 |
0.0038 |
0.4% |
0.9825 |
| Low |
0.9795 |
0.9845 |
0.0050 |
0.5% |
0.9664 |
| Close |
0.9844 |
0.9852 |
0.0008 |
0.1% |
0.9736 |
| Range |
0.0062 |
0.0050 |
-0.0012 |
-19.4% |
0.0161 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
288 |
91 |
-197 |
-68.4% |
749 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9983 |
0.9880 |
|
| R3 |
0.9964 |
0.9933 |
0.9866 |
|
| R2 |
0.9914 |
0.9914 |
0.9861 |
|
| R1 |
0.9883 |
0.9883 |
0.9857 |
0.9874 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9859 |
| S1 |
0.9833 |
0.9833 |
0.9847 |
0.9824 |
| S2 |
0.9814 |
0.9814 |
0.9843 |
|
| S3 |
0.9764 |
0.9783 |
0.9838 |
|
| S4 |
0.9714 |
0.9733 |
0.9825 |
|
|
| 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 |
0.9895 |
0.9695 |
0.0200 |
2.0% |
0.0079 |
0.8% |
79% |
True |
False |
161 |
| 10 |
0.9895 |
0.9664 |
0.0231 |
2.3% |
0.0079 |
0.8% |
81% |
True |
False |
163 |
| 20 |
0.9895 |
0.9646 |
0.0249 |
2.5% |
0.0069 |
0.7% |
83% |
True |
False |
140 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0073 |
0.7% |
87% |
False |
False |
148 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0067 |
0.7% |
64% |
False |
False |
118 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0064 |
0.7% |
70% |
False |
False |
103 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0056 |
0.6% |
59% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0108 |
|
2.618 |
1.0026 |
|
1.618 |
0.9976 |
|
1.000 |
0.9945 |
|
0.618 |
0.9926 |
|
HIGH |
0.9895 |
|
0.618 |
0.9876 |
|
0.500 |
0.9870 |
|
0.382 |
0.9864 |
|
LOW |
0.9845 |
|
0.618 |
0.9814 |
|
1.000 |
0.9795 |
|
1.618 |
0.9764 |
|
2.618 |
0.9714 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9870 |
0.9837 |
| PP |
0.9864 |
0.9823 |
| S1 |
0.9858 |
0.9808 |
|