CME Canadian Dollar Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9842 |
0.9822 |
-0.0020 |
-0.2% |
0.9721 |
| High |
0.9845 |
0.9913 |
0.0068 |
0.7% |
0.9895 |
| Low |
0.9815 |
0.9822 |
0.0007 |
0.1% |
0.9721 |
| Close |
0.9830 |
0.9888 |
0.0058 |
0.6% |
0.9830 |
| Range |
0.0030 |
0.0091 |
0.0061 |
203.3% |
0.0174 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.5% |
0.0000 |
| Volume |
142 |
34 |
-108 |
-76.1% |
751 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0147 |
1.0109 |
0.9938 |
|
| R3 |
1.0056 |
1.0018 |
0.9913 |
|
| R2 |
0.9965 |
0.9965 |
0.9905 |
|
| R1 |
0.9927 |
0.9927 |
0.9896 |
0.9946 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9884 |
| S1 |
0.9836 |
0.9836 |
0.9880 |
0.9855 |
| S2 |
0.9783 |
0.9783 |
0.9871 |
|
| S3 |
0.9692 |
0.9745 |
0.9863 |
|
| S4 |
0.9601 |
0.9654 |
0.9838 |
|
|
| 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 |
0.9913 |
0.9721 |
0.0192 |
1.9% |
0.0073 |
0.7% |
87% |
True |
False |
157 |
| 10 |
0.9913 |
0.9664 |
0.0249 |
2.5% |
0.0075 |
0.8% |
90% |
True |
False |
153 |
| 20 |
0.9913 |
0.9664 |
0.0249 |
2.5% |
0.0067 |
0.7% |
90% |
True |
False |
141 |
| 40 |
0.9913 |
0.9484 |
0.0429 |
4.3% |
0.0072 |
0.7% |
94% |
True |
False |
148 |
| 60 |
1.0058 |
0.9484 |
0.0574 |
5.8% |
0.0068 |
0.7% |
70% |
False |
False |
117 |
| 80 |
1.0058 |
0.9360 |
0.0698 |
7.1% |
0.0063 |
0.6% |
76% |
False |
False |
104 |
| 100 |
1.0195 |
0.9360 |
0.0835 |
8.4% |
0.0057 |
0.6% |
63% |
False |
False |
94 |
| 120 |
1.0354 |
0.9360 |
0.0994 |
10.1% |
0.0050 |
0.5% |
53% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0151 |
|
1.618 |
1.0060 |
|
1.000 |
1.0004 |
|
0.618 |
0.9969 |
|
HIGH |
0.9913 |
|
0.618 |
0.9878 |
|
0.500 |
0.9868 |
|
0.382 |
0.9857 |
|
LOW |
0.9822 |
|
0.618 |
0.9766 |
|
1.000 |
0.9731 |
|
1.618 |
0.9675 |
|
2.618 |
0.9584 |
|
4.250 |
0.9435 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9881 |
0.9880 |
| PP |
0.9874 |
0.9872 |
| S1 |
0.9868 |
0.9864 |
|