CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9842 |
-0.0018 |
-0.2% |
0.9721 |
| High |
0.9895 |
0.9845 |
-0.0050 |
-0.5% |
0.9895 |
| Low |
0.9845 |
0.9815 |
-0.0030 |
-0.3% |
0.9721 |
| Close |
0.9852 |
0.9830 |
-0.0022 |
-0.2% |
0.9830 |
| Range |
0.0050 |
0.0030 |
-0.0020 |
-40.0% |
0.0174 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
91 |
142 |
51 |
56.0% |
751 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9905 |
0.9847 |
|
| R3 |
0.9890 |
0.9875 |
0.9838 |
|
| R2 |
0.9860 |
0.9860 |
0.9836 |
|
| R1 |
0.9845 |
0.9845 |
0.9833 |
0.9838 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9826 |
| S1 |
0.9815 |
0.9815 |
0.9827 |
0.9808 |
| S2 |
0.9800 |
0.9800 |
0.9825 |
|
| S3 |
0.9770 |
0.9785 |
0.9822 |
|
| S4 |
0.9740 |
0.9755 |
0.9814 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0258 |
0.9926 |
|
| R3 |
1.0163 |
1.0084 |
0.9878 |
|
| R2 |
0.9989 |
0.9989 |
0.9862 |
|
| R1 |
0.9910 |
0.9910 |
0.9846 |
0.9950 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9835 |
| S1 |
0.9736 |
0.9736 |
0.9814 |
0.9776 |
| S2 |
0.9641 |
0.9641 |
0.9798 |
|
| S3 |
0.9467 |
0.9562 |
0.9782 |
|
| S4 |
0.9293 |
0.9388 |
0.9734 |
|
|
| 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% |
0.0072 |
0.7% |
68% |
False |
False |
162 |
| 10 |
0.9895 |
0.9664 |
0.0231 |
2.3% |
0.0076 |
0.8% |
72% |
False |
False |
166 |
| 20 |
0.9895 |
0.9664 |
0.0231 |
2.3% |
0.0067 |
0.7% |
72% |
False |
False |
143 |
| 40 |
0.9905 |
0.9484 |
0.0421 |
4.3% |
0.0071 |
0.7% |
82% |
False |
False |
151 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0067 |
0.7% |
60% |
False |
False |
118 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0063 |
0.6% |
67% |
False |
False |
105 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.5% |
0.0056 |
0.6% |
56% |
False |
False |
94 |
| 120 |
1.0374 |
0.9360 |
0.1014 |
10.3% |
0.0049 |
0.5% |
46% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9924 |
|
1.618 |
0.9894 |
|
1.000 |
0.9875 |
|
0.618 |
0.9864 |
|
HIGH |
0.9845 |
|
0.618 |
0.9834 |
|
0.500 |
0.9830 |
|
0.382 |
0.9826 |
|
LOW |
0.9815 |
|
0.618 |
0.9796 |
|
1.000 |
0.9785 |
|
1.618 |
0.9766 |
|
2.618 |
0.9736 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9830 |
0.9845 |
| PP |
0.9830 |
0.9840 |
| S1 |
0.9830 |
0.9835 |
|